CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0797 |
-0.0032 |
-0.3% |
1.0630 |
| High |
1.0866 |
1.0797 |
-0.0069 |
-0.6% |
1.0875 |
| Low |
1.0740 |
1.0620 |
-0.0120 |
-1.1% |
1.0610 |
| Close |
1.0764 |
1.0631 |
-0.0133 |
-1.2% |
1.0808 |
| Range |
0.0126 |
0.0177 |
0.0051 |
40.5% |
0.0265 |
| ATR |
0.0092 |
0.0098 |
0.0006 |
6.5% |
0.0000 |
| Volume |
155 |
229 |
74 |
47.7% |
339 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1214 |
1.1099 |
1.0728 |
|
| R3 |
1.1037 |
1.0922 |
1.0680 |
|
| R2 |
1.0860 |
1.0860 |
1.0663 |
|
| R1 |
1.0745 |
1.0745 |
1.0647 |
1.0714 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0667 |
| S1 |
1.0568 |
1.0568 |
1.0615 |
1.0537 |
| S2 |
1.0506 |
1.0506 |
1.0599 |
|
| S3 |
1.0329 |
1.0391 |
1.0582 |
|
| S4 |
1.0152 |
1.0214 |
1.0534 |
|
|
| 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 |
1.0620 |
0.0255 |
2.4% |
0.0121 |
1.1% |
4% |
False |
True |
122 |
| 10 |
1.0875 |
1.0520 |
0.0355 |
3.3% |
0.0102 |
1.0% |
31% |
False |
False |
94 |
| 20 |
1.0875 |
1.0330 |
0.0545 |
5.1% |
0.0090 |
0.8% |
55% |
False |
False |
90 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.5% |
0.0079 |
0.7% |
64% |
False |
False |
81 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.5% |
0.0054 |
0.5% |
64% |
False |
False |
57 |
| 80 |
1.0875 |
1.0145 |
0.0730 |
6.9% |
0.0042 |
0.4% |
67% |
False |
False |
44 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
13.1% |
0.0034 |
0.3% |
82% |
False |
False |
35 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.1% |
0.0028 |
0.3% |
82% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1549 |
|
2.618 |
1.1260 |
|
1.618 |
1.1083 |
|
1.000 |
1.0974 |
|
0.618 |
1.0906 |
|
HIGH |
1.0797 |
|
0.618 |
1.0729 |
|
0.500 |
1.0709 |
|
0.382 |
1.0688 |
|
LOW |
1.0620 |
|
0.618 |
1.0511 |
|
1.000 |
1.0443 |
|
1.618 |
1.0334 |
|
2.618 |
1.0157 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0743 |
| PP |
1.0683 |
1.0706 |
| S1 |
1.0657 |
1.0668 |
|