CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0559 |
-0.0076 |
-0.7% |
1.0634 |
| High |
1.0661 |
1.0571 |
-0.0090 |
-0.8% |
1.0699 |
| Low |
1.0533 |
1.0477 |
-0.0056 |
-0.5% |
1.0435 |
| Close |
1.0540 |
1.0516 |
-0.0024 |
-0.2% |
1.0540 |
| Range |
0.0128 |
0.0094 |
-0.0034 |
-26.6% |
0.0264 |
| ATR |
0.0118 |
0.0117 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
109,790 |
88,879 |
-20,911 |
-19.0% |
643,024 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0754 |
1.0568 |
|
| R3 |
1.0709 |
1.0660 |
1.0542 |
|
| R2 |
1.0615 |
1.0615 |
1.0533 |
|
| R1 |
1.0566 |
1.0566 |
1.0525 |
1.0544 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0510 |
| S1 |
1.0472 |
1.0472 |
1.0507 |
1.0450 |
| S2 |
1.0427 |
1.0427 |
1.0499 |
|
| S3 |
1.0333 |
1.0378 |
1.0490 |
|
| S4 |
1.0239 |
1.0284 |
1.0464 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1209 |
1.0685 |
|
| R3 |
1.1086 |
1.0945 |
1.0613 |
|
| R2 |
1.0822 |
1.0822 |
1.0588 |
|
| R1 |
1.0681 |
1.0681 |
1.0564 |
1.0620 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0527 |
| S1 |
1.0417 |
1.0417 |
1.0516 |
1.0356 |
| S2 |
1.0294 |
1.0294 |
1.0492 |
|
| S3 |
1.0030 |
1.0153 |
1.0467 |
|
| S4 |
0.9766 |
0.9889 |
1.0395 |
|
|
| 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% |
0.0130 |
1.2% |
31% |
False |
False |
124,746 |
| 10 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0114 |
1.1% |
31% |
False |
False |
113,549 |
| 20 |
1.0699 |
1.0281 |
0.0418 |
4.0% |
0.0113 |
1.1% |
56% |
False |
False |
109,205 |
| 40 |
1.0699 |
1.0281 |
0.0418 |
4.0% |
0.0116 |
1.1% |
56% |
False |
False |
76,113 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
5.0% |
0.0114 |
1.1% |
45% |
False |
False |
50,806 |
| 80 |
1.0806 |
0.9905 |
0.0901 |
8.6% |
0.0103 |
1.0% |
68% |
False |
False |
38,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0817 |
|
1.618 |
1.0723 |
|
1.000 |
1.0665 |
|
0.618 |
1.0629 |
|
HIGH |
1.0571 |
|
0.618 |
1.0535 |
|
0.500 |
1.0524 |
|
0.382 |
1.0513 |
|
LOW |
1.0477 |
|
0.618 |
1.0419 |
|
1.000 |
1.0383 |
|
1.618 |
1.0325 |
|
2.618 |
1.0231 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0588 |
| PP |
1.0521 |
1.0564 |
| S1 |
1.0519 |
1.0540 |
|