CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0441 |
0.0123 |
1.2% |
1.0357 |
| High |
1.0318 |
1.0441 |
0.0123 |
1.2% |
1.0443 |
| Low |
1.0318 |
1.0441 |
0.0123 |
1.2% |
1.0353 |
| Close |
1.0318 |
1.0441 |
0.0123 |
1.2% |
1.0415 |
| Range |
|
|
|
|
|
| ATR |
0.0058 |
0.0063 |
0.0005 |
7.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0441 |
1.0441 |
|
| R3 |
1.0441 |
1.0441 |
1.0441 |
|
| R2 |
1.0441 |
1.0441 |
1.0441 |
|
| R1 |
1.0441 |
1.0441 |
1.0441 |
1.0441 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0441 |
| S1 |
1.0441 |
1.0441 |
1.0441 |
1.0441 |
| S2 |
1.0441 |
1.0441 |
1.0441 |
|
| S3 |
1.0441 |
1.0441 |
1.0441 |
|
| S4 |
1.0441 |
1.0441 |
1.0441 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0634 |
1.0465 |
|
| R3 |
1.0584 |
1.0544 |
1.0440 |
|
| R2 |
1.0494 |
1.0494 |
1.0432 |
|
| R1 |
1.0454 |
1.0454 |
1.0423 |
1.0474 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0414 |
| S1 |
1.0364 |
1.0364 |
1.0407 |
1.0384 |
| S2 |
1.0314 |
1.0314 |
1.0399 |
|
| S3 |
1.0224 |
1.0274 |
1.0390 |
|
| S4 |
1.0134 |
1.0184 |
1.0366 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0441 |
|
2.618 |
1.0441 |
|
1.618 |
1.0441 |
|
1.000 |
1.0441 |
|
0.618 |
1.0441 |
|
HIGH |
1.0441 |
|
0.618 |
1.0441 |
|
0.500 |
1.0441 |
|
0.382 |
1.0441 |
|
LOW |
1.0441 |
|
0.618 |
1.0441 |
|
1.000 |
1.0441 |
|
1.618 |
1.0441 |
|
2.618 |
1.0441 |
|
4.250 |
1.0441 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0421 |
| PP |
1.0441 |
1.0400 |
| S1 |
1.0441 |
1.0380 |
|