CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0630 |
-0.0010 |
-0.1% |
1.0455 |
| High |
1.0673 |
1.0678 |
0.0005 |
0.0% |
1.0673 |
| Low |
1.0626 |
1.0610 |
-0.0016 |
-0.2% |
1.0378 |
| Close |
1.0663 |
1.0664 |
0.0001 |
0.0% |
1.0663 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0295 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
46 |
92 |
46 |
100.0% |
564 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0827 |
1.0701 |
|
| R3 |
1.0787 |
1.0759 |
1.0683 |
|
| R2 |
1.0719 |
1.0719 |
1.0676 |
|
| R1 |
1.0691 |
1.0691 |
1.0670 |
1.0705 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0658 |
| S1 |
1.0623 |
1.0623 |
1.0658 |
1.0637 |
| S2 |
1.0583 |
1.0583 |
1.0652 |
|
| S3 |
1.0515 |
1.0555 |
1.0645 |
|
| S4 |
1.0447 |
1.0487 |
1.0627 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1355 |
1.0825 |
|
| R3 |
1.1161 |
1.1060 |
1.0744 |
|
| R2 |
1.0866 |
1.0866 |
1.0717 |
|
| R1 |
1.0765 |
1.0765 |
1.0690 |
1.0816 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0597 |
| S1 |
1.0470 |
1.0470 |
1.0636 |
1.0521 |
| S2 |
1.0276 |
1.0276 |
1.0609 |
|
| S3 |
0.9981 |
1.0175 |
1.0582 |
|
| S4 |
0.9686 |
0.9880 |
1.0501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0420 |
0.0258 |
2.4% |
0.0079 |
0.7% |
95% |
True |
False |
102 |
| 10 |
1.0678 |
1.0330 |
0.0348 |
3.3% |
0.0086 |
0.8% |
96% |
True |
False |
98 |
| 20 |
1.0678 |
1.0189 |
0.0489 |
4.6% |
0.0078 |
0.7% |
97% |
True |
False |
95 |
| 40 |
1.0678 |
1.0189 |
0.0489 |
4.6% |
0.0063 |
0.6% |
97% |
True |
False |
66 |
| 60 |
1.0678 |
1.0189 |
0.0489 |
4.6% |
0.0043 |
0.4% |
97% |
True |
False |
47 |
| 80 |
1.0678 |
1.0015 |
0.0663 |
6.2% |
0.0032 |
0.3% |
98% |
True |
False |
36 |
| 100 |
1.0678 |
0.9483 |
0.1195 |
11.2% |
0.0026 |
0.2% |
99% |
True |
False |
29 |
| 120 |
1.0678 |
0.9483 |
0.1195 |
11.2% |
0.0022 |
0.2% |
99% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0967 |
|
2.618 |
1.0856 |
|
1.618 |
1.0788 |
|
1.000 |
1.0746 |
|
0.618 |
1.0720 |
|
HIGH |
1.0678 |
|
0.618 |
1.0652 |
|
0.500 |
1.0644 |
|
0.382 |
1.0636 |
|
LOW |
1.0610 |
|
0.618 |
1.0568 |
|
1.000 |
1.0542 |
|
1.618 |
1.0500 |
|
2.618 |
1.0432 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0642 |
| PP |
1.0651 |
1.0621 |
| S1 |
1.0644 |
1.0599 |
|