CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0595 |
-0.0046 |
-0.4% |
1.0617 |
| High |
1.0737 |
1.0677 |
-0.0060 |
-0.6% |
1.0699 |
| Low |
1.0586 |
1.0575 |
-0.0011 |
-0.1% |
1.0414 |
| Close |
1.0638 |
1.0659 |
0.0021 |
0.2% |
1.0689 |
| Range |
0.0151 |
0.0102 |
-0.0049 |
-32.5% |
0.0285 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
135,010 |
126,858 |
-8,152 |
-6.0% |
554,561 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0903 |
1.0715 |
|
| R3 |
1.0841 |
1.0801 |
1.0687 |
|
| R2 |
1.0739 |
1.0739 |
1.0678 |
|
| R1 |
1.0699 |
1.0699 |
1.0668 |
1.0719 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0647 |
| S1 |
1.0597 |
1.0597 |
1.0650 |
1.0617 |
| S2 |
1.0535 |
1.0535 |
1.0640 |
|
| S3 |
1.0433 |
1.0495 |
1.0631 |
|
| S4 |
1.0331 |
1.0393 |
1.0603 |
|
|
| 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 |
1.0490 |
0.0250 |
2.3% |
0.0124 |
1.2% |
68% |
False |
False |
109,957 |
| 10 |
1.0740 |
1.0414 |
0.0326 |
3.1% |
0.0120 |
1.1% |
75% |
False |
False |
111,337 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0141 |
1.3% |
57% |
False |
False |
119,069 |
| 40 |
1.0954 |
1.0229 |
0.0725 |
6.8% |
0.0126 |
1.2% |
59% |
False |
False |
103,533 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0124 |
1.2% |
78% |
False |
False |
102,123 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0114 |
1.1% |
78% |
False |
False |
77,310 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0110 |
1.0% |
78% |
False |
False |
61,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0944 |
|
1.618 |
1.0842 |
|
1.000 |
1.0779 |
|
0.618 |
1.0740 |
|
HIGH |
1.0677 |
|
0.618 |
1.0638 |
|
0.500 |
1.0626 |
|
0.382 |
1.0614 |
|
LOW |
1.0575 |
|
0.618 |
1.0512 |
|
1.000 |
1.0473 |
|
1.618 |
1.0410 |
|
2.618 |
1.0308 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0648 |
1.0659 |
| PP |
1.0637 |
1.0658 |
| S1 |
1.0626 |
1.0658 |
|