CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0600 |
-0.0197 |
-1.8% |
1.0630 |
| High |
1.0797 |
1.0600 |
-0.0197 |
-1.8% |
1.0875 |
| Low |
1.0620 |
1.0515 |
-0.0105 |
-1.0% |
1.0610 |
| Close |
1.0631 |
1.0561 |
-0.0070 |
-0.7% |
1.0808 |
| Range |
0.0177 |
0.0085 |
-0.0092 |
-52.0% |
0.0265 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.3% |
0.0000 |
| Volume |
229 |
309 |
80 |
34.9% |
339 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0814 |
1.0772 |
1.0608 |
|
| R3 |
1.0729 |
1.0687 |
1.0584 |
|
| R2 |
1.0644 |
1.0644 |
1.0577 |
|
| R1 |
1.0602 |
1.0602 |
1.0569 |
1.0581 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0548 |
| S1 |
1.0517 |
1.0517 |
1.0553 |
1.0496 |
| S2 |
1.0474 |
1.0474 |
1.0545 |
|
| S3 |
1.0389 |
1.0432 |
1.0538 |
|
| S4 |
1.0304 |
1.0347 |
1.0514 |
|
|
| 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 |
1.0515 |
0.0360 |
3.4% |
0.0115 |
1.1% |
13% |
False |
True |
175 |
| 10 |
1.0875 |
1.0515 |
0.0360 |
3.4% |
0.0107 |
1.0% |
13% |
False |
True |
112 |
| 20 |
1.0875 |
1.0330 |
0.0545 |
5.2% |
0.0091 |
0.9% |
42% |
False |
False |
99 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.5% |
0.0081 |
0.8% |
54% |
False |
False |
89 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.5% |
0.0056 |
0.5% |
54% |
False |
False |
62 |
| 80 |
1.0875 |
1.0145 |
0.0730 |
6.9% |
0.0043 |
0.4% |
57% |
False |
False |
47 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
13.2% |
0.0035 |
0.3% |
77% |
False |
False |
38 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.2% |
0.0029 |
0.3% |
77% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0823 |
|
1.618 |
1.0738 |
|
1.000 |
1.0685 |
|
0.618 |
1.0653 |
|
HIGH |
1.0600 |
|
0.618 |
1.0568 |
|
0.500 |
1.0558 |
|
0.382 |
1.0547 |
|
LOW |
1.0515 |
|
0.618 |
1.0462 |
|
1.000 |
1.0430 |
|
1.618 |
1.0377 |
|
2.618 |
1.0292 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0560 |
1.0691 |
| PP |
1.0559 |
1.0647 |
| S1 |
1.0558 |
1.0604 |
|