CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0641 |
-0.0053 |
-0.5% |
1.0617 |
| High |
1.0740 |
1.0737 |
-0.0003 |
0.0% |
1.0699 |
| Low |
1.0625 |
1.0586 |
-0.0039 |
-0.4% |
1.0414 |
| Close |
1.0646 |
1.0638 |
-0.0008 |
-0.1% |
1.0689 |
| Range |
0.0115 |
0.0151 |
0.0036 |
31.3% |
0.0285 |
| ATR |
0.0130 |
0.0132 |
0.0001 |
1.1% |
0.0000 |
| Volume |
92,193 |
135,010 |
42,817 |
46.4% |
554,561 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1023 |
1.0721 |
|
| R3 |
1.0956 |
1.0872 |
1.0680 |
|
| R2 |
1.0805 |
1.0805 |
1.0666 |
|
| R1 |
1.0721 |
1.0721 |
1.0652 |
1.0688 |
| PP |
1.0654 |
1.0654 |
1.0654 |
1.0637 |
| S1 |
1.0570 |
1.0570 |
1.0624 |
1.0537 |
| S2 |
1.0503 |
1.0503 |
1.0610 |
|
| S3 |
1.0352 |
1.0419 |
1.0596 |
|
| S4 |
1.0201 |
1.0268 |
1.0555 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1357 |
1.0846 |
|
| R3 |
1.1171 |
1.1072 |
1.0767 |
|
| R2 |
1.0886 |
1.0886 |
1.0741 |
|
| R1 |
1.0787 |
1.0787 |
1.0715 |
1.0837 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0625 |
| S1 |
1.0502 |
1.0502 |
1.0663 |
1.0552 |
| S2 |
1.0316 |
1.0316 |
1.0637 |
|
| S3 |
1.0031 |
1.0217 |
1.0611 |
|
| S4 |
0.9746 |
0.9932 |
1.0532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0740 |
1.0414 |
0.0326 |
3.1% |
0.0128 |
1.2% |
69% |
False |
False |
110,315 |
| 10 |
1.0740 |
1.0414 |
0.0326 |
3.1% |
0.0119 |
1.1% |
69% |
False |
False |
108,380 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0143 |
1.3% |
52% |
False |
False |
119,156 |
| 40 |
1.0954 |
1.0200 |
0.0754 |
7.1% |
0.0126 |
1.2% |
58% |
False |
False |
102,532 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0124 |
1.2% |
77% |
False |
False |
100,446 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0113 |
1.1% |
77% |
False |
False |
75,726 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0110 |
1.0% |
77% |
False |
False |
60,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1132 |
|
1.618 |
1.0981 |
|
1.000 |
1.0888 |
|
0.618 |
1.0830 |
|
HIGH |
1.0737 |
|
0.618 |
1.0679 |
|
0.500 |
1.0662 |
|
0.382 |
1.0644 |
|
LOW |
1.0586 |
|
0.618 |
1.0493 |
|
1.000 |
1.0435 |
|
1.618 |
1.0342 |
|
2.618 |
1.0191 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0662 |
1.0663 |
| PP |
1.0654 |
1.0655 |
| S1 |
1.0646 |
1.0646 |
|