CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0926 |
-0.0009 |
-0.1% |
1.0775 |
| High |
1.0952 |
1.0996 |
0.0044 |
0.4% |
1.1005 |
| Low |
1.0842 |
1.0854 |
0.0012 |
0.1% |
1.0717 |
| Close |
1.0931 |
1.0887 |
-0.0044 |
-0.4% |
1.0931 |
| Range |
0.0110 |
0.0142 |
0.0032 |
29.1% |
0.0288 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.8% |
0.0000 |
| Volume |
122,957 |
119,544 |
-3,413 |
-2.8% |
489,345 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1255 |
1.0965 |
|
| R3 |
1.1196 |
1.1113 |
1.0926 |
|
| R2 |
1.1054 |
1.1054 |
1.0913 |
|
| R1 |
1.0971 |
1.0971 |
1.0900 |
1.0942 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0898 |
| S1 |
1.0829 |
1.0829 |
1.0874 |
1.0800 |
| S2 |
1.0770 |
1.0770 |
1.0861 |
|
| S3 |
1.0628 |
1.0687 |
1.0848 |
|
| S4 |
1.0486 |
1.0545 |
1.0809 |
|
|
| 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 |
1.0747 |
0.0258 |
2.4% |
0.0129 |
1.2% |
54% |
False |
False |
106,322 |
| 10 |
1.1005 |
1.0516 |
0.0489 |
4.5% |
0.0113 |
1.0% |
76% |
False |
False |
100,135 |
| 20 |
1.1005 |
1.0435 |
0.0570 |
5.2% |
0.0114 |
1.0% |
79% |
False |
False |
106,842 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.7% |
0.0115 |
1.1% |
84% |
False |
False |
100,930 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.7% |
0.0118 |
1.1% |
84% |
False |
False |
67,464 |
| 80 |
1.1005 |
1.0189 |
0.0816 |
7.5% |
0.0110 |
1.0% |
86% |
False |
False |
50,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1368 |
|
1.618 |
1.1226 |
|
1.000 |
1.1138 |
|
0.618 |
1.1084 |
|
HIGH |
1.0996 |
|
0.618 |
1.0942 |
|
0.500 |
1.0925 |
|
0.382 |
1.0908 |
|
LOW |
1.0854 |
|
0.618 |
1.0766 |
|
1.000 |
1.0712 |
|
1.618 |
1.0624 |
|
2.618 |
1.0482 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0924 |
| PP |
1.0912 |
1.0911 |
| S1 |
1.0900 |
1.0899 |
|