CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0665 |
0.0023 |
0.2% |
1.0634 |
| High |
1.0678 |
1.0777 |
0.0099 |
0.9% |
1.0699 |
| Low |
1.0629 |
1.0615 |
-0.0014 |
-0.1% |
1.0435 |
| Close |
1.0660 |
1.0763 |
0.0103 |
1.0% |
1.0540 |
| Range |
0.0049 |
0.0162 |
0.0113 |
230.6% |
0.0264 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
3.0% |
0.0000 |
| Volume |
82,879 |
117,431 |
34,552 |
41.7% |
643,024 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1146 |
1.0852 |
|
| R3 |
1.1042 |
1.0984 |
1.0808 |
|
| R2 |
1.0880 |
1.0880 |
1.0793 |
|
| R1 |
1.0822 |
1.0822 |
1.0778 |
1.0851 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0733 |
| S1 |
1.0660 |
1.0660 |
1.0748 |
1.0689 |
| S2 |
1.0556 |
1.0556 |
1.0733 |
|
| S3 |
1.0394 |
1.0498 |
1.0718 |
|
| S4 |
1.0232 |
1.0336 |
1.0674 |
|
|
| 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 |
1.0777 |
1.0477 |
0.0300 |
2.8% |
0.0115 |
1.1% |
95% |
True |
False |
102,735 |
| 10 |
1.0777 |
1.0435 |
0.0342 |
3.2% |
0.0120 |
1.1% |
96% |
True |
False |
115,831 |
| 20 |
1.0777 |
1.0281 |
0.0496 |
4.6% |
0.0116 |
1.1% |
97% |
True |
False |
112,036 |
| 40 |
1.0777 |
1.0281 |
0.0496 |
4.6% |
0.0117 |
1.1% |
97% |
True |
False |
83,963 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
4.9% |
0.0117 |
1.1% |
92% |
False |
False |
56,050 |
| 80 |
1.0806 |
1.0039 |
0.0767 |
7.1% |
0.0105 |
1.0% |
94% |
False |
False |
42,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1466 |
|
2.618 |
1.1201 |
|
1.618 |
1.1039 |
|
1.000 |
1.0939 |
|
0.618 |
1.0877 |
|
HIGH |
1.0777 |
|
0.618 |
1.0715 |
|
0.500 |
1.0696 |
|
0.382 |
1.0677 |
|
LOW |
1.0615 |
|
0.618 |
1.0515 |
|
1.000 |
1.0453 |
|
1.618 |
1.0353 |
|
2.618 |
1.0191 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0724 |
| PP |
1.0718 |
1.0685 |
| S1 |
1.0696 |
1.0647 |
|