CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0853 |
0.0095 |
0.9% |
1.0455 |
| High |
1.0867 |
1.0875 |
0.0008 |
0.1% |
1.0673 |
| Low |
1.0754 |
1.0786 |
0.0032 |
0.3% |
1.0378 |
| Close |
1.0813 |
1.0794 |
-0.0019 |
-0.2% |
1.0663 |
| Range |
0.0113 |
0.0089 |
-0.0024 |
-21.2% |
0.0295 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
43 |
74 |
31 |
72.1% |
564 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1029 |
1.0843 |
|
| R3 |
1.0996 |
1.0940 |
1.0818 |
|
| R2 |
1.0907 |
1.0907 |
1.0810 |
|
| R1 |
1.0851 |
1.0851 |
1.0802 |
1.0835 |
| PP |
1.0818 |
1.0818 |
1.0818 |
1.0810 |
| S1 |
1.0762 |
1.0762 |
1.0786 |
1.0746 |
| S2 |
1.0729 |
1.0729 |
1.0778 |
|
| S3 |
1.0640 |
1.0673 |
1.0770 |
|
| S4 |
1.0551 |
1.0584 |
1.0745 |
|
|
| 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 |
1.0875 |
1.0610 |
0.0265 |
2.5% |
0.0092 |
0.9% |
69% |
True |
False |
55 |
| 10 |
1.0875 |
1.0378 |
0.0497 |
4.6% |
0.0089 |
0.8% |
84% |
True |
False |
97 |
| 20 |
1.0875 |
1.0330 |
0.0545 |
5.0% |
0.0083 |
0.8% |
85% |
True |
False |
90 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.4% |
0.0071 |
0.7% |
88% |
True |
False |
69 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.4% |
0.0048 |
0.4% |
88% |
True |
False |
50 |
| 80 |
1.0875 |
1.0015 |
0.0860 |
8.0% |
0.0037 |
0.3% |
91% |
True |
False |
38 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0030 |
0.3% |
94% |
True |
False |
30 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0025 |
0.2% |
94% |
True |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1108 |
|
1.618 |
1.1019 |
|
1.000 |
1.0964 |
|
0.618 |
1.0930 |
|
HIGH |
1.0875 |
|
0.618 |
1.0841 |
|
0.500 |
1.0831 |
|
0.382 |
1.0820 |
|
LOW |
1.0786 |
|
0.618 |
1.0731 |
|
1.000 |
1.0697 |
|
1.618 |
1.0642 |
|
2.618 |
1.0553 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0780 |
| PP |
1.0818 |
1.0766 |
| S1 |
1.0806 |
1.0753 |
|