CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0567 |
0.0144 |
1.4% |
1.0556 |
| High |
1.0571 |
1.0580 |
0.0009 |
0.1% |
1.0568 |
| Low |
1.0423 |
1.0519 |
0.0096 |
0.9% |
1.0446 |
| Close |
1.0550 |
1.0509 |
-0.0041 |
-0.4% |
1.0530 |
| Range |
0.0148 |
0.0061 |
-0.0087 |
-58.8% |
0.0122 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
42 |
80 |
38 |
90.5% |
212 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0675 |
1.0543 |
|
| R3 |
1.0658 |
1.0614 |
1.0526 |
|
| R2 |
1.0597 |
1.0597 |
1.0520 |
|
| R1 |
1.0553 |
1.0553 |
1.0515 |
1.0545 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0532 |
| S1 |
1.0492 |
1.0492 |
1.0503 |
1.0484 |
| S2 |
1.0475 |
1.0475 |
1.0498 |
|
| S3 |
1.0414 |
1.0431 |
1.0492 |
|
| S4 |
1.0353 |
1.0370 |
1.0475 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0827 |
1.0597 |
|
| R3 |
1.0759 |
1.0705 |
1.0564 |
|
| R2 |
1.0637 |
1.0637 |
1.0552 |
|
| R1 |
1.0583 |
1.0583 |
1.0541 |
1.0549 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0498 |
| S1 |
1.0461 |
1.0461 |
1.0519 |
1.0427 |
| S2 |
1.0393 |
1.0393 |
1.0508 |
|
| S3 |
1.0271 |
1.0339 |
1.0496 |
|
| S4 |
1.0149 |
1.0217 |
1.0463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0084 |
0.8% |
72% |
True |
False |
40 |
| 10 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0078 |
0.7% |
72% |
True |
False |
82 |
| 20 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0078 |
0.7% |
82% |
True |
False |
85 |
| 40 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0049 |
0.5% |
82% |
True |
False |
47 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0034 |
0.3% |
69% |
False |
False |
33 |
| 80 |
1.0651 |
0.9786 |
0.0865 |
8.2% |
0.0026 |
0.2% |
84% |
False |
False |
26 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0021 |
0.2% |
88% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0740 |
|
1.618 |
1.0679 |
|
1.000 |
1.0641 |
|
0.618 |
1.0618 |
|
HIGH |
1.0580 |
|
0.618 |
1.0557 |
|
0.500 |
1.0550 |
|
0.382 |
1.0542 |
|
LOW |
1.0519 |
|
0.618 |
1.0481 |
|
1.000 |
1.0458 |
|
1.618 |
1.0420 |
|
2.618 |
1.0359 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0491 |
| PP |
1.0536 |
1.0473 |
| S1 |
1.0523 |
1.0455 |
|