CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0556 |
0.0073 |
0.7% |
1.0189 |
| High |
1.0560 |
1.0556 |
-0.0004 |
0.0% |
1.0560 |
| Low |
1.0465 |
1.0446 |
-0.0019 |
-0.2% |
1.0189 |
| Close |
1.0563 |
1.0472 |
-0.0091 |
-0.9% |
1.0563 |
| Range |
0.0095 |
0.0110 |
0.0015 |
15.8% |
0.0371 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
3.0% |
0.0000 |
| Volume |
97 |
65 |
-32 |
-33.0% |
665 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0757 |
1.0533 |
|
| R3 |
1.0711 |
1.0647 |
1.0502 |
|
| R2 |
1.0601 |
1.0601 |
1.0492 |
|
| R1 |
1.0537 |
1.0537 |
1.0482 |
1.0514 |
| PP |
1.0491 |
1.0491 |
1.0491 |
1.0480 |
| S1 |
1.0427 |
1.0427 |
1.0462 |
1.0404 |
| S2 |
1.0381 |
1.0381 |
1.0452 |
|
| S3 |
1.0271 |
1.0317 |
1.0442 |
|
| S4 |
1.0161 |
1.0207 |
1.0412 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1428 |
1.0767 |
|
| R3 |
1.1179 |
1.1057 |
1.0665 |
|
| R2 |
1.0808 |
1.0808 |
1.0631 |
|
| R1 |
1.0686 |
1.0686 |
1.0597 |
1.0747 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0468 |
| S1 |
1.0315 |
1.0315 |
1.0529 |
1.0376 |
| S2 |
1.0066 |
1.0066 |
1.0495 |
|
| S3 |
0.9695 |
0.9944 |
1.0461 |
|
| S4 |
0.9324 |
0.9573 |
1.0359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0560 |
1.0270 |
0.0290 |
2.8% |
0.0096 |
0.9% |
70% |
False |
False |
119 |
| 10 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0081 |
0.8% |
76% |
False |
False |
100 |
| 20 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0068 |
0.7% |
76% |
False |
False |
72 |
| 40 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0036 |
0.3% |
76% |
False |
False |
40 |
| 60 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0025 |
0.2% |
65% |
False |
False |
28 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0020 |
0.2% |
85% |
False |
False |
21 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0016 |
0.2% |
85% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0844 |
|
1.618 |
1.0734 |
|
1.000 |
1.0666 |
|
0.618 |
1.0624 |
|
HIGH |
1.0556 |
|
0.618 |
1.0514 |
|
0.500 |
1.0501 |
|
0.382 |
1.0488 |
|
LOW |
1.0446 |
|
0.618 |
1.0378 |
|
1.000 |
1.0336 |
|
1.618 |
1.0268 |
|
2.618 |
1.0158 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0501 |
1.0503 |
| PP |
1.0491 |
1.0493 |
| S1 |
1.0482 |
1.0482 |
|