CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0424 |
1.0423 |
-0.0001 |
0.0% |
1.0556 |
| High |
1.0431 |
1.0571 |
0.0140 |
1.3% |
1.0568 |
| Low |
1.0330 |
1.0423 |
0.0093 |
0.9% |
1.0446 |
| Close |
1.0426 |
1.0550 |
0.0124 |
1.2% |
1.0530 |
| Range |
0.0101 |
0.0148 |
0.0047 |
46.5% |
0.0122 |
| ATR |
0.0083 |
0.0087 |
0.0005 |
5.7% |
0.0000 |
| Volume |
24 |
42 |
18 |
75.0% |
212 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0902 |
1.0631 |
|
| R3 |
1.0811 |
1.0754 |
1.0591 |
|
| R2 |
1.0663 |
1.0663 |
1.0577 |
|
| R1 |
1.0606 |
1.0606 |
1.0564 |
1.0635 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0529 |
| S1 |
1.0458 |
1.0458 |
1.0536 |
1.0487 |
| S2 |
1.0367 |
1.0367 |
1.0523 |
|
| S3 |
1.0219 |
1.0310 |
1.0509 |
|
| S4 |
1.0071 |
1.0162 |
1.0469 |
|
|
| 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 |
1.0571 |
1.0330 |
0.0241 |
2.3% |
0.0078 |
0.7% |
91% |
True |
False |
26 |
| 10 |
1.0571 |
1.0300 |
0.0271 |
2.6% |
0.0087 |
0.8% |
92% |
True |
False |
83 |
| 20 |
1.0571 |
1.0189 |
0.0382 |
3.6% |
0.0082 |
0.8% |
95% |
True |
False |
83 |
| 40 |
1.0571 |
1.0189 |
0.0382 |
3.6% |
0.0047 |
0.4% |
95% |
True |
False |
45 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0033 |
0.3% |
78% |
False |
False |
32 |
| 80 |
1.0651 |
0.9726 |
0.0925 |
8.8% |
0.0025 |
0.2% |
89% |
False |
False |
25 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0020 |
0.2% |
91% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.0958 |
|
1.618 |
1.0810 |
|
1.000 |
1.0719 |
|
0.618 |
1.0662 |
|
HIGH |
1.0571 |
|
0.618 |
1.0514 |
|
0.500 |
1.0497 |
|
0.382 |
1.0480 |
|
LOW |
1.0423 |
|
0.618 |
1.0332 |
|
1.000 |
1.0275 |
|
1.618 |
1.0184 |
|
2.618 |
1.0036 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0532 |
1.0517 |
| PP |
1.0515 |
1.0484 |
| S1 |
1.0497 |
1.0451 |
|