CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0596 |
-0.0004 |
0.0% |
1.0630 |
| High |
1.0600 |
1.0600 |
0.0000 |
0.0% |
1.0875 |
| Low |
1.0515 |
1.0300 |
-0.0215 |
-2.0% |
1.0610 |
| Close |
1.0561 |
1.0325 |
-0.0236 |
-2.2% |
1.0808 |
| Range |
0.0085 |
0.0300 |
0.0215 |
252.9% |
0.0265 |
| ATR |
0.0100 |
0.0114 |
0.0014 |
14.3% |
0.0000 |
| Volume |
309 |
79 |
-230 |
-74.4% |
339 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1117 |
1.0490 |
|
| R3 |
1.1008 |
1.0817 |
1.0408 |
|
| R2 |
1.0708 |
1.0708 |
1.0380 |
|
| R1 |
1.0517 |
1.0517 |
1.0353 |
1.0463 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0381 |
| S1 |
1.0217 |
1.0217 |
1.0298 |
1.0163 |
| S2 |
1.0108 |
1.0108 |
1.0270 |
|
| S3 |
0.9808 |
0.9917 |
1.0243 |
|
| S4 |
0.9508 |
0.9617 |
1.0160 |
|
|
| 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 |
1.0866 |
1.0300 |
0.0566 |
5.5% |
0.0157 |
1.5% |
4% |
False |
True |
176 |
| 10 |
1.0875 |
1.0300 |
0.0575 |
5.6% |
0.0125 |
1.2% |
4% |
False |
True |
115 |
| 20 |
1.0875 |
1.0300 |
0.0575 |
5.6% |
0.0105 |
1.0% |
4% |
False |
True |
103 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.6% |
0.0088 |
0.9% |
20% |
False |
False |
90 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.6% |
0.0061 |
0.6% |
20% |
False |
False |
63 |
| 80 |
1.0875 |
1.0145 |
0.0730 |
7.1% |
0.0046 |
0.4% |
25% |
False |
False |
48 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0038 |
0.4% |
60% |
False |
False |
39 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0031 |
0.3% |
60% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1875 |
|
2.618 |
1.1385 |
|
1.618 |
1.1085 |
|
1.000 |
1.0900 |
|
0.618 |
1.0785 |
|
HIGH |
1.0600 |
|
0.618 |
1.0485 |
|
0.500 |
1.0450 |
|
0.382 |
1.0415 |
|
LOW |
1.0300 |
|
0.618 |
1.0115 |
|
1.000 |
1.0000 |
|
1.618 |
0.9815 |
|
2.618 |
0.9515 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0549 |
| PP |
1.0408 |
1.0474 |
| S1 |
1.0367 |
1.0400 |
|