CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0640 |
0.0080 |
0.8% |
1.0455 |
| High |
1.0648 |
1.0673 |
0.0025 |
0.2% |
1.0673 |
| Low |
1.0520 |
1.0626 |
0.0106 |
1.0% |
1.0378 |
| Close |
1.0644 |
1.0663 |
0.0019 |
0.2% |
1.0663 |
| Range |
0.0128 |
0.0047 |
-0.0081 |
-63.3% |
0.0295 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
42 |
46 |
4 |
9.5% |
564 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0776 |
1.0689 |
|
| R3 |
1.0748 |
1.0729 |
1.0676 |
|
| R2 |
1.0701 |
1.0701 |
1.0672 |
|
| R1 |
1.0682 |
1.0682 |
1.0667 |
1.0692 |
| PP |
1.0654 |
1.0654 |
1.0654 |
1.0659 |
| S1 |
1.0635 |
1.0635 |
1.0659 |
1.0645 |
| S2 |
1.0607 |
1.0607 |
1.0654 |
|
| S3 |
1.0560 |
1.0588 |
1.0650 |
|
| S4 |
1.0513 |
1.0541 |
1.0637 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1355 |
1.0825 |
|
| R3 |
1.1161 |
1.1060 |
1.0744 |
|
| R2 |
1.0866 |
1.0866 |
1.0717 |
|
| R1 |
1.0765 |
1.0765 |
1.0690 |
1.0816 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0597 |
| S1 |
1.0470 |
1.0470 |
1.0636 |
1.0521 |
| S2 |
1.0276 |
1.0276 |
1.0609 |
|
| S3 |
0.9981 |
1.0175 |
1.0582 |
|
| S4 |
0.9686 |
0.9880 |
1.0501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0673 |
1.0378 |
0.0295 |
2.8% |
0.0080 |
0.8% |
97% |
True |
False |
112 |
| 10 |
1.0673 |
1.0330 |
0.0343 |
3.2% |
0.0084 |
0.8% |
97% |
True |
False |
93 |
| 20 |
1.0673 |
1.0189 |
0.0484 |
4.5% |
0.0079 |
0.7% |
98% |
True |
False |
95 |
| 40 |
1.0673 |
1.0189 |
0.0484 |
4.5% |
0.0061 |
0.6% |
98% |
True |
False |
64 |
| 60 |
1.0673 |
1.0189 |
0.0484 |
4.5% |
0.0042 |
0.4% |
98% |
True |
False |
46 |
| 80 |
1.0673 |
0.9996 |
0.0677 |
6.3% |
0.0031 |
0.3% |
99% |
True |
False |
35 |
| 100 |
1.0673 |
0.9483 |
0.1190 |
11.2% |
0.0026 |
0.2% |
99% |
True |
False |
28 |
| 120 |
1.0673 |
0.9483 |
0.1190 |
11.2% |
0.0021 |
0.2% |
99% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0796 |
|
1.618 |
1.0749 |
|
1.000 |
1.0720 |
|
0.618 |
1.0702 |
|
HIGH |
1.0673 |
|
0.618 |
1.0655 |
|
0.500 |
1.0650 |
|
0.382 |
1.0644 |
|
LOW |
1.0626 |
|
0.618 |
1.0597 |
|
1.000 |
1.0579 |
|
1.618 |
1.0550 |
|
2.618 |
1.0503 |
|
4.250 |
1.0426 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0659 |
1.0641 |
| PP |
1.0654 |
1.0619 |
| S1 |
1.0650 |
1.0597 |
|