CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0634 |
-0.0043 |
-0.4% |
1.0669 |
| High |
1.0693 |
1.0647 |
-0.0046 |
-0.4% |
1.0693 |
| Low |
1.0608 |
1.0537 |
-0.0071 |
-0.7% |
1.0553 |
| Close |
1.0647 |
1.0551 |
-0.0096 |
-0.9% |
1.0647 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0140 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
111,405 |
108,172 |
-3,233 |
-2.9% |
403,594 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0840 |
1.0612 |
|
| R3 |
1.0798 |
1.0730 |
1.0581 |
|
| R2 |
1.0688 |
1.0688 |
1.0571 |
|
| R1 |
1.0620 |
1.0620 |
1.0561 |
1.0599 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0568 |
| S1 |
1.0510 |
1.0510 |
1.0541 |
1.0489 |
| S2 |
1.0468 |
1.0468 |
1.0531 |
|
| S3 |
1.0358 |
1.0400 |
1.0521 |
|
| S4 |
1.0248 |
1.0290 |
1.0491 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0989 |
1.0724 |
|
| R3 |
1.0911 |
1.0849 |
1.0686 |
|
| R2 |
1.0771 |
1.0771 |
1.0673 |
|
| R1 |
1.0709 |
1.0709 |
1.0660 |
1.0670 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0612 |
| S1 |
1.0569 |
1.0569 |
1.0634 |
1.0530 |
| S2 |
1.0491 |
1.0491 |
1.0621 |
|
| S3 |
1.0351 |
1.0429 |
1.0609 |
|
| S4 |
1.0211 |
1.0289 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0693 |
1.0537 |
0.0156 |
1.5% |
0.0099 |
0.9% |
9% |
False |
True |
102,353 |
| 10 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0107 |
1.0% |
66% |
False |
False |
104,564 |
| 20 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0114 |
1.1% |
66% |
False |
False |
107,481 |
| 40 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0113 |
1.1% |
66% |
False |
False |
60,545 |
| 60 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0110 |
1.0% |
54% |
False |
False |
40,415 |
| 80 |
1.0806 |
0.9580 |
0.1226 |
11.6% |
0.0099 |
0.9% |
79% |
False |
False |
30,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1115 |
|
2.618 |
1.0935 |
|
1.618 |
1.0825 |
|
1.000 |
1.0757 |
|
0.618 |
1.0715 |
|
HIGH |
1.0647 |
|
0.618 |
1.0605 |
|
0.500 |
1.0592 |
|
0.382 |
1.0579 |
|
LOW |
1.0537 |
|
0.618 |
1.0469 |
|
1.000 |
1.0427 |
|
1.618 |
1.0359 |
|
2.618 |
1.0249 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0615 |
| PP |
1.0578 |
1.0594 |
| S1 |
1.0565 |
1.0572 |
|