CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0459 |
1.0483 |
0.0024 |
0.2% |
1.0189 |
| High |
1.0530 |
1.0560 |
0.0030 |
0.3% |
1.0560 |
| Low |
1.0459 |
1.0465 |
0.0006 |
0.1% |
1.0189 |
| Close |
1.0507 |
1.0563 |
0.0056 |
0.5% |
1.0563 |
| Range |
0.0071 |
0.0095 |
0.0024 |
33.8% |
0.0371 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0000 |
| Volume |
327 |
97 |
-230 |
-70.3% |
665 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0814 |
1.0784 |
1.0615 |
|
| R3 |
1.0719 |
1.0689 |
1.0589 |
|
| R2 |
1.0624 |
1.0624 |
1.0580 |
|
| R1 |
1.0594 |
1.0594 |
1.0572 |
1.0609 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0537 |
| S1 |
1.0499 |
1.0499 |
1.0554 |
1.0514 |
| S2 |
1.0434 |
1.0434 |
1.0546 |
|
| S3 |
1.0339 |
1.0404 |
1.0537 |
|
| S4 |
1.0244 |
1.0309 |
1.0511 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1428 |
1.0767 |
|
| R3 |
1.1179 |
1.1057 |
1.0665 |
|
| R2 |
1.0808 |
1.0808 |
1.0631 |
|
| R1 |
1.0686 |
1.0686 |
1.0597 |
1.0747 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0468 |
| S1 |
1.0315 |
1.0315 |
1.0529 |
1.0376 |
| S2 |
1.0066 |
1.0066 |
1.0495 |
|
| S3 |
0.9695 |
0.9944 |
1.0461 |
|
| S4 |
0.9324 |
0.9573 |
1.0359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0082 |
0.8% |
101% |
True |
False |
133 |
| 10 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0077 |
0.7% |
101% |
True |
False |
100 |
| 20 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0064 |
0.6% |
101% |
True |
False |
69 |
| 40 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0035 |
0.3% |
101% |
True |
False |
39 |
| 60 |
1.0651 |
1.0123 |
0.0528 |
5.0% |
0.0024 |
0.2% |
83% |
False |
False |
27 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0019 |
0.2% |
92% |
False |
False |
21 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0015 |
0.1% |
92% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0809 |
|
1.618 |
1.0714 |
|
1.000 |
1.0655 |
|
0.618 |
1.0619 |
|
HIGH |
1.0560 |
|
0.618 |
1.0524 |
|
0.500 |
1.0513 |
|
0.382 |
1.0501 |
|
LOW |
1.0465 |
|
0.618 |
1.0406 |
|
1.000 |
1.0370 |
|
1.618 |
1.0311 |
|
2.618 |
1.0216 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0519 |
| PP |
1.0529 |
1.0474 |
| S1 |
1.0513 |
1.0430 |
|