CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0590 |
-0.0079 |
-0.7% |
1.0372 |
| High |
1.0682 |
1.0633 |
-0.0049 |
-0.5% |
1.0685 |
| Low |
1.0563 |
1.0553 |
-0.0010 |
-0.1% |
1.0281 |
| Close |
1.0590 |
1.0583 |
-0.0007 |
-0.1% |
1.0682 |
| Range |
0.0119 |
0.0080 |
-0.0039 |
-32.8% |
0.0404 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
102,759 |
92,256 |
-10,503 |
-10.2% |
533,879 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0786 |
1.0627 |
|
| R3 |
1.0750 |
1.0706 |
1.0605 |
|
| R2 |
1.0670 |
1.0670 |
1.0598 |
|
| R1 |
1.0626 |
1.0626 |
1.0590 |
1.0608 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0581 |
| S1 |
1.0546 |
1.0546 |
1.0576 |
1.0528 |
| S2 |
1.0510 |
1.0510 |
1.0568 |
|
| S3 |
1.0430 |
1.0466 |
1.0561 |
|
| S4 |
1.0350 |
1.0386 |
1.0539 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1626 |
1.0904 |
|
| R3 |
1.1357 |
1.1222 |
1.0793 |
|
| R2 |
1.0953 |
1.0953 |
1.0756 |
|
| R1 |
1.0818 |
1.0818 |
1.0719 |
1.0886 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0583 |
| S1 |
1.0414 |
1.0414 |
1.0645 |
1.0482 |
| S2 |
1.0145 |
1.0145 |
1.0608 |
|
| S3 |
0.9741 |
1.0010 |
1.0571 |
|
| S4 |
0.9337 |
0.9606 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0685 |
1.0412 |
0.0273 |
2.6% |
0.0113 |
1.1% |
63% |
False |
False |
103,356 |
| 10 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0111 |
1.0% |
75% |
False |
False |
107,685 |
| 20 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0118 |
1.1% |
75% |
False |
False |
101,999 |
| 40 |
1.0700 |
1.0281 |
0.0419 |
4.0% |
0.0117 |
1.1% |
72% |
False |
False |
52,639 |
| 60 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0109 |
1.0% |
64% |
False |
False |
35,143 |
| 80 |
1.0806 |
0.9550 |
0.1256 |
11.9% |
0.0101 |
1.0% |
82% |
False |
False |
26,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0973 |
|
2.618 |
1.0842 |
|
1.618 |
1.0762 |
|
1.000 |
1.0713 |
|
0.618 |
1.0682 |
|
HIGH |
1.0633 |
|
0.618 |
1.0602 |
|
0.500 |
1.0593 |
|
0.382 |
1.0584 |
|
LOW |
1.0553 |
|
0.618 |
1.0504 |
|
1.000 |
1.0473 |
|
1.618 |
1.0424 |
|
2.618 |
1.0344 |
|
4.250 |
1.0213 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0619 |
| PP |
1.0590 |
1.0607 |
| S1 |
1.0586 |
1.0595 |
|