CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0721 |
0.0004 |
0.0% |
1.0694 |
| High |
1.0759 |
1.0747 |
-0.0012 |
-0.1% |
1.0765 |
| Low |
1.0683 |
1.0664 |
-0.0019 |
-0.2% |
1.0575 |
| Close |
1.0700 |
1.0727 |
0.0027 |
0.3% |
1.0721 |
| Range |
0.0076 |
0.0083 |
0.0007 |
9.2% |
0.0190 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
90,476 |
106,969 |
16,493 |
18.2% |
510,692 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0927 |
1.0773 |
|
| R3 |
1.0879 |
1.0844 |
1.0750 |
|
| R2 |
1.0796 |
1.0796 |
1.0742 |
|
| R1 |
1.0761 |
1.0761 |
1.0735 |
1.0779 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0721 |
| S1 |
1.0678 |
1.0678 |
1.0719 |
1.0696 |
| S2 |
1.0630 |
1.0630 |
1.0712 |
|
| S3 |
1.0547 |
1.0595 |
1.0704 |
|
| S4 |
1.0464 |
1.0512 |
1.0681 |
|
|
| 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% |
0.0119 |
1.1% |
80% |
False |
False |
123,188 |
| 10 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0118 |
1.1% |
89% |
False |
False |
112,149 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0129 |
1.2% |
73% |
False |
False |
114,985 |
| 40 |
1.0954 |
1.0310 |
0.0644 |
6.0% |
0.0126 |
1.2% |
65% |
False |
False |
106,161 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0123 |
1.2% |
83% |
False |
False |
103,636 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0115 |
1.1% |
83% |
False |
False |
81,731 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0111 |
1.0% |
83% |
False |
False |
65,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0964 |
|
1.618 |
1.0881 |
|
1.000 |
1.0830 |
|
0.618 |
1.0798 |
|
HIGH |
1.0747 |
|
0.618 |
1.0715 |
|
0.500 |
1.0706 |
|
0.382 |
1.0696 |
|
LOW |
1.0664 |
|
0.618 |
1.0613 |
|
1.000 |
1.0581 |
|
1.618 |
1.0530 |
|
2.618 |
1.0447 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0710 |
| PP |
1.0713 |
1.0692 |
| S1 |
1.0706 |
1.0675 |
|