CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0568 |
1.0504 |
-0.0064 |
-0.6% |
1.0669 |
| High |
1.0572 |
1.0688 |
0.0116 |
1.1% |
1.0693 |
| Low |
1.0435 |
1.0492 |
0.0057 |
0.5% |
1.0553 |
| Close |
1.0539 |
1.0665 |
0.0126 |
1.2% |
1.0647 |
| Range |
0.0137 |
0.0196 |
0.0059 |
43.1% |
0.0140 |
| ATR |
0.0114 |
0.0120 |
0.0006 |
5.2% |
0.0000 |
| Volume |
167,467 |
135,893 |
-31,574 |
-18.9% |
403,594 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1130 |
1.0773 |
|
| R3 |
1.1007 |
1.0934 |
1.0719 |
|
| R2 |
1.0811 |
1.0811 |
1.0701 |
|
| R1 |
1.0738 |
1.0738 |
1.0683 |
1.0775 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0633 |
| S1 |
1.0542 |
1.0542 |
1.0647 |
1.0579 |
| S2 |
1.0419 |
1.0419 |
1.0629 |
|
| S3 |
1.0223 |
1.0346 |
1.0611 |
|
| S4 |
1.0027 |
1.0150 |
1.0557 |
|
|
| 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% |
0.0126 |
1.2% |
89% |
False |
False |
124,022 |
| 10 |
1.0693 |
1.0412 |
0.0281 |
2.6% |
0.0119 |
1.1% |
90% |
False |
False |
113,689 |
| 20 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0118 |
1.1% |
93% |
False |
False |
113,436 |
| 40 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0114 |
1.1% |
93% |
False |
False |
68,119 |
| 60 |
1.0806 |
1.0247 |
0.0559 |
5.2% |
0.0114 |
1.1% |
75% |
False |
False |
45,470 |
| 80 |
1.0806 |
0.9760 |
0.1046 |
9.8% |
0.0102 |
1.0% |
87% |
False |
False |
34,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1521 |
|
2.618 |
1.1201 |
|
1.618 |
1.1005 |
|
1.000 |
1.0884 |
|
0.618 |
1.0809 |
|
HIGH |
1.0688 |
|
0.618 |
1.0613 |
|
0.500 |
1.0590 |
|
0.382 |
1.0567 |
|
LOW |
1.0492 |
|
0.618 |
1.0371 |
|
1.000 |
1.0296 |
|
1.618 |
1.0175 |
|
2.618 |
0.9979 |
|
4.250 |
0.9659 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0631 |
| PP |
1.0615 |
1.0596 |
| S1 |
1.0590 |
1.0562 |
|