CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 26-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0775 |
1.0772 |
-0.0003 |
0.0% |
1.0559 |
High |
1.0800 |
1.0894 |
0.0094 |
0.9% |
1.0796 |
Low |
1.0717 |
1.0747 |
0.0030 |
0.3% |
1.0477 |
Close |
1.0782 |
1.0886 |
0.0104 |
1.0% |
1.0782 |
Range |
0.0083 |
0.0147 |
0.0064 |
77.1% |
0.0319 |
ATR |
0.0110 |
0.0113 |
0.0003 |
2.4% |
0.0000 |
Volume |
77,275 |
88,673 |
11,398 |
14.7% |
481,342 |
|
Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1283 |
1.1232 |
1.0967 |
|
R3 |
1.1136 |
1.1085 |
1.0926 |
|
R2 |
1.0989 |
1.0989 |
1.0913 |
|
R1 |
1.0938 |
1.0938 |
1.0899 |
1.0964 |
PP |
1.0842 |
1.0842 |
1.0842 |
1.0855 |
S1 |
1.0791 |
1.0791 |
1.0873 |
1.0817 |
S2 |
1.0695 |
1.0695 |
1.0859 |
|
S3 |
1.0548 |
1.0644 |
1.0846 |
|
S4 |
1.0401 |
1.0497 |
1.0805 |
|
|
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 |
1.0894 |
1.0615 |
0.0279 |
2.6% |
0.0099 |
0.9% |
97% |
True |
False |
88,742 |
10 |
1.0894 |
1.0477 |
0.0417 |
3.8% |
0.0115 |
1.1% |
98% |
True |
False |
101,467 |
20 |
1.0894 |
1.0328 |
0.0566 |
5.2% |
0.0113 |
1.0% |
99% |
True |
False |
105,525 |
40 |
1.0894 |
1.0281 |
0.0613 |
5.6% |
0.0116 |
1.1% |
99% |
True |
False |
90,019 |
60 |
1.0894 |
1.0281 |
0.0613 |
5.6% |
0.0117 |
1.1% |
99% |
True |
False |
60,100 |
80 |
1.0894 |
1.0102 |
0.0792 |
7.3% |
0.0107 |
1.0% |
99% |
True |
False |
45,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1519 |
2.618 |
1.1279 |
1.618 |
1.1132 |
1.000 |
1.1041 |
0.618 |
1.0985 |
HIGH |
1.0894 |
0.618 |
1.0838 |
0.500 |
1.0821 |
0.382 |
1.0803 |
LOW |
1.0747 |
0.618 |
1.0656 |
1.000 |
1.0600 |
1.618 |
1.0509 |
2.618 |
1.0362 |
4.250 |
1.0122 |
|
|
Fisher Pivots for day following 26-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0864 |
1.0859 |
PP |
1.0842 |
1.0832 |
S1 |
1.0821 |
1.0806 |
|