CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0717 |
0.0058 |
0.5% |
1.0694 |
| High |
1.0765 |
1.0759 |
-0.0006 |
-0.1% |
1.0765 |
| Low |
1.0584 |
1.0683 |
0.0099 |
0.9% |
1.0575 |
| Close |
1.0721 |
1.0700 |
-0.0021 |
-0.2% |
1.0721 |
| Range |
0.0181 |
0.0076 |
-0.0105 |
-58.0% |
0.0190 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
156,631 |
90,476 |
-66,155 |
-42.2% |
510,692 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0897 |
1.0742 |
|
| R3 |
1.0866 |
1.0821 |
1.0721 |
|
| R2 |
1.0790 |
1.0790 |
1.0714 |
|
| R1 |
1.0745 |
1.0745 |
1.0707 |
1.0730 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0706 |
| S1 |
1.0669 |
1.0669 |
1.0693 |
1.0654 |
| S2 |
1.0638 |
1.0638 |
1.0686 |
|
| S3 |
1.0562 |
1.0593 |
1.0679 |
|
| S4 |
1.0486 |
1.0517 |
1.0658 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1179 |
1.0826 |
|
| R3 |
1.1067 |
1.0989 |
1.0773 |
|
| R2 |
1.0877 |
1.0877 |
1.0756 |
|
| R1 |
1.0799 |
1.0799 |
1.0738 |
1.0838 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0707 |
| S1 |
1.0609 |
1.0609 |
1.0704 |
1.0648 |
| S2 |
1.0497 |
1.0497 |
1.0686 |
|
| S3 |
1.0307 |
1.0419 |
1.0669 |
|
| S4 |
1.0117 |
1.0229 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0575 |
0.0190 |
1.8% |
0.0125 |
1.2% |
66% |
False |
False |
120,233 |
| 10 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0127 |
1.2% |
81% |
False |
False |
115,572 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0132 |
1.2% |
67% |
False |
False |
114,245 |
| 40 |
1.0954 |
1.0310 |
0.0644 |
6.0% |
0.0127 |
1.2% |
61% |
False |
False |
105,255 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0125 |
1.2% |
81% |
False |
False |
103,991 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0116 |
1.1% |
81% |
False |
False |
80,395 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0111 |
1.0% |
81% |
False |
False |
64,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1082 |
|
2.618 |
1.0958 |
|
1.618 |
1.0882 |
|
1.000 |
1.0835 |
|
0.618 |
1.0806 |
|
HIGH |
1.0759 |
|
0.618 |
1.0730 |
|
0.500 |
1.0721 |
|
0.382 |
1.0712 |
|
LOW |
1.0683 |
|
0.618 |
1.0636 |
|
1.000 |
1.0607 |
|
1.618 |
1.0560 |
|
2.618 |
1.0484 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0721 |
1.0690 |
| PP |
1.0714 |
1.0680 |
| S1 |
1.0707 |
1.0670 |
|