CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0952 |
0.0074 |
0.7% |
1.0559 |
| High |
1.1005 |
1.1005 |
0.0000 |
0.0% |
1.0796 |
| Low |
1.0860 |
1.0906 |
0.0046 |
0.4% |
1.0477 |
| Close |
1.0937 |
1.0919 |
-0.0018 |
-0.2% |
1.0782 |
| Range |
0.0145 |
0.0099 |
-0.0046 |
-31.7% |
0.0319 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
115,753 |
84,687 |
-31,066 |
-26.8% |
481,342 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1179 |
1.0973 |
|
| R3 |
1.1141 |
1.1080 |
1.0946 |
|
| R2 |
1.1042 |
1.1042 |
1.0937 |
|
| R1 |
1.0981 |
1.0981 |
1.0928 |
1.0962 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0934 |
| S1 |
1.0882 |
1.0882 |
1.0910 |
1.0863 |
| S2 |
1.0844 |
1.0844 |
1.0901 |
|
| S3 |
1.0745 |
1.0783 |
1.0892 |
|
| S4 |
1.0646 |
1.0684 |
1.0865 |
|
|
| 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 |
1.0717 |
0.0288 |
2.6% |
0.0106 |
1.0% |
70% |
True |
False |
88,768 |
| 10 |
1.1005 |
1.0477 |
0.0528 |
4.8% |
0.0110 |
1.0% |
84% |
True |
False |
95,752 |
| 20 |
1.1005 |
1.0435 |
0.0570 |
5.2% |
0.0111 |
1.0% |
85% |
True |
False |
104,124 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0115 |
1.1% |
88% |
True |
False |
94,963 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0119 |
1.1% |
88% |
True |
False |
63,431 |
| 80 |
1.1005 |
1.0102 |
0.0903 |
8.3% |
0.0109 |
1.0% |
90% |
True |
False |
47,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1264 |
|
1.618 |
1.1165 |
|
1.000 |
1.1104 |
|
0.618 |
1.1066 |
|
HIGH |
1.1005 |
|
0.618 |
1.0967 |
|
0.500 |
1.0956 |
|
0.382 |
1.0944 |
|
LOW |
1.0906 |
|
0.618 |
1.0845 |
|
1.000 |
1.0807 |
|
1.618 |
1.0746 |
|
2.618 |
1.0647 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0905 |
| PP |
1.0943 |
1.0890 |
| S1 |
1.0931 |
1.0876 |
|