CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0525 |
0.0049 |
0.5% |
1.0189 |
| High |
1.0510 |
1.0554 |
0.0044 |
0.4% |
1.0560 |
| Low |
1.0461 |
1.0525 |
0.0064 |
0.6% |
1.0189 |
| Close |
1.0466 |
1.0558 |
0.0092 |
0.9% |
1.0563 |
| Range |
0.0049 |
0.0029 |
-0.0020 |
-40.8% |
0.0371 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
126 |
8 |
-118 |
-93.7% |
665 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0624 |
1.0574 |
|
| R3 |
1.0604 |
1.0595 |
1.0566 |
|
| R2 |
1.0575 |
1.0575 |
1.0563 |
|
| R1 |
1.0566 |
1.0566 |
1.0561 |
1.0571 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0548 |
| S1 |
1.0537 |
1.0537 |
1.0555 |
1.0542 |
| S2 |
1.0517 |
1.0517 |
1.0553 |
|
| S3 |
1.0488 |
1.0508 |
1.0550 |
|
| S4 |
1.0459 |
1.0479 |
1.0542 |
|
|
| 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 |
1.0446 |
0.0114 |
1.1% |
0.0071 |
0.7% |
98% |
False |
False |
124 |
| 10 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0076 |
0.7% |
99% |
False |
False |
100 |
| 20 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0071 |
0.7% |
99% |
False |
False |
78 |
| 40 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0038 |
0.4% |
99% |
False |
False |
43 |
| 60 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0027 |
0.3% |
82% |
False |
False |
30 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0021 |
0.2% |
92% |
False |
False |
23 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0017 |
0.2% |
92% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0677 |
|
2.618 |
1.0630 |
|
1.618 |
1.0601 |
|
1.000 |
1.0583 |
|
0.618 |
1.0572 |
|
HIGH |
1.0554 |
|
0.618 |
1.0543 |
|
0.500 |
1.0540 |
|
0.382 |
1.0536 |
|
LOW |
1.0525 |
|
0.618 |
1.0507 |
|
1.000 |
1.0496 |
|
1.618 |
1.0478 |
|
2.618 |
1.0449 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0552 |
1.0539 |
| PP |
1.0546 |
1.0520 |
| S1 |
1.0540 |
1.0501 |
|