CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0455 |
-0.0051 |
-0.5% |
1.0505 |
| High |
1.0506 |
1.0455 |
-0.0051 |
-0.5% |
1.0580 |
| Low |
1.0427 |
1.0378 |
-0.0049 |
-0.5% |
1.0330 |
| Close |
1.0428 |
1.0405 |
-0.0023 |
-0.2% |
1.0428 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0250 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
183 |
146 |
-37 |
-20.2% |
374 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0601 |
1.0447 |
|
| R3 |
1.0567 |
1.0524 |
1.0426 |
|
| R2 |
1.0490 |
1.0490 |
1.0419 |
|
| R1 |
1.0447 |
1.0447 |
1.0412 |
1.0430 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0404 |
| S1 |
1.0370 |
1.0370 |
1.0398 |
1.0353 |
| S2 |
1.0336 |
1.0336 |
1.0391 |
|
| S3 |
1.0259 |
1.0293 |
1.0384 |
|
| S4 |
1.0182 |
1.0216 |
1.0363 |
|
|
| 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% |
0.0093 |
0.9% |
30% |
False |
False |
95 |
| 10 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0077 |
0.7% |
30% |
False |
False |
73 |
| 20 |
1.0580 |
1.0189 |
0.0391 |
3.8% |
0.0077 |
0.7% |
55% |
False |
False |
86 |
| 40 |
1.0580 |
1.0189 |
0.0391 |
3.8% |
0.0053 |
0.5% |
55% |
False |
False |
54 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0036 |
0.3% |
47% |
False |
False |
39 |
| 80 |
1.0651 |
0.9815 |
0.0836 |
8.0% |
0.0028 |
0.3% |
71% |
False |
False |
30 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0022 |
0.2% |
79% |
False |
False |
24 |
| 120 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0019 |
0.2% |
79% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0657 |
|
1.618 |
1.0580 |
|
1.000 |
1.0532 |
|
0.618 |
1.0503 |
|
HIGH |
1.0455 |
|
0.618 |
1.0426 |
|
0.500 |
1.0417 |
|
0.382 |
1.0407 |
|
LOW |
1.0378 |
|
0.618 |
1.0330 |
|
1.000 |
1.0301 |
|
1.618 |
1.0253 |
|
2.618 |
1.0176 |
|
4.250 |
1.0051 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0479 |
| PP |
1.0413 |
1.0454 |
| S1 |
1.0409 |
1.0430 |
|