CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0630 |
0.0000 |
0.0% |
1.0455 |
| High |
1.0678 |
1.0772 |
0.0094 |
0.9% |
1.0673 |
| Low |
1.0610 |
1.0630 |
0.0020 |
0.2% |
1.0378 |
| Close |
1.0664 |
1.0765 |
0.0101 |
0.9% |
1.0663 |
| Range |
0.0068 |
0.0142 |
0.0074 |
108.8% |
0.0295 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.0% |
0.0000 |
| Volume |
92 |
20 |
-72 |
-78.3% |
564 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1099 |
1.0843 |
|
| R3 |
1.1006 |
1.0957 |
1.0804 |
|
| R2 |
1.0864 |
1.0864 |
1.0791 |
|
| R1 |
1.0815 |
1.0815 |
1.0778 |
1.0840 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0735 |
| S1 |
1.0673 |
1.0673 |
1.0752 |
1.0698 |
| S2 |
1.0580 |
1.0580 |
1.0739 |
|
| S3 |
1.0438 |
1.0531 |
1.0726 |
|
| S4 |
1.0296 |
1.0389 |
1.0687 |
|
|
| 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 |
1.0772 |
1.0520 |
0.0252 |
2.3% |
0.0083 |
0.8% |
97% |
True |
False |
67 |
| 10 |
1.0772 |
1.0378 |
0.0394 |
3.7% |
0.0090 |
0.8% |
98% |
True |
False |
98 |
| 20 |
1.0772 |
1.0270 |
0.0502 |
4.7% |
0.0084 |
0.8% |
99% |
True |
False |
89 |
| 40 |
1.0772 |
1.0189 |
0.0583 |
5.4% |
0.0066 |
0.6% |
99% |
True |
False |
66 |
| 60 |
1.0772 |
1.0189 |
0.0583 |
5.4% |
0.0045 |
0.4% |
99% |
True |
False |
48 |
| 80 |
1.0772 |
1.0015 |
0.0757 |
7.0% |
0.0034 |
0.3% |
99% |
True |
False |
36 |
| 100 |
1.0772 |
0.9483 |
0.1289 |
12.0% |
0.0028 |
0.3% |
99% |
True |
False |
29 |
| 120 |
1.0772 |
0.9483 |
0.1289 |
12.0% |
0.0023 |
0.2% |
99% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1144 |
|
1.618 |
1.1002 |
|
1.000 |
1.0914 |
|
0.618 |
1.0860 |
|
HIGH |
1.0772 |
|
0.618 |
1.0718 |
|
0.500 |
1.0701 |
|
0.382 |
1.0684 |
|
LOW |
1.0630 |
|
0.618 |
1.0542 |
|
1.000 |
1.0488 |
|
1.618 |
1.0400 |
|
2.618 |
1.0258 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0740 |
| PP |
1.0722 |
1.0716 |
| S1 |
1.0701 |
1.0691 |
|