CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0506 |
-0.0061 |
-0.6% |
1.0505 |
| High |
1.0580 |
1.0506 |
-0.0074 |
-0.7% |
1.0580 |
| Low |
1.0519 |
1.0427 |
-0.0092 |
-0.9% |
1.0330 |
| Close |
1.0509 |
1.0428 |
-0.0081 |
-0.8% |
1.0428 |
| Range |
0.0061 |
0.0079 |
0.0018 |
29.5% |
0.0250 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80 |
183 |
103 |
128.8% |
374 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0638 |
1.0471 |
|
| R3 |
1.0612 |
1.0559 |
1.0450 |
|
| R2 |
1.0533 |
1.0533 |
1.0442 |
|
| R1 |
1.0480 |
1.0480 |
1.0435 |
1.0467 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0447 |
| S1 |
1.0401 |
1.0401 |
1.0421 |
1.0388 |
| S2 |
1.0375 |
1.0375 |
1.0414 |
|
| S3 |
1.0296 |
1.0322 |
1.0406 |
|
| S4 |
1.0217 |
1.0243 |
1.0385 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1062 |
1.0566 |
|
| R3 |
1.0946 |
1.0812 |
1.0497 |
|
| R2 |
1.0696 |
1.0696 |
1.0474 |
|
| R1 |
1.0562 |
1.0562 |
1.0451 |
1.0504 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0417 |
| S1 |
1.0312 |
1.0312 |
1.0405 |
1.0254 |
| S2 |
1.0196 |
1.0196 |
1.0382 |
|
| S3 |
0.9946 |
1.0062 |
1.0359 |
|
| S4 |
0.9696 |
0.9812 |
1.0291 |
|
|
| 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% |
0.0087 |
0.8% |
39% |
False |
False |
74 |
| 10 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0078 |
0.8% |
39% |
False |
False |
68 |
| 20 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0077 |
0.7% |
61% |
False |
False |
86 |
| 40 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0051 |
0.5% |
61% |
False |
False |
51 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0035 |
0.3% |
52% |
False |
False |
36 |
| 80 |
1.0651 |
0.9815 |
0.0836 |
8.0% |
0.0027 |
0.3% |
73% |
False |
False |
28 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0022 |
0.2% |
81% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0842 |
|
2.618 |
1.0713 |
|
1.618 |
1.0634 |
|
1.000 |
1.0585 |
|
0.618 |
1.0555 |
|
HIGH |
1.0506 |
|
0.618 |
1.0476 |
|
0.500 |
1.0467 |
|
0.382 |
1.0457 |
|
LOW |
1.0427 |
|
0.618 |
1.0378 |
|
1.000 |
1.0348 |
|
1.618 |
1.0299 |
|
2.618 |
1.0220 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0502 |
| PP |
1.0454 |
1.0477 |
| S1 |
1.0441 |
1.0453 |
|