CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0505 |
1.0424 |
-0.0081 |
-0.8% |
1.0556 |
| High |
1.0506 |
1.0431 |
-0.0075 |
-0.7% |
1.0568 |
| Low |
1.0460 |
1.0330 |
-0.0130 |
-1.2% |
1.0446 |
| Close |
1.0436 |
1.0426 |
-0.0010 |
-0.1% |
1.0530 |
| Range |
0.0046 |
0.0101 |
0.0055 |
119.6% |
0.0122 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.2% |
0.0000 |
| Volume |
45 |
24 |
-21 |
-46.7% |
212 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0663 |
1.0482 |
|
| R3 |
1.0598 |
1.0562 |
1.0454 |
|
| R2 |
1.0497 |
1.0497 |
1.0445 |
|
| R1 |
1.0461 |
1.0461 |
1.0435 |
1.0479 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0405 |
| S1 |
1.0360 |
1.0360 |
1.0417 |
1.0378 |
| S2 |
1.0295 |
1.0295 |
1.0407 |
|
| S3 |
1.0194 |
1.0259 |
1.0398 |
|
| S4 |
1.0093 |
1.0158 |
1.0370 |
|
|
| 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 |
1.0330 |
0.0238 |
2.3% |
0.0058 |
0.6% |
40% |
False |
True |
43 |
| 10 |
1.0568 |
1.0270 |
0.0298 |
2.9% |
0.0077 |
0.7% |
52% |
False |
False |
81 |
| 20 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0081 |
0.8% |
63% |
False |
False |
82 |
| 40 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0044 |
0.4% |
63% |
False |
False |
44 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0030 |
0.3% |
51% |
False |
False |
31 |
| 80 |
1.0651 |
0.9631 |
0.1020 |
9.8% |
0.0024 |
0.2% |
78% |
False |
False |
24 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0019 |
0.2% |
81% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0860 |
|
2.618 |
1.0695 |
|
1.618 |
1.0594 |
|
1.000 |
1.0532 |
|
0.618 |
1.0493 |
|
HIGH |
1.0431 |
|
0.618 |
1.0392 |
|
0.500 |
1.0381 |
|
0.382 |
1.0369 |
|
LOW |
1.0330 |
|
0.618 |
1.0268 |
|
1.000 |
1.0229 |
|
1.618 |
1.0167 |
|
2.618 |
1.0066 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0411 |
1.0449 |
| PP |
1.0396 |
1.0441 |
| S1 |
1.0381 |
1.0434 |
|