CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0525 |
1.0566 |
0.0041 |
0.4% |
1.0556 |
| High |
1.0554 |
1.0568 |
0.0014 |
0.1% |
1.0568 |
| Low |
1.0525 |
1.0503 |
-0.0022 |
-0.2% |
1.0446 |
| Close |
1.0558 |
1.0530 |
-0.0028 |
-0.3% |
1.0530 |
| Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0122 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
8 |
13 |
5 |
62.5% |
212 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0694 |
1.0566 |
|
| R3 |
1.0664 |
1.0629 |
1.0548 |
|
| R2 |
1.0599 |
1.0599 |
1.0542 |
|
| R1 |
1.0564 |
1.0564 |
1.0536 |
1.0549 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0526 |
| S1 |
1.0499 |
1.0499 |
1.0524 |
1.0484 |
| S2 |
1.0469 |
1.0469 |
1.0518 |
|
| S3 |
1.0404 |
1.0434 |
1.0512 |
|
| S4 |
1.0339 |
1.0369 |
1.0494 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0827 |
1.0597 |
|
| R3 |
1.0759 |
1.0705 |
1.0564 |
|
| R2 |
1.0637 |
1.0637 |
1.0552 |
|
| R1 |
1.0583 |
1.0583 |
1.0541 |
1.0549 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0498 |
| S1 |
1.0461 |
1.0461 |
1.0519 |
1.0427 |
| S2 |
1.0393 |
1.0393 |
1.0508 |
|
| S3 |
1.0271 |
1.0339 |
1.0496 |
|
| S4 |
1.0149 |
1.0217 |
1.0463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0568 |
1.0446 |
0.0122 |
1.2% |
0.0070 |
0.7% |
69% |
True |
False |
61 |
| 10 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0074 |
0.7% |
90% |
True |
False |
96 |
| 20 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0074 |
0.7% |
90% |
True |
False |
79 |
| 40 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0040 |
0.4% |
90% |
True |
False |
43 |
| 60 |
1.0651 |
1.0170 |
0.0481 |
4.6% |
0.0028 |
0.3% |
75% |
False |
False |
30 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0022 |
0.2% |
90% |
False |
False |
23 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0017 |
0.2% |
90% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0738 |
|
1.618 |
1.0673 |
|
1.000 |
1.0633 |
|
0.618 |
1.0608 |
|
HIGH |
1.0568 |
|
0.618 |
1.0543 |
|
0.500 |
1.0536 |
|
0.382 |
1.0528 |
|
LOW |
1.0503 |
|
0.618 |
1.0463 |
|
1.000 |
1.0438 |
|
1.618 |
1.0398 |
|
2.618 |
1.0333 |
|
4.250 |
1.0227 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0525 |
| PP |
1.0534 |
1.0520 |
| S1 |
1.0532 |
1.0515 |
|