CME Australian Dollar Future March 2012
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 |
1.0692 |
1.0648 |
-0.0044 |
-0.4% |
1.0552 |
High |
1.0692 |
1.0648 |
-0.0044 |
-0.4% |
1.0696 |
Low |
1.0692 |
1.0648 |
-0.0044 |
-0.4% |
1.0552 |
Close |
1.0692 |
1.0648 |
-0.0044 |
-0.4% |
1.0692 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0648 |
1.0648 |
1.0648 |
|
R3 |
1.0648 |
1.0648 |
1.0648 |
|
R2 |
1.0648 |
1.0648 |
1.0648 |
|
R1 |
1.0648 |
1.0648 |
1.0648 |
1.0648 |
PP |
1.0648 |
1.0648 |
1.0648 |
1.0648 |
S1 |
1.0648 |
1.0648 |
1.0648 |
1.0648 |
S2 |
1.0648 |
1.0648 |
1.0648 |
|
S3 |
1.0648 |
1.0648 |
1.0648 |
|
S4 |
1.0648 |
1.0648 |
1.0648 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1079 |
1.1029 |
1.0771 |
|
R3 |
1.0935 |
1.0885 |
1.0732 |
|
R2 |
1.0791 |
1.0791 |
1.0718 |
|
R1 |
1.0741 |
1.0741 |
1.0705 |
1.0766 |
PP |
1.0647 |
1.0647 |
1.0647 |
1.0659 |
S1 |
1.0597 |
1.0597 |
1.0679 |
1.0622 |
S2 |
1.0503 |
1.0503 |
1.0666 |
|
S3 |
1.0359 |
1.0453 |
1.0652 |
|
S4 |
1.0215 |
1.0309 |
1.0613 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0696 |
1.0648 |
0.0048 |
0.5% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.0696 |
1.0421 |
0.0275 |
2.6% |
0.0000 |
0.0% |
83% |
False |
False |
1 |
20 |
1.0696 |
1.0302 |
0.0394 |
3.7% |
0.0000 |
0.0% |
88% |
False |
False |
1 |
40 |
1.0696 |
1.0100 |
0.0596 |
5.6% |
0.0000 |
0.0% |
92% |
False |
False |
1 |
60 |
1.0696 |
1.0100 |
0.0596 |
5.6% |
0.0000 |
0.0% |
92% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0648 |
2.618 |
1.0648 |
1.618 |
1.0648 |
1.000 |
1.0648 |
0.618 |
1.0648 |
HIGH |
1.0648 |
0.618 |
1.0648 |
0.500 |
1.0648 |
0.382 |
1.0648 |
LOW |
1.0648 |
0.618 |
1.0648 |
1.000 |
1.0648 |
1.618 |
1.0648 |
2.618 |
1.0648 |
4.250 |
1.0648 |
|
|
Fisher Pivots for day following 01-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0648 |
1.0670 |
PP |
1.0648 |
1.0663 |
S1 |
1.0648 |
1.0655 |
|