CME Australian Dollar Future September 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 |
1.0582 |
1.0582 |
0.0000 |
0.0% |
1.0560 |
High |
1.0610 |
1.0594 |
-0.0016 |
-0.2% |
1.0628 |
Low |
1.0532 |
1.0448 |
-0.0084 |
-0.8% |
1.0442 |
Close |
1.0594 |
1.0486 |
-0.0108 |
-1.0% |
1.0585 |
Range |
0.0078 |
0.0146 |
0.0068 |
87.2% |
0.0186 |
ATR |
0.0114 |
0.0116 |
0.0002 |
2.0% |
0.0000 |
Volume |
37,955 |
39,356 |
1,401 |
3.7% |
6,486 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0947 |
1.0863 |
1.0566 |
|
R3 |
1.0801 |
1.0717 |
1.0526 |
|
R2 |
1.0655 |
1.0655 |
1.0513 |
|
R1 |
1.0571 |
1.0571 |
1.0499 |
1.0540 |
PP |
1.0509 |
1.0509 |
1.0509 |
1.0494 |
S1 |
1.0425 |
1.0425 |
1.0473 |
1.0394 |
S2 |
1.0363 |
1.0363 |
1.0459 |
|
S3 |
1.0217 |
1.0279 |
1.0446 |
|
S4 |
1.0071 |
1.0133 |
1.0406 |
|
|
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% |
24% |
False |
False |
19,714 |
10 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0115 |
1.1% |
58% |
False |
False |
10,240 |
20 |
1.0700 |
1.0289 |
0.0411 |
3.9% |
0.0117 |
1.1% |
48% |
False |
False |
5,239 |
40 |
1.0806 |
1.0189 |
0.0617 |
5.9% |
0.0106 |
1.0% |
48% |
False |
False |
2,694 |
60 |
1.0806 |
0.9550 |
0.1256 |
12.0% |
0.0098 |
0.9% |
75% |
False |
False |
1,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1215 |
2.618 |
1.0976 |
1.618 |
1.0830 |
1.000 |
1.0740 |
0.618 |
1.0684 |
HIGH |
1.0594 |
0.618 |
1.0538 |
0.500 |
1.0521 |
0.382 |
1.0504 |
LOW |
1.0448 |
0.618 |
1.0358 |
1.000 |
1.0302 |
1.618 |
1.0212 |
2.618 |
1.0066 |
4.250 |
0.9828 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0521 |
1.0535 |
PP |
1.0509 |
1.0518 |
S1 |
1.0498 |
1.0502 |
|