CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0568 |
-0.0066 |
-0.6% |
1.0669 |
| High |
1.0647 |
1.0572 |
-0.0075 |
-0.7% |
1.0693 |
| Low |
1.0537 |
1.0435 |
-0.0102 |
-1.0% |
1.0553 |
| Close |
1.0551 |
1.0539 |
-0.0012 |
-0.1% |
1.0647 |
| Range |
0.0110 |
0.0137 |
0.0027 |
24.5% |
0.0140 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.6% |
0.0000 |
| Volume |
108,172 |
167,467 |
59,295 |
54.8% |
403,594 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0926 |
1.0870 |
1.0614 |
|
| R3 |
1.0789 |
1.0733 |
1.0577 |
|
| R2 |
1.0652 |
1.0652 |
1.0564 |
|
| R1 |
1.0596 |
1.0596 |
1.0552 |
1.0556 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0495 |
| S1 |
1.0459 |
1.0459 |
1.0526 |
1.0419 |
| S2 |
1.0378 |
1.0378 |
1.0514 |
|
| S3 |
1.0241 |
1.0322 |
1.0501 |
|
| S4 |
1.0104 |
1.0185 |
1.0464 |
|
|
| 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 |
1.0435 |
0.0258 |
2.4% |
0.0103 |
1.0% |
40% |
False |
True |
115,294 |
| 10 |
1.0693 |
1.0328 |
0.0365 |
3.5% |
0.0111 |
1.0% |
58% |
False |
False |
109,584 |
| 20 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0116 |
1.1% |
63% |
False |
False |
111,703 |
| 40 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0111 |
1.1% |
63% |
False |
False |
64,726 |
| 60 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0111 |
1.1% |
52% |
False |
False |
43,206 |
| 80 |
1.0806 |
0.9680 |
0.1126 |
10.7% |
0.0100 |
1.0% |
76% |
False |
False |
32,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.0931 |
|
1.618 |
1.0794 |
|
1.000 |
1.0709 |
|
0.618 |
1.0657 |
|
HIGH |
1.0572 |
|
0.618 |
1.0520 |
|
0.500 |
1.0504 |
|
0.382 |
1.0487 |
|
LOW |
1.0435 |
|
0.618 |
1.0350 |
|
1.000 |
1.0298 |
|
1.618 |
1.0213 |
|
2.618 |
1.0076 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0527 |
1.0564 |
| PP |
1.0515 |
1.0556 |
| S1 |
1.0504 |
1.0547 |
|