CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0757 |
0.0092 |
0.9% |
1.0559 |
| High |
1.0777 |
1.0796 |
0.0019 |
0.2% |
1.0796 |
| Low |
1.0615 |
1.0742 |
0.0127 |
1.2% |
1.0477 |
| Close |
1.0763 |
1.0782 |
0.0019 |
0.2% |
1.0782 |
| Range |
0.0162 |
0.0054 |
-0.0108 |
-66.7% |
0.0319 |
| ATR |
0.0117 |
0.0113 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
117,431 |
77,454 |
-39,977 |
-34.0% |
481,342 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0913 |
1.0812 |
|
| R3 |
1.0881 |
1.0859 |
1.0797 |
|
| R2 |
1.0827 |
1.0827 |
1.0792 |
|
| R1 |
1.0805 |
1.0805 |
1.0787 |
1.0816 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0779 |
| S1 |
1.0751 |
1.0751 |
1.0777 |
1.0762 |
| S2 |
1.0719 |
1.0719 |
1.0772 |
|
| S3 |
1.0665 |
1.0697 |
1.0767 |
|
| S4 |
1.0611 |
1.0643 |
1.0752 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1531 |
1.0957 |
|
| R3 |
1.1323 |
1.1212 |
1.0870 |
|
| R2 |
1.1004 |
1.1004 |
1.0840 |
|
| R1 |
1.0893 |
1.0893 |
1.0811 |
1.0949 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0713 |
| S1 |
1.0574 |
1.0574 |
1.0753 |
1.0630 |
| S2 |
1.0366 |
1.0366 |
1.0724 |
|
| S3 |
1.0047 |
1.0255 |
1.0694 |
|
| S4 |
0.9728 |
0.9936 |
1.0607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0796 |
1.0477 |
0.0319 |
3.0% |
0.0100 |
0.9% |
96% |
True |
False |
96,268 |
| 10 |
1.0796 |
1.0435 |
0.0361 |
3.3% |
0.0117 |
1.1% |
96% |
True |
False |
112,436 |
| 20 |
1.0796 |
1.0281 |
0.0515 |
4.8% |
0.0112 |
1.0% |
97% |
True |
False |
107,980 |
| 40 |
1.0796 |
1.0281 |
0.0515 |
4.8% |
0.0116 |
1.1% |
97% |
True |
False |
85,888 |
| 60 |
1.0806 |
1.0281 |
0.0525 |
4.9% |
0.0116 |
1.1% |
95% |
False |
False |
57,339 |
| 80 |
1.0806 |
1.0069 |
0.0737 |
6.8% |
0.0105 |
1.0% |
97% |
False |
False |
43,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1026 |
|
2.618 |
1.0937 |
|
1.618 |
1.0883 |
|
1.000 |
1.0850 |
|
0.618 |
1.0829 |
|
HIGH |
1.0796 |
|
0.618 |
1.0775 |
|
0.500 |
1.0769 |
|
0.382 |
1.0763 |
|
LOW |
1.0742 |
|
0.618 |
1.0709 |
|
1.000 |
1.0688 |
|
1.618 |
1.0655 |
|
2.618 |
1.0601 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0778 |
1.0757 |
| PP |
1.0773 |
1.0731 |
| S1 |
1.0769 |
1.0706 |
|