CME Australian Dollar Future September 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 |
1.0582 |
1.0490 |
-0.0092 |
-0.9% |
1.0560 |
High |
1.0594 |
1.0530 |
-0.0064 |
-0.6% |
1.0628 |
Low |
1.0448 |
1.0430 |
-0.0018 |
-0.2% |
1.0442 |
Close |
1.0486 |
1.0511 |
0.0025 |
0.2% |
1.0585 |
Range |
0.0146 |
0.0100 |
-0.0046 |
-31.5% |
0.0186 |
ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
39,356 |
53,369 |
14,013 |
35.6% |
6,486 |
|
Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0790 |
1.0751 |
1.0566 |
|
R3 |
1.0690 |
1.0651 |
1.0539 |
|
R2 |
1.0590 |
1.0590 |
1.0529 |
|
R1 |
1.0551 |
1.0551 |
1.0520 |
1.0571 |
PP |
1.0490 |
1.0490 |
1.0490 |
1.0500 |
S1 |
1.0451 |
1.0451 |
1.0502 |
1.0471 |
S2 |
1.0390 |
1.0390 |
1.0493 |
|
S3 |
1.0290 |
1.0351 |
1.0484 |
|
S4 |
1.0190 |
1.0251 |
1.0456 |
|
|
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 |
1.0430 |
0.0198 |
1.9% |
0.0114 |
1.1% |
41% |
False |
True |
29,977 |
10 |
1.0628 |
1.0371 |
0.0257 |
2.4% |
0.0115 |
1.1% |
54% |
False |
False |
15,533 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0111 |
1.1% |
65% |
False |
False |
7,903 |
40 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0106 |
1.0% |
47% |
False |
False |
4,027 |
60 |
1.0806 |
0.9550 |
0.1256 |
11.9% |
0.0095 |
0.9% |
77% |
False |
False |
2,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0955 |
2.618 |
1.0792 |
1.618 |
1.0692 |
1.000 |
1.0630 |
0.618 |
1.0592 |
HIGH |
1.0530 |
0.618 |
1.0492 |
0.500 |
1.0480 |
0.382 |
1.0468 |
LOW |
1.0430 |
0.618 |
1.0368 |
1.000 |
1.0330 |
1.618 |
1.0268 |
2.618 |
1.0168 |
4.250 |
1.0005 |
|
|
Fisher Pivots for day following 09-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0501 |
1.0520 |
PP |
1.0490 |
1.0517 |
S1 |
1.0480 |
1.0514 |
|