CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0635 |
-0.0044 |
-0.4% |
1.0634 |
| High |
1.0699 |
1.0661 |
-0.0038 |
-0.4% |
1.0699 |
| Low |
1.0605 |
1.0533 |
-0.0072 |
-0.7% |
1.0435 |
| Close |
1.0623 |
1.0540 |
-0.0083 |
-0.8% |
1.0540 |
| Range |
0.0094 |
0.0128 |
0.0034 |
36.2% |
0.0264 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.6% |
0.0000 |
| Volume |
121,702 |
109,790 |
-11,912 |
-9.8% |
643,024 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0879 |
1.0610 |
|
| R3 |
1.0834 |
1.0751 |
1.0575 |
|
| R2 |
1.0706 |
1.0706 |
1.0563 |
|
| R1 |
1.0623 |
1.0623 |
1.0552 |
1.0601 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0567 |
| S1 |
1.0495 |
1.0495 |
1.0528 |
1.0473 |
| S2 |
1.0450 |
1.0450 |
1.0517 |
|
| S3 |
1.0322 |
1.0367 |
1.0505 |
|
| S4 |
1.0194 |
1.0239 |
1.0470 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1209 |
1.0685 |
|
| R3 |
1.1086 |
1.0945 |
1.0613 |
|
| R2 |
1.0822 |
1.0822 |
1.0588 |
|
| R1 |
1.0681 |
1.0681 |
1.0564 |
1.0620 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0527 |
| S1 |
1.0417 |
1.0417 |
1.0516 |
1.0356 |
| S2 |
1.0294 |
1.0294 |
1.0492 |
|
| S3 |
1.0030 |
1.0153 |
1.0467 |
|
| S4 |
0.9766 |
0.9889 |
1.0395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0133 |
1.3% |
40% |
False |
False |
128,604 |
| 10 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0117 |
1.1% |
40% |
False |
False |
113,902 |
| 20 |
1.0699 |
1.0281 |
0.0418 |
4.0% |
0.0115 |
1.1% |
62% |
False |
False |
110,225 |
| 40 |
1.0699 |
1.0281 |
0.0418 |
4.0% |
0.0115 |
1.1% |
62% |
False |
False |
73,899 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
5.0% |
0.0115 |
1.1% |
49% |
False |
False |
49,325 |
| 80 |
1.0806 |
0.9866 |
0.0940 |
8.9% |
0.0103 |
1.0% |
72% |
False |
False |
37,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.0996 |
|
1.618 |
1.0868 |
|
1.000 |
1.0789 |
|
0.618 |
1.0740 |
|
HIGH |
1.0661 |
|
0.618 |
1.0612 |
|
0.500 |
1.0597 |
|
0.382 |
1.0582 |
|
LOW |
1.0533 |
|
0.618 |
1.0454 |
|
1.000 |
1.0405 |
|
1.618 |
1.0326 |
|
2.618 |
1.0198 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0596 |
| PP |
1.0578 |
1.0577 |
| S1 |
1.0559 |
1.0559 |
|