CME Australian Dollar Future September 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 |
1.0535 |
1.0582 |
0.0047 |
0.4% |
1.0560 |
| High |
1.0628 |
1.0621 |
-0.0007 |
-0.1% |
1.0628 |
| Low |
1.0452 |
1.0550 |
0.0098 |
0.9% |
1.0442 |
| Close |
1.0585 |
1.0565 |
-0.0020 |
-0.2% |
1.0585 |
| Range |
0.0176 |
0.0071 |
-0.0105 |
-59.7% |
0.0186 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,743 |
17,462 |
15,719 |
901.8% |
6,486 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0749 |
1.0604 |
|
| R3 |
1.0721 |
1.0678 |
1.0585 |
|
| R2 |
1.0650 |
1.0650 |
1.0578 |
|
| R1 |
1.0607 |
1.0607 |
1.0572 |
1.0593 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0572 |
| S1 |
1.0536 |
1.0536 |
1.0558 |
1.0522 |
| S2 |
1.0508 |
1.0508 |
1.0552 |
|
| S3 |
1.0437 |
1.0465 |
1.0545 |
|
| S4 |
1.0366 |
1.0394 |
1.0526 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1033 |
1.0687 |
|
| R3 |
1.0924 |
1.0847 |
1.0636 |
|
| R2 |
1.0738 |
1.0738 |
1.0619 |
|
| R1 |
1.0661 |
1.0661 |
1.0602 |
1.0700 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0571 |
| S1 |
1.0475 |
1.0475 |
1.0568 |
1.0514 |
| S2 |
1.0366 |
1.0366 |
1.0551 |
|
| S3 |
1.0180 |
1.0289 |
1.0534 |
|
| S4 |
0.9994 |
1.0103 |
1.0483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0628 |
1.0442 |
0.0186 |
1.8% |
0.0122 |
1.2% |
66% |
False |
False |
4,789 |
| 10 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0118 |
1.1% |
81% |
False |
False |
2,594 |
| 20 |
1.0700 |
1.0289 |
0.0411 |
3.9% |
0.0117 |
1.1% |
67% |
False |
False |
1,391 |
| 40 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0105 |
1.0% |
61% |
False |
False |
769 |
| 60 |
1.0806 |
0.9550 |
0.1256 |
11.9% |
0.0096 |
0.9% |
81% |
False |
False |
534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0807 |
|
1.618 |
1.0736 |
|
1.000 |
1.0692 |
|
0.618 |
1.0665 |
|
HIGH |
1.0621 |
|
0.618 |
1.0594 |
|
0.500 |
1.0586 |
|
0.382 |
1.0577 |
|
LOW |
1.0550 |
|
0.618 |
1.0506 |
|
1.000 |
1.0479 |
|
1.618 |
1.0435 |
|
2.618 |
1.0364 |
|
4.250 |
1.0248 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0555 |
| PP |
1.0579 |
1.0545 |
| S1 |
1.0572 |
1.0535 |
|