CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0476 |
-0.0080 |
-0.8% |
1.0189 |
| High |
1.0556 |
1.0510 |
-0.0046 |
-0.4% |
1.0560 |
| Low |
1.0446 |
1.0461 |
0.0015 |
0.1% |
1.0189 |
| Close |
1.0472 |
1.0466 |
-0.0006 |
-0.1% |
1.0563 |
| Range |
0.0110 |
0.0049 |
-0.0061 |
-55.5% |
0.0371 |
| ATR |
0.0085 |
0.0083 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
65 |
126 |
61 |
93.8% |
665 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0626 |
1.0595 |
1.0493 |
|
| R3 |
1.0577 |
1.0546 |
1.0479 |
|
| R2 |
1.0528 |
1.0528 |
1.0475 |
|
| R1 |
1.0497 |
1.0497 |
1.0470 |
1.0488 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0475 |
| S1 |
1.0448 |
1.0448 |
1.0462 |
1.0439 |
| S2 |
1.0430 |
1.0430 |
1.0457 |
|
| S3 |
1.0381 |
1.0399 |
1.0453 |
|
| S4 |
1.0332 |
1.0350 |
1.0439 |
|
|
| 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 |
1.0300 |
0.0260 |
2.5% |
0.0096 |
0.9% |
64% |
False |
False |
139 |
| 10 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0080 |
0.8% |
75% |
False |
False |
103 |
| 20 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0071 |
0.7% |
75% |
False |
False |
78 |
| 40 |
1.0560 |
1.0189 |
0.0371 |
3.5% |
0.0038 |
0.4% |
75% |
False |
False |
43 |
| 60 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0026 |
0.3% |
63% |
False |
False |
30 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0021 |
0.2% |
84% |
False |
False |
23 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0016 |
0.2% |
84% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0638 |
|
1.618 |
1.0589 |
|
1.000 |
1.0559 |
|
0.618 |
1.0540 |
|
HIGH |
1.0510 |
|
0.618 |
1.0491 |
|
0.500 |
1.0486 |
|
0.382 |
1.0480 |
|
LOW |
1.0461 |
|
0.618 |
1.0431 |
|
1.000 |
1.0412 |
|
1.618 |
1.0382 |
|
2.618 |
1.0333 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0503 |
| PP |
1.0479 |
1.0491 |
| S1 |
1.0473 |
1.0478 |
|