CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0772 |
1.0878 |
0.0106 |
1.0% |
1.0559 |
| High |
1.0894 |
1.1005 |
0.0111 |
1.0% |
1.0796 |
| Low |
1.0747 |
1.0860 |
0.0113 |
1.1% |
1.0477 |
| Close |
1.0886 |
1.0937 |
0.0051 |
0.5% |
1.0782 |
| Range |
0.0147 |
0.0145 |
-0.0002 |
-1.4% |
0.0319 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
2.0% |
0.0000 |
| Volume |
88,673 |
115,753 |
27,080 |
30.5% |
481,342 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1298 |
1.1017 |
|
| R3 |
1.1224 |
1.1153 |
1.0977 |
|
| R2 |
1.1079 |
1.1079 |
1.0964 |
|
| R1 |
1.1008 |
1.1008 |
1.0950 |
1.1044 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0952 |
| S1 |
1.0863 |
1.0863 |
1.0924 |
1.0899 |
| S2 |
1.0789 |
1.0789 |
1.0910 |
|
| S3 |
1.0644 |
1.0718 |
1.0897 |
|
| S4 |
1.0499 |
1.0573 |
1.0857 |
|
|
| 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 |
1.1005 |
1.0615 |
0.0390 |
3.6% |
0.0118 |
1.1% |
83% |
True |
False |
95,317 |
| 10 |
1.1005 |
1.0477 |
0.0528 |
4.8% |
0.0110 |
1.0% |
87% |
True |
False |
99,453 |
| 20 |
1.1005 |
1.0412 |
0.0593 |
5.4% |
0.0115 |
1.0% |
89% |
True |
False |
106,571 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0117 |
1.1% |
91% |
True |
False |
92,882 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0119 |
1.1% |
91% |
True |
False |
62,025 |
| 80 |
1.1005 |
1.0102 |
0.0903 |
8.3% |
0.0108 |
1.0% |
92% |
True |
False |
46,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1621 |
|
2.618 |
1.1385 |
|
1.618 |
1.1240 |
|
1.000 |
1.1150 |
|
0.618 |
1.1095 |
|
HIGH |
1.1005 |
|
0.618 |
1.0950 |
|
0.500 |
1.0933 |
|
0.382 |
1.0915 |
|
LOW |
1.0860 |
|
0.618 |
1.0770 |
|
1.000 |
1.0715 |
|
1.618 |
1.0625 |
|
2.618 |
1.0480 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0912 |
| PP |
1.0934 |
1.0886 |
| S1 |
1.0933 |
1.0861 |
|