CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0455 |
1.0436 |
-0.0019 |
-0.2% |
1.0505 |
| High |
1.0455 |
1.0540 |
0.0085 |
0.8% |
1.0580 |
| Low |
1.0378 |
1.0420 |
0.0042 |
0.4% |
1.0330 |
| Close |
1.0405 |
1.0528 |
0.0123 |
1.2% |
1.0428 |
| Range |
0.0077 |
0.0120 |
0.0043 |
55.8% |
0.0250 |
| ATR |
0.0085 |
0.0088 |
0.0004 |
4.3% |
0.0000 |
| Volume |
146 |
194 |
48 |
32.9% |
374 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0812 |
1.0594 |
|
| R3 |
1.0736 |
1.0692 |
1.0561 |
|
| R2 |
1.0616 |
1.0616 |
1.0550 |
|
| R1 |
1.0572 |
1.0572 |
1.0539 |
1.0594 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0507 |
| S1 |
1.0452 |
1.0452 |
1.0517 |
1.0474 |
| S2 |
1.0376 |
1.0376 |
1.0506 |
|
| S3 |
1.0256 |
1.0332 |
1.0495 |
|
| S4 |
1.0136 |
1.0212 |
1.0462 |
|
|
| 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 |
1.0378 |
0.0202 |
1.9% |
0.0097 |
0.9% |
74% |
False |
False |
129 |
| 10 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0078 |
0.7% |
79% |
False |
False |
86 |
| 20 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0079 |
0.8% |
87% |
False |
False |
93 |
| 40 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0056 |
0.5% |
87% |
False |
False |
59 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0038 |
0.4% |
73% |
False |
False |
42 |
| 80 |
1.0651 |
0.9924 |
0.0727 |
6.9% |
0.0029 |
0.3% |
83% |
False |
False |
32 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0024 |
0.2% |
89% |
False |
False |
26 |
| 120 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0020 |
0.2% |
89% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1050 |
|
2.618 |
1.0854 |
|
1.618 |
1.0734 |
|
1.000 |
1.0660 |
|
0.618 |
1.0614 |
|
HIGH |
1.0540 |
|
0.618 |
1.0494 |
|
0.500 |
1.0480 |
|
0.382 |
1.0466 |
|
LOW |
1.0420 |
|
0.618 |
1.0346 |
|
1.000 |
1.0300 |
|
1.618 |
1.0226 |
|
2.618 |
1.0106 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0512 |
1.0505 |
| PP |
1.0496 |
1.0482 |
| S1 |
1.0480 |
1.0459 |
|