CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0642 |
0.0116 |
1.1% |
1.0634 |
| High |
1.0659 |
1.0678 |
0.0019 |
0.2% |
1.0699 |
| Low |
1.0516 |
1.0629 |
0.0113 |
1.1% |
1.0435 |
| Close |
1.0642 |
1.0660 |
0.0018 |
0.2% |
1.0540 |
| Range |
0.0143 |
0.0049 |
-0.0094 |
-65.7% |
0.0264 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
114,699 |
82,879 |
-31,820 |
-27.7% |
643,024 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0780 |
1.0687 |
|
| R3 |
1.0754 |
1.0731 |
1.0673 |
|
| R2 |
1.0705 |
1.0705 |
1.0669 |
|
| R1 |
1.0682 |
1.0682 |
1.0664 |
1.0694 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0661 |
| S1 |
1.0633 |
1.0633 |
1.0656 |
1.0645 |
| S2 |
1.0607 |
1.0607 |
1.0651 |
|
| S3 |
1.0558 |
1.0584 |
1.0647 |
|
| S4 |
1.0509 |
1.0535 |
1.0633 |
|
|
| 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 |
1.0477 |
0.0222 |
2.1% |
0.0102 |
1.0% |
82% |
False |
False |
103,589 |
| 10 |
1.0699 |
1.0435 |
0.0264 |
2.5% |
0.0114 |
1.1% |
85% |
False |
False |
113,806 |
| 20 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0112 |
1.1% |
91% |
False |
False |
110,745 |
| 40 |
1.0699 |
1.0281 |
0.0418 |
3.9% |
0.0115 |
1.1% |
91% |
False |
False |
81,043 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
4.9% |
0.0116 |
1.1% |
72% |
False |
False |
54,094 |
| 80 |
1.0806 |
1.0012 |
0.0794 |
7.4% |
0.0103 |
1.0% |
82% |
False |
False |
40,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0806 |
|
1.618 |
1.0757 |
|
1.000 |
1.0727 |
|
0.618 |
1.0708 |
|
HIGH |
1.0678 |
|
0.618 |
1.0659 |
|
0.500 |
1.0654 |
|
0.382 |
1.0648 |
|
LOW |
1.0629 |
|
0.618 |
1.0599 |
|
1.000 |
1.0580 |
|
1.618 |
1.0550 |
|
2.618 |
1.0501 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0658 |
1.0633 |
| PP |
1.0656 |
1.0605 |
| S1 |
1.0654 |
1.0578 |
|