CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0624 |
1.0531 |
-0.0093 |
-0.9% |
1.0717 |
| High |
1.0653 |
1.0583 |
-0.0070 |
-0.7% |
1.0759 |
| Low |
1.0526 |
1.0524 |
-0.0002 |
0.0% |
1.0526 |
| Close |
1.0569 |
1.0574 |
0.0005 |
0.0% |
1.0569 |
| Range |
0.0127 |
0.0059 |
-0.0068 |
-53.5% |
0.0233 |
| ATR |
0.0126 |
0.0122 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
33,873 |
1,291 |
-32,582 |
-96.2% |
456,933 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0715 |
1.0606 |
|
| R3 |
1.0678 |
1.0656 |
1.0590 |
|
| R2 |
1.0619 |
1.0619 |
1.0585 |
|
| R1 |
1.0597 |
1.0597 |
1.0579 |
1.0608 |
| PP |
1.0560 |
1.0560 |
1.0560 |
1.0566 |
| S1 |
1.0538 |
1.0538 |
1.0569 |
1.0549 |
| S2 |
1.0501 |
1.0501 |
1.0563 |
|
| S3 |
1.0442 |
1.0479 |
1.0558 |
|
| S4 |
1.0383 |
1.0420 |
1.0542 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1176 |
1.0697 |
|
| R3 |
1.1084 |
1.0943 |
1.0633 |
|
| R2 |
1.0851 |
1.0851 |
1.0612 |
|
| R1 |
1.0710 |
1.0710 |
1.0590 |
1.0664 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0595 |
| S1 |
1.0477 |
1.0477 |
1.0548 |
1.0431 |
| S2 |
1.0385 |
1.0385 |
1.0526 |
|
| S3 |
1.0152 |
1.0244 |
1.0505 |
|
| S4 |
0.9919 |
1.0011 |
1.0441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0747 |
1.0524 |
0.0223 |
2.1% |
0.0105 |
1.0% |
22% |
False |
True |
73,549 |
| 10 |
1.0765 |
1.0524 |
0.0241 |
2.3% |
0.0115 |
1.1% |
21% |
False |
True |
96,891 |
| 20 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0117 |
1.1% |
46% |
False |
False |
102,619 |
| 40 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0126 |
1.2% |
35% |
False |
False |
103,864 |
| 60 |
1.0954 |
0.9677 |
0.1277 |
12.1% |
0.0118 |
1.1% |
70% |
False |
False |
97,186 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0117 |
1.1% |
72% |
False |
False |
84,982 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0111 |
1.0% |
72% |
False |
False |
68,011 |
| 120 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0105 |
1.0% |
72% |
False |
False |
56,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0834 |
|
2.618 |
1.0737 |
|
1.618 |
1.0678 |
|
1.000 |
1.0642 |
|
0.618 |
1.0619 |
|
HIGH |
1.0583 |
|
0.618 |
1.0560 |
|
0.500 |
1.0554 |
|
0.382 |
1.0547 |
|
LOW |
1.0524 |
|
0.618 |
1.0488 |
|
1.000 |
1.0465 |
|
1.618 |
1.0429 |
|
2.618 |
1.0370 |
|
4.250 |
1.0273 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0593 |
| PP |
1.0560 |
1.0587 |
| S1 |
1.0554 |
1.0580 |
|