CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0900 |
-0.0026 |
-0.2% |
1.0775 |
| High |
1.0996 |
1.0940 |
-0.0056 |
-0.5% |
1.1005 |
| Low |
1.0854 |
1.0714 |
-0.0140 |
-1.3% |
1.0717 |
| Close |
1.0887 |
1.0748 |
-0.0139 |
-1.3% |
1.0931 |
| Range |
0.0142 |
0.0226 |
0.0084 |
59.2% |
0.0288 |
| ATR |
0.0116 |
0.0124 |
0.0008 |
6.8% |
0.0000 |
| Volume |
119,544 |
132,066 |
12,522 |
10.5% |
489,345 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1339 |
1.0872 |
|
| R3 |
1.1253 |
1.1113 |
1.0810 |
|
| R2 |
1.1027 |
1.1027 |
1.0789 |
|
| R1 |
1.0887 |
1.0887 |
1.0769 |
1.0844 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0779 |
| S1 |
1.0661 |
1.0661 |
1.0727 |
1.0618 |
| S2 |
1.0575 |
1.0575 |
1.0707 |
|
| S3 |
1.0349 |
1.0435 |
1.0686 |
|
| S4 |
1.0123 |
1.0209 |
1.0624 |
|
|
| 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 |
1.0714 |
0.0291 |
2.7% |
0.0144 |
1.3% |
12% |
False |
True |
115,001 |
| 10 |
1.1005 |
1.0615 |
0.0390 |
3.6% |
0.0122 |
1.1% |
34% |
False |
False |
101,871 |
| 20 |
1.1005 |
1.0435 |
0.0570 |
5.3% |
0.0119 |
1.1% |
55% |
False |
False |
108,307 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.7% |
0.0119 |
1.1% |
65% |
False |
False |
103,796 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.7% |
0.0118 |
1.1% |
65% |
False |
False |
69,661 |
| 80 |
1.1005 |
1.0189 |
0.0816 |
7.6% |
0.0112 |
1.0% |
69% |
False |
False |
52,282 |
| 100 |
1.1005 |
0.9550 |
0.1455 |
13.5% |
0.0105 |
1.0% |
82% |
False |
False |
41,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1532 |
|
1.618 |
1.1306 |
|
1.000 |
1.1166 |
|
0.618 |
1.1080 |
|
HIGH |
1.0940 |
|
0.618 |
1.0854 |
|
0.500 |
1.0827 |
|
0.382 |
1.0800 |
|
LOW |
1.0714 |
|
0.618 |
1.0574 |
|
1.000 |
1.0488 |
|
1.618 |
1.0348 |
|
2.618 |
1.0122 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0855 |
| PP |
1.0801 |
1.0819 |
| S1 |
1.0774 |
1.0784 |
|