CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0534 |
0.0098 |
0.9% |
1.0505 |
| High |
1.0540 |
1.0560 |
0.0020 |
0.2% |
1.0580 |
| Low |
1.0420 |
1.0530 |
0.0110 |
1.1% |
1.0330 |
| Close |
1.0528 |
1.0544 |
0.0016 |
0.2% |
1.0428 |
| Range |
0.0120 |
0.0030 |
-0.0090 |
-75.0% |
0.0250 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
194 |
136 |
-58 |
-29.9% |
374 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0619 |
1.0561 |
|
| R3 |
1.0605 |
1.0589 |
1.0552 |
|
| R2 |
1.0575 |
1.0575 |
1.0550 |
|
| R1 |
1.0559 |
1.0559 |
1.0547 |
1.0567 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0549 |
| S1 |
1.0529 |
1.0529 |
1.0541 |
1.0537 |
| S2 |
1.0515 |
1.0515 |
1.0539 |
|
| S3 |
1.0485 |
1.0499 |
1.0536 |
|
| S4 |
1.0455 |
1.0469 |
1.0528 |
|
|
| 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% |
0.0073 |
0.7% |
82% |
False |
False |
147 |
| 10 |
1.0580 |
1.0330 |
0.0250 |
2.4% |
0.0076 |
0.7% |
86% |
False |
False |
87 |
| 20 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0078 |
0.7% |
91% |
False |
False |
95 |
| 40 |
1.0580 |
1.0189 |
0.0391 |
3.7% |
0.0056 |
0.5% |
91% |
False |
False |
62 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0039 |
0.4% |
77% |
False |
False |
44 |
| 80 |
1.0651 |
0.9944 |
0.0707 |
6.7% |
0.0029 |
0.3% |
85% |
False |
False |
34 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0024 |
0.2% |
91% |
False |
False |
27 |
| 120 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0020 |
0.2% |
91% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0639 |
|
1.618 |
1.0609 |
|
1.000 |
1.0590 |
|
0.618 |
1.0579 |
|
HIGH |
1.0560 |
|
0.618 |
1.0549 |
|
0.500 |
1.0545 |
|
0.382 |
1.0541 |
|
LOW |
1.0530 |
|
0.618 |
1.0511 |
|
1.000 |
1.0500 |
|
1.618 |
1.0481 |
|
2.618 |
1.0451 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0545 |
1.0519 |
| PP |
1.0545 |
1.0494 |
| S1 |
1.0544 |
1.0469 |
|