CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 25-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0757 |
1.0775 |
0.0018 |
0.2% |
1.0559 |
High |
1.0796 |
1.0800 |
0.0004 |
0.0% |
1.0796 |
Low |
1.0742 |
1.0717 |
-0.0025 |
-0.2% |
1.0477 |
Close |
1.0782 |
1.0782 |
0.0000 |
0.0% |
1.0782 |
Range |
0.0054 |
0.0083 |
0.0029 |
53.7% |
0.0319 |
ATR |
0.0113 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
77,454 |
77,275 |
-179 |
-0.2% |
481,342 |
|
Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1015 |
1.0982 |
1.0828 |
|
R3 |
1.0932 |
1.0899 |
1.0805 |
|
R2 |
1.0849 |
1.0849 |
1.0797 |
|
R1 |
1.0816 |
1.0816 |
1.0790 |
1.0833 |
PP |
1.0766 |
1.0766 |
1.0766 |
1.0775 |
S1 |
1.0733 |
1.0733 |
1.0774 |
1.0750 |
S2 |
1.0683 |
1.0683 |
1.0767 |
|
S3 |
1.0600 |
1.0650 |
1.0759 |
|
S4 |
1.0517 |
1.0567 |
1.0736 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1642 |
1.1531 |
1.0957 |
|
R3 |
1.1323 |
1.1212 |
1.0870 |
|
R2 |
1.1004 |
1.1004 |
1.0840 |
|
R1 |
1.0893 |
1.0893 |
1.0811 |
1.0949 |
PP |
1.0685 |
1.0685 |
1.0685 |
1.0713 |
S1 |
1.0574 |
1.0574 |
1.0753 |
1.0630 |
S2 |
1.0366 |
1.0366 |
1.0724 |
|
S3 |
1.0047 |
1.0255 |
1.0694 |
|
S4 |
0.9728 |
0.9936 |
1.0607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0800 |
1.0516 |
0.0284 |
2.6% |
0.0098 |
0.9% |
94% |
True |
False |
93,947 |
10 |
1.0800 |
1.0435 |
0.0365 |
3.4% |
0.0114 |
1.1% |
95% |
True |
False |
109,346 |
20 |
1.0800 |
1.0281 |
0.0519 |
4.8% |
0.0110 |
1.0% |
97% |
True |
False |
106,955 |
40 |
1.0800 |
1.0281 |
0.0519 |
4.8% |
0.0115 |
1.1% |
97% |
True |
False |
87,811 |
60 |
1.0806 |
1.0281 |
0.0525 |
4.9% |
0.0116 |
1.1% |
95% |
False |
False |
58,624 |
80 |
1.0806 |
1.0101 |
0.0705 |
6.5% |
0.0105 |
1.0% |
97% |
False |
False |
43,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1153 |
2.618 |
1.1017 |
1.618 |
1.0934 |
1.000 |
1.0883 |
0.618 |
1.0851 |
HIGH |
1.0800 |
0.618 |
1.0768 |
0.500 |
1.0759 |
0.382 |
1.0749 |
LOW |
1.0717 |
0.618 |
1.0666 |
1.000 |
1.0634 |
1.618 |
1.0583 |
2.618 |
1.0500 |
4.250 |
1.0364 |
|
|
Fisher Pivots for day following 25-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0774 |
1.0757 |
PP |
1.0766 |
1.0732 |
S1 |
1.0759 |
1.0708 |
|