CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0623 |
-0.0088 |
-0.8% |
1.0694 |
| High |
1.0727 |
1.0662 |
-0.0065 |
-0.6% |
1.0765 |
| Low |
1.0581 |
1.0551 |
-0.0030 |
-0.3% |
1.0575 |
| Close |
1.0618 |
1.0642 |
0.0024 |
0.2% |
1.0721 |
| Range |
0.0146 |
0.0111 |
-0.0035 |
-24.0% |
0.0190 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
125,557 |
100,058 |
-25,499 |
-20.3% |
510,692 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0908 |
1.0703 |
|
| R3 |
1.0840 |
1.0797 |
1.0673 |
|
| R2 |
1.0729 |
1.0729 |
1.0662 |
|
| R1 |
1.0686 |
1.0686 |
1.0652 |
1.0708 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0629 |
| S1 |
1.0575 |
1.0575 |
1.0632 |
1.0597 |
| S2 |
1.0507 |
1.0507 |
1.0622 |
|
| S3 |
1.0396 |
1.0464 |
1.0611 |
|
| S4 |
1.0285 |
1.0353 |
1.0581 |
|
|
| 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 |
1.0551 |
0.0214 |
2.0% |
0.0119 |
1.1% |
43% |
False |
True |
115,938 |
| 10 |
1.0765 |
1.0490 |
0.0275 |
2.6% |
0.0122 |
1.1% |
55% |
False |
False |
112,947 |
| 20 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0125 |
1.2% |
65% |
False |
False |
115,435 |
| 40 |
1.0954 |
1.0349 |
0.0605 |
5.7% |
0.0126 |
1.2% |
48% |
False |
False |
107,355 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0121 |
1.1% |
77% |
False |
False |
102,176 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0117 |
1.1% |
77% |
False |
False |
84,547 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0111 |
1.0% |
77% |
False |
False |
67,662 |
| 120 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0104 |
1.0% |
77% |
False |
False |
56,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.0953 |
|
1.618 |
1.0842 |
|
1.000 |
1.0773 |
|
0.618 |
1.0731 |
|
HIGH |
1.0662 |
|
0.618 |
1.0620 |
|
0.500 |
1.0607 |
|
0.382 |
1.0593 |
|
LOW |
1.0551 |
|
0.618 |
1.0482 |
|
1.000 |
1.0440 |
|
1.618 |
1.0371 |
|
2.618 |
1.0260 |
|
4.250 |
1.0079 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0649 |
| PP |
1.0618 |
1.0647 |
| S1 |
1.0607 |
1.0644 |
|