CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0758 |
0.0128 |
1.2% |
1.0455 |
| High |
1.0772 |
1.0867 |
0.0095 |
0.9% |
1.0673 |
| Low |
1.0630 |
1.0754 |
0.0124 |
1.2% |
1.0378 |
| Close |
1.0765 |
1.0813 |
0.0048 |
0.4% |
1.0663 |
| Range |
0.0142 |
0.0113 |
-0.0029 |
-20.4% |
0.0295 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.1% |
0.0000 |
| Volume |
20 |
43 |
23 |
115.0% |
564 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1095 |
1.0875 |
|
| R3 |
1.1037 |
1.0982 |
1.0844 |
|
| R2 |
1.0924 |
1.0924 |
1.0834 |
|
| R1 |
1.0869 |
1.0869 |
1.0823 |
1.0897 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0825 |
| S1 |
1.0756 |
1.0756 |
1.0803 |
1.0784 |
| S2 |
1.0698 |
1.0698 |
1.0792 |
|
| S3 |
1.0585 |
1.0643 |
1.0782 |
|
| S4 |
1.0472 |
1.0530 |
1.0751 |
|
|
| 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 |
1.0867 |
1.0520 |
0.0347 |
3.2% |
0.0100 |
0.9% |
84% |
True |
False |
48 |
| 10 |
1.0867 |
1.0378 |
0.0489 |
4.5% |
0.0087 |
0.8% |
89% |
True |
False |
98 |
| 20 |
1.0867 |
1.0300 |
0.0567 |
5.2% |
0.0087 |
0.8% |
90% |
True |
False |
90 |
| 40 |
1.0867 |
1.0189 |
0.0678 |
6.3% |
0.0069 |
0.6% |
92% |
True |
False |
67 |
| 60 |
1.0867 |
1.0189 |
0.0678 |
6.3% |
0.0047 |
0.4% |
92% |
True |
False |
48 |
| 80 |
1.0867 |
1.0015 |
0.0852 |
7.9% |
0.0035 |
0.3% |
94% |
True |
False |
37 |
| 100 |
1.0867 |
0.9483 |
0.1384 |
12.8% |
0.0029 |
0.3% |
96% |
True |
False |
30 |
| 120 |
1.0867 |
0.9483 |
0.1384 |
12.8% |
0.0024 |
0.2% |
96% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1163 |
|
1.618 |
1.1050 |
|
1.000 |
1.0980 |
|
0.618 |
1.0937 |
|
HIGH |
1.0867 |
|
0.618 |
1.0824 |
|
0.500 |
1.0811 |
|
0.382 |
1.0797 |
|
LOW |
1.0754 |
|
0.618 |
1.0684 |
|
1.000 |
1.0641 |
|
1.618 |
1.0571 |
|
2.618 |
1.0458 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0788 |
| PP |
1.0811 |
1.0763 |
| S1 |
1.0811 |
1.0739 |
|