CME Australian Dollar Future March 2012
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 |
1.0696 |
1.0676 |
-0.0020 |
-0.2% |
1.0302 |
High |
1.0696 |
1.0676 |
-0.0020 |
-0.2% |
1.0550 |
Low |
1.0696 |
1.0676 |
-0.0020 |
-0.2% |
1.0302 |
Close |
1.0696 |
1.0676 |
-0.0020 |
-0.2% |
1.0550 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0053 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0676 |
1.0676 |
1.0676 |
|
R3 |
1.0676 |
1.0676 |
1.0676 |
|
R2 |
1.0676 |
1.0676 |
1.0676 |
|
R1 |
1.0676 |
1.0676 |
1.0676 |
1.0676 |
PP |
1.0676 |
1.0676 |
1.0676 |
1.0676 |
S1 |
1.0676 |
1.0676 |
1.0676 |
1.0676 |
S2 |
1.0676 |
1.0676 |
1.0676 |
|
S3 |
1.0676 |
1.0676 |
1.0676 |
|
S4 |
1.0676 |
1.0676 |
1.0676 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1211 |
1.1129 |
1.0686 |
|
R3 |
1.0963 |
1.0881 |
1.0618 |
|
R2 |
1.0715 |
1.0715 |
1.0595 |
|
R1 |
1.0633 |
1.0633 |
1.0573 |
1.0674 |
PP |
1.0467 |
1.0467 |
1.0467 |
1.0488 |
S1 |
1.0385 |
1.0385 |
1.0527 |
1.0426 |
S2 |
1.0219 |
1.0219 |
1.0505 |
|
S3 |
0.9971 |
1.0137 |
1.0482 |
|
S4 |
0.9723 |
0.9889 |
1.0414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0696 |
1.0550 |
0.0146 |
1.4% |
0.0000 |
0.0% |
86% |
False |
False |
2 |
10 |
1.0696 |
1.0302 |
0.0394 |
3.7% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
20 |
1.0696 |
1.0302 |
0.0394 |
3.7% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
40 |
1.0696 |
1.0100 |
0.0596 |
5.6% |
0.0000 |
0.0% |
97% |
False |
False |
1 |
60 |
1.0696 |
1.0100 |
0.0596 |
5.6% |
0.0000 |
0.0% |
97% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0676 |
2.618 |
1.0676 |
1.618 |
1.0676 |
1.000 |
1.0676 |
0.618 |
1.0676 |
HIGH |
1.0676 |
0.618 |
1.0676 |
0.500 |
1.0676 |
0.382 |
1.0676 |
LOW |
1.0676 |
0.618 |
1.0676 |
1.000 |
1.0676 |
1.618 |
1.0676 |
2.618 |
1.0676 |
4.250 |
1.0676 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0676 |
1.0675 |
PP |
1.0676 |
1.0675 |
S1 |
1.0676 |
1.0674 |
|