CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0829 |
0.0023 |
0.2% |
1.0630 |
| High |
1.0823 |
1.0866 |
0.0043 |
0.4% |
1.0875 |
| Low |
1.0725 |
1.0740 |
0.0015 |
0.1% |
1.0610 |
| Close |
1.0808 |
1.0764 |
-0.0044 |
-0.4% |
1.0808 |
| Range |
0.0098 |
0.0126 |
0.0028 |
28.6% |
0.0265 |
| ATR |
0.0090 |
0.0092 |
0.0003 |
2.9% |
0.0000 |
| Volume |
110 |
155 |
45 |
40.9% |
339 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1168 |
1.1092 |
1.0833 |
|
| R3 |
1.1042 |
1.0966 |
1.0799 |
|
| R2 |
1.0916 |
1.0916 |
1.0787 |
|
| R1 |
1.0840 |
1.0840 |
1.0776 |
1.0815 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0778 |
| S1 |
1.0714 |
1.0714 |
1.0752 |
1.0689 |
| S2 |
1.0664 |
1.0664 |
1.0741 |
|
| S3 |
1.0538 |
1.0588 |
1.0729 |
|
| S4 |
1.0412 |
1.0462 |
1.0695 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1449 |
1.0954 |
|
| R3 |
1.1294 |
1.1184 |
1.0881 |
|
| R2 |
1.1029 |
1.1029 |
1.0857 |
|
| R1 |
1.0919 |
1.0919 |
1.0832 |
1.0974 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0792 |
| S1 |
1.0654 |
1.0654 |
1.0784 |
1.0709 |
| S2 |
1.0499 |
1.0499 |
1.0759 |
|
| S3 |
1.0234 |
1.0389 |
1.0735 |
|
| S4 |
0.9969 |
1.0124 |
1.0662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0630 |
0.0245 |
2.3% |
0.0114 |
1.1% |
55% |
False |
False |
80 |
| 10 |
1.0875 |
1.0420 |
0.0455 |
4.2% |
0.0096 |
0.9% |
76% |
False |
False |
91 |
| 20 |
1.0875 |
1.0330 |
0.0545 |
5.1% |
0.0086 |
0.8% |
80% |
False |
False |
82 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.4% |
0.0075 |
0.7% |
84% |
False |
False |
75 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.4% |
0.0052 |
0.5% |
84% |
False |
False |
53 |
| 80 |
1.0875 |
1.0123 |
0.0752 |
7.0% |
0.0039 |
0.4% |
85% |
False |
False |
41 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0032 |
0.3% |
92% |
False |
False |
33 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0027 |
0.2% |
92% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1196 |
|
1.618 |
1.1070 |
|
1.000 |
1.0992 |
|
0.618 |
1.0944 |
|
HIGH |
1.0866 |
|
0.618 |
1.0818 |
|
0.500 |
1.0803 |
|
0.382 |
1.0788 |
|
LOW |
1.0740 |
|
0.618 |
1.0662 |
|
1.000 |
1.0614 |
|
1.618 |
1.0536 |
|
2.618 |
1.0410 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0800 |
| PP |
1.0790 |
1.0788 |
| S1 |
1.0777 |
1.0776 |
|