CME Australian Dollar Future September 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 |
1.0582 |
1.0582 |
0.0000 |
0.0% |
1.0560 |
| High |
1.0621 |
1.0610 |
-0.0011 |
-0.1% |
1.0628 |
| Low |
1.0550 |
1.0532 |
-0.0018 |
-0.2% |
1.0442 |
| Close |
1.0565 |
1.0594 |
0.0029 |
0.3% |
1.0585 |
| Range |
0.0071 |
0.0078 |
0.0007 |
9.9% |
0.0186 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
17,462 |
37,955 |
20,493 |
117.4% |
6,486 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0781 |
1.0637 |
|
| R3 |
1.0735 |
1.0703 |
1.0615 |
|
| R2 |
1.0657 |
1.0657 |
1.0608 |
|
| R1 |
1.0625 |
1.0625 |
1.0601 |
1.0641 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0587 |
| S1 |
1.0547 |
1.0547 |
1.0587 |
1.0563 |
| S2 |
1.0501 |
1.0501 |
1.0580 |
|
| S3 |
1.0423 |
1.0469 |
1.0573 |
|
| S4 |
1.0345 |
1.0391 |
1.0551 |
|
|
| 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% |
0.0114 |
1.1% |
82% |
False |
False |
12,131 |
| 10 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0110 |
1.0% |
90% |
False |
False |
6,368 |
| 20 |
1.0700 |
1.0289 |
0.0411 |
3.9% |
0.0115 |
1.1% |
74% |
False |
False |
3,279 |
| 40 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0104 |
1.0% |
66% |
False |
False |
1,715 |
| 60 |
1.0806 |
0.9550 |
0.1256 |
11.9% |
0.0096 |
0.9% |
83% |
False |
False |
1,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0814 |
|
1.618 |
1.0736 |
|
1.000 |
1.0688 |
|
0.618 |
1.0658 |
|
HIGH |
1.0610 |
|
0.618 |
1.0580 |
|
0.500 |
1.0571 |
|
0.382 |
1.0562 |
|
LOW |
1.0532 |
|
0.618 |
1.0484 |
|
1.000 |
1.0454 |
|
1.618 |
1.0406 |
|
2.618 |
1.0328 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0576 |
| PP |
1.0579 |
1.0558 |
| S1 |
1.0571 |
1.0540 |
|