CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0504 |
1.0679 |
0.0175 |
1.7% |
1.0669 |
High |
1.0688 |
1.0699 |
0.0011 |
0.1% |
1.0693 |
Low |
1.0492 |
1.0605 |
0.0113 |
1.1% |
1.0553 |
Close |
1.0665 |
1.0623 |
-0.0042 |
-0.4% |
1.0647 |
Range |
0.0196 |
0.0094 |
-0.0102 |
-52.0% |
0.0140 |
ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
135,893 |
121,702 |
-14,191 |
-10.4% |
403,594 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0924 |
1.0868 |
1.0675 |
|
R3 |
1.0830 |
1.0774 |
1.0649 |
|
R2 |
1.0736 |
1.0736 |
1.0640 |
|
R1 |
1.0680 |
1.0680 |
1.0632 |
1.0661 |
PP |
1.0642 |
1.0642 |
1.0642 |
1.0633 |
S1 |
1.0586 |
1.0586 |
1.0614 |
1.0567 |
S2 |
1.0548 |
1.0548 |
1.0606 |
|
S3 |
1.0454 |
1.0492 |
1.0597 |
|
S4 |
1.0360 |
1.0398 |
1.0571 |
|
|
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 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0124 |
1.2% |
71% |
True |
False |
128,927 |
10 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0112 |
1.1% |
71% |
True |
False |
112,497 |
20 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0114 |
1.1% |
82% |
True |
False |
112,767 |
40 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0114 |
1.1% |
82% |
True |
False |
71,160 |
60 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0114 |
1.1% |
67% |
False |
False |
47,496 |
80 |
1.0806 |
0.9822 |
0.0984 |
9.3% |
0.0102 |
1.0% |
81% |
False |
False |
35,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1099 |
2.618 |
1.0945 |
1.618 |
1.0851 |
1.000 |
1.0793 |
0.618 |
1.0757 |
HIGH |
1.0699 |
0.618 |
1.0663 |
0.500 |
1.0652 |
0.382 |
1.0641 |
LOW |
1.0605 |
0.618 |
1.0547 |
1.000 |
1.0511 |
1.618 |
1.0453 |
2.618 |
1.0359 |
4.250 |
1.0206 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0652 |
1.0604 |
PP |
1.0642 |
1.0586 |
S1 |
1.0633 |
1.0567 |
|