CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0806 |
-0.0047 |
-0.4% |
1.0630 |
| High |
1.0875 |
1.0823 |
-0.0052 |
-0.5% |
1.0875 |
| Low |
1.0786 |
1.0725 |
-0.0061 |
-0.6% |
1.0610 |
| Close |
1.0794 |
1.0808 |
0.0014 |
0.1% |
1.0808 |
| Range |
0.0089 |
0.0098 |
0.0009 |
10.1% |
0.0265 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.7% |
0.0000 |
| Volume |
74 |
110 |
36 |
48.6% |
339 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1042 |
1.0862 |
|
| R3 |
1.0981 |
1.0944 |
1.0835 |
|
| R2 |
1.0883 |
1.0883 |
1.0826 |
|
| R1 |
1.0846 |
1.0846 |
1.0817 |
1.0865 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0795 |
| S1 |
1.0748 |
1.0748 |
1.0799 |
1.0767 |
| S2 |
1.0687 |
1.0687 |
1.0790 |
|
| S3 |
1.0589 |
1.0650 |
1.0781 |
|
| S4 |
1.0491 |
1.0552 |
1.0754 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1449 |
1.0954 |
|
| R3 |
1.1294 |
1.1184 |
1.0881 |
|
| R2 |
1.1029 |
1.1029 |
1.0857 |
|
| R1 |
1.0919 |
1.0919 |
1.0832 |
1.0974 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0792 |
| S1 |
1.0654 |
1.0654 |
1.0784 |
1.0709 |
| S2 |
1.0499 |
1.0499 |
1.0759 |
|
| S3 |
1.0234 |
1.0389 |
1.0735 |
|
| S4 |
0.9969 |
1.0124 |
1.0662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0610 |
0.0265 |
2.5% |
0.0102 |
0.9% |
75% |
False |
False |
67 |
| 10 |
1.0875 |
1.0378 |
0.0497 |
4.6% |
0.0091 |
0.8% |
87% |
False |
False |
90 |
| 20 |
1.0875 |
1.0330 |
0.0545 |
5.0% |
0.0085 |
0.8% |
88% |
False |
False |
79 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.3% |
0.0072 |
0.7% |
90% |
False |
False |
72 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.3% |
0.0050 |
0.5% |
90% |
False |
False |
51 |
| 80 |
1.0875 |
1.0109 |
0.0766 |
7.1% |
0.0038 |
0.3% |
91% |
False |
False |
39 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0031 |
0.3% |
95% |
False |
False |
31 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
12.9% |
0.0026 |
0.2% |
95% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1080 |
|
1.618 |
1.0982 |
|
1.000 |
1.0921 |
|
0.618 |
1.0884 |
|
HIGH |
1.0823 |
|
0.618 |
1.0786 |
|
0.500 |
1.0774 |
|
0.382 |
1.0762 |
|
LOW |
1.0725 |
|
0.618 |
1.0664 |
|
1.000 |
1.0627 |
|
1.618 |
1.0566 |
|
2.618 |
1.0468 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0805 |
| PP |
1.0785 |
1.0803 |
| S1 |
1.0774 |
1.0800 |
|