CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0935 |
-0.0017 |
-0.2% |
1.0775 |
| High |
1.1005 |
1.0952 |
-0.0053 |
-0.5% |
1.1005 |
| Low |
1.0906 |
1.0842 |
-0.0064 |
-0.6% |
1.0717 |
| Close |
1.0919 |
1.0931 |
0.0012 |
0.1% |
1.0931 |
| Range |
0.0099 |
0.0110 |
0.0011 |
11.1% |
0.0288 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
84,687 |
122,957 |
38,270 |
45.2% |
489,345 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1195 |
1.0992 |
|
| R3 |
1.1128 |
1.1085 |
1.0961 |
|
| R2 |
1.1018 |
1.1018 |
1.0951 |
|
| R1 |
1.0975 |
1.0975 |
1.0941 |
1.0942 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0892 |
| S1 |
1.0865 |
1.0865 |
1.0921 |
1.0832 |
| S2 |
1.0798 |
1.0798 |
1.0911 |
|
| S3 |
1.0688 |
1.0755 |
1.0901 |
|
| S4 |
1.0578 |
1.0645 |
1.0871 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1628 |
1.1089 |
|
| R3 |
1.1460 |
1.1340 |
1.1010 |
|
| R2 |
1.1172 |
1.1172 |
1.0984 |
|
| R1 |
1.1052 |
1.1052 |
1.0957 |
1.1112 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0915 |
| S1 |
1.0764 |
1.0764 |
1.0905 |
1.0824 |
| S2 |
1.0596 |
1.0596 |
1.0878 |
|
| S3 |
1.0308 |
1.0476 |
1.0852 |
|
| S4 |
1.0020 |
1.0188 |
1.0773 |
|
|
| 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% |
0.0117 |
1.1% |
74% |
False |
False |
97,869 |
| 10 |
1.1005 |
1.0477 |
0.0528 |
4.8% |
0.0109 |
1.0% |
86% |
False |
False |
97,068 |
| 20 |
1.1005 |
1.0435 |
0.0570 |
5.2% |
0.0113 |
1.0% |
87% |
False |
False |
105,485 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0116 |
1.1% |
90% |
False |
False |
97,985 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.6% |
0.0119 |
1.1% |
90% |
False |
False |
65,478 |
| 80 |
1.1005 |
1.0116 |
0.0889 |
8.1% |
0.0109 |
1.0% |
92% |
False |
False |
49,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1240 |
|
1.618 |
1.1130 |
|
1.000 |
1.1062 |
|
0.618 |
1.1020 |
|
HIGH |
1.0952 |
|
0.618 |
1.0910 |
|
0.500 |
1.0897 |
|
0.382 |
1.0884 |
|
LOW |
1.0842 |
|
0.618 |
1.0774 |
|
1.000 |
1.0732 |
|
1.618 |
1.0664 |
|
2.618 |
1.0554 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0929 |
| PP |
1.0908 |
1.0926 |
| S1 |
1.0897 |
1.0924 |
|