CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0721 |
1.0711 |
-0.0010 |
-0.1% |
1.0694 |
| High |
1.0747 |
1.0727 |
-0.0020 |
-0.2% |
1.0765 |
| Low |
1.0664 |
1.0581 |
-0.0083 |
-0.8% |
1.0575 |
| Close |
1.0727 |
1.0618 |
-0.0109 |
-1.0% |
1.0721 |
| Range |
0.0083 |
0.0146 |
0.0063 |
75.9% |
0.0190 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
1.1% |
0.0000 |
| Volume |
106,969 |
125,557 |
18,588 |
17.4% |
510,692 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.0995 |
1.0698 |
|
| R3 |
1.0934 |
1.0849 |
1.0658 |
|
| R2 |
1.0788 |
1.0788 |
1.0645 |
|
| R1 |
1.0703 |
1.0703 |
1.0631 |
1.0673 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0627 |
| S1 |
1.0557 |
1.0557 |
1.0605 |
1.0527 |
| S2 |
1.0496 |
1.0496 |
1.0591 |
|
| S3 |
1.0350 |
1.0411 |
1.0578 |
|
| S4 |
1.0204 |
1.0265 |
1.0538 |
|
|
| 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% |
0.0118 |
1.1% |
23% |
False |
False |
121,298 |
| 10 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0123 |
1.2% |
58% |
False |
False |
115,806 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0131 |
1.2% |
47% |
False |
False |
117,298 |
| 40 |
1.0954 |
1.0310 |
0.0644 |
6.1% |
0.0127 |
1.2% |
48% |
False |
False |
107,828 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0124 |
1.2% |
75% |
False |
False |
104,361 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0116 |
1.1% |
75% |
False |
False |
83,298 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0111 |
1.0% |
75% |
False |
False |
66,662 |
| 120 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0103 |
1.0% |
75% |
False |
False |
55,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1348 |
|
2.618 |
1.1109 |
|
1.618 |
1.0963 |
|
1.000 |
1.0873 |
|
0.618 |
1.0817 |
|
HIGH |
1.0727 |
|
0.618 |
1.0671 |
|
0.500 |
1.0654 |
|
0.382 |
1.0637 |
|
LOW |
1.0581 |
|
0.618 |
1.0491 |
|
1.000 |
1.0435 |
|
1.618 |
1.0345 |
|
2.618 |
1.0199 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0670 |
| PP |
1.0642 |
1.0653 |
| S1 |
1.0630 |
1.0635 |
|