CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0355 |
1.0225 |
-0.0130 |
-1.3% |
1.0552 |
High |
1.0382 |
1.0225 |
-0.0157 |
-1.5% |
1.0696 |
Low |
1.0355 |
1.0225 |
-0.0130 |
-1.3% |
1.0552 |
Close |
1.0456 |
1.0225 |
-0.0231 |
-2.2% |
1.0692 |
Range |
0.0027 |
0.0000 |
-0.0027 |
-100.0% |
0.0144 |
ATR |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
10 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0225 |
1.0225 |
1.0225 |
|
R3 |
1.0225 |
1.0225 |
1.0225 |
|
R2 |
1.0225 |
1.0225 |
1.0225 |
|
R1 |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
PP |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
S1 |
1.0225 |
1.0225 |
1.0225 |
1.0225 |
S2 |
1.0225 |
1.0225 |
1.0225 |
|
S3 |
1.0225 |
1.0225 |
1.0225 |
|
S4 |
1.0225 |
1.0225 |
1.0225 |
|
|
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 |
1.0692 |
1.0225 |
0.0467 |
4.6% |
0.0005 |
0.1% |
0% |
False |
True |
3 |
10 |
1.0696 |
1.0225 |
0.0471 |
4.6% |
0.0003 |
0.0% |
0% |
False |
True |
2 |
20 |
1.0696 |
1.0225 |
0.0471 |
4.6% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
40 |
1.0696 |
1.0100 |
0.0596 |
5.8% |
0.0001 |
0.0% |
21% |
False |
False |
1 |
60 |
1.0696 |
1.0100 |
0.0596 |
5.8% |
0.0000 |
0.0% |
21% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0225 |
2.618 |
1.0225 |
1.618 |
1.0225 |
1.000 |
1.0225 |
0.618 |
1.0225 |
HIGH |
1.0225 |
0.618 |
1.0225 |
0.500 |
1.0225 |
0.382 |
1.0225 |
LOW |
1.0225 |
0.618 |
1.0225 |
1.000 |
1.0225 |
1.618 |
1.0225 |
2.618 |
1.0225 |
4.250 |
1.0225 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0225 |
1.0370 |
PP |
1.0225 |
1.0322 |
S1 |
1.0225 |
1.0273 |
|