CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0534 |
1.0560 |
0.0026 |
0.2% |
1.0505 |
| High |
1.0560 |
1.0648 |
0.0088 |
0.8% |
1.0580 |
| Low |
1.0530 |
1.0520 |
-0.0010 |
-0.1% |
1.0330 |
| Close |
1.0544 |
1.0644 |
0.0100 |
0.9% |
1.0428 |
| Range |
0.0030 |
0.0128 |
0.0098 |
326.7% |
0.0250 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.7% |
0.0000 |
| Volume |
136 |
42 |
-94 |
-69.1% |
374 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0944 |
1.0714 |
|
| R3 |
1.0860 |
1.0816 |
1.0679 |
|
| R2 |
1.0732 |
1.0732 |
1.0667 |
|
| R1 |
1.0688 |
1.0688 |
1.0656 |
1.0710 |
| PP |
1.0604 |
1.0604 |
1.0604 |
1.0615 |
| S1 |
1.0560 |
1.0560 |
1.0632 |
1.0582 |
| S2 |
1.0476 |
1.0476 |
1.0621 |
|
| S3 |
1.0348 |
1.0432 |
1.0609 |
|
| S4 |
1.0220 |
1.0304 |
1.0574 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1062 |
1.0566 |
|
| R3 |
1.0946 |
1.0812 |
1.0497 |
|
| R2 |
1.0696 |
1.0696 |
1.0474 |
|
| R1 |
1.0562 |
1.0562 |
1.0451 |
1.0504 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0417 |
| S1 |
1.0312 |
1.0312 |
1.0405 |
1.0254 |
| S2 |
1.0196 |
1.0196 |
1.0382 |
|
| S3 |
0.9946 |
1.0062 |
1.0359 |
|
| S4 |
0.9696 |
0.9812 |
1.0291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0648 |
1.0378 |
0.0270 |
2.5% |
0.0087 |
0.8% |
99% |
True |
False |
140 |
| 10 |
1.0648 |
1.0330 |
0.0318 |
3.0% |
0.0086 |
0.8% |
99% |
True |
False |
90 |
| 20 |
1.0648 |
1.0189 |
0.0459 |
4.3% |
0.0081 |
0.8% |
99% |
True |
False |
95 |
| 40 |
1.0648 |
1.0189 |
0.0459 |
4.3% |
0.0060 |
0.6% |
99% |
True |
False |
63 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.3% |
0.0041 |
0.4% |
98% |
False |
False |
45 |
| 80 |
1.0651 |
0.9962 |
0.0689 |
6.5% |
0.0031 |
0.3% |
99% |
False |
False |
34 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.0% |
0.0025 |
0.2% |
99% |
False |
False |
28 |
| 120 |
1.0651 |
0.9483 |
0.1168 |
11.0% |
0.0021 |
0.2% |
99% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.0983 |
|
1.618 |
1.0855 |
|
1.000 |
1.0776 |
|
0.618 |
1.0727 |
|
HIGH |
1.0648 |
|
0.618 |
1.0599 |
|
0.500 |
1.0584 |
|
0.382 |
1.0569 |
|
LOW |
1.0520 |
|
0.618 |
1.0441 |
|
1.000 |
1.0392 |
|
1.618 |
1.0313 |
|
2.618 |
1.0185 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0607 |
| PP |
1.0604 |
1.0571 |
| S1 |
1.0584 |
1.0534 |
|