CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0526 |
-0.0033 |
-0.3% |
1.0634 |
| High |
1.0571 |
1.0659 |
0.0088 |
0.8% |
1.0699 |
| Low |
1.0477 |
1.0516 |
0.0039 |
0.4% |
1.0435 |
| Close |
1.0516 |
1.0642 |
0.0126 |
1.2% |
1.0540 |
| Range |
0.0094 |
0.0143 |
0.0049 |
52.1% |
0.0264 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.6% |
0.0000 |
| Volume |
88,879 |
114,699 |
25,820 |
29.1% |
643,024 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0981 |
1.0721 |
|
| R3 |
1.0892 |
1.0838 |
1.0681 |
|
| R2 |
1.0749 |
1.0749 |
1.0668 |
|
| R1 |
1.0695 |
1.0695 |
1.0655 |
1.0722 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0619 |
| S1 |
1.0552 |
1.0552 |
1.0629 |
1.0579 |
| S2 |
1.0463 |
1.0463 |
1.0616 |
|
| S3 |
1.0320 |
1.0409 |
1.0603 |
|
| S4 |
1.0177 |
1.0266 |
1.0563 |
|
|
| 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 |
1.0477 |
0.0222 |
2.1% |
0.0131 |
1.2% |
74% |
False |
False |
114,192 |
| 10 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0117 |
1.1% |
78% |
False |
False |
114,743 |
| 20 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0114 |
1.1% |
86% |
False |
False |
110,559 |
| 40 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0118 |
1.1% |
86% |
False |
False |
78,976 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
4.9% |
0.0116 |
1.1% |
69% |
False |
False |
52,714 |
| 80 |
1.0806 |
0.9999 |
0.0807 |
7.6% |
0.0104 |
1.0% |
80% |
False |
False |
39,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1033 |
|
1.618 |
1.0890 |
|
1.000 |
1.0802 |
|
0.618 |
1.0747 |
|
HIGH |
1.0659 |
|
0.618 |
1.0604 |
|
0.500 |
1.0588 |
|
0.382 |
1.0571 |
|
LOW |
1.0516 |
|
0.618 |
1.0428 |
|
1.000 |
1.0373 |
|
1.618 |
1.0285 |
|
2.618 |
1.0142 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0618 |
| PP |
1.0606 |
1.0593 |
| S1 |
1.0588 |
1.0569 |
|