CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0490 |
1.0492 |
0.0002 |
0.0% |
1.0582 |
High |
1.0530 |
1.0522 |
-0.0008 |
-0.1% |
1.0621 |
Low |
1.0430 |
1.0395 |
-0.0035 |
-0.3% |
1.0395 |
Close |
1.0511 |
1.0438 |
-0.0073 |
-0.7% |
1.0438 |
Range |
0.0100 |
0.0127 |
0.0027 |
27.0% |
0.0226 |
ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
Volume |
53,369 |
114,384 |
61,015 |
114.3% |
262,526 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0833 |
1.0762 |
1.0508 |
|
R3 |
1.0706 |
1.0635 |
1.0473 |
|
R2 |
1.0579 |
1.0579 |
1.0461 |
|
R1 |
1.0508 |
1.0508 |
1.0450 |
1.0480 |
PP |
1.0452 |
1.0452 |
1.0452 |
1.0438 |
S1 |
1.0381 |
1.0381 |
1.0426 |
1.0353 |
S2 |
1.0325 |
1.0325 |
1.0415 |
|
S3 |
1.0198 |
1.0254 |
1.0403 |
|
S4 |
1.0071 |
1.0127 |
1.0368 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1163 |
1.1026 |
1.0562 |
|
R3 |
1.0937 |
1.0800 |
1.0500 |
|
R2 |
1.0711 |
1.0711 |
1.0479 |
|
R1 |
1.0574 |
1.0574 |
1.0459 |
1.0530 |
PP |
1.0485 |
1.0485 |
1.0485 |
1.0462 |
S1 |
1.0348 |
1.0348 |
1.0417 |
1.0304 |
S2 |
1.0259 |
1.0259 |
1.0397 |
|
S3 |
1.0033 |
1.0122 |
1.0376 |
|
S4 |
0.9807 |
0.9896 |
1.0314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0621 |
1.0395 |
0.0226 |
2.2% |
0.0104 |
1.0% |
19% |
False |
True |
52,505 |
10 |
1.0628 |
1.0395 |
0.0233 |
2.2% |
0.0116 |
1.1% |
18% |
False |
True |
26,936 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0111 |
1.1% |
44% |
False |
False |
13,610 |
40 |
1.0806 |
1.0247 |
0.0559 |
5.4% |
0.0108 |
1.0% |
34% |
False |
False |
6,882 |
60 |
1.0806 |
0.9580 |
0.1226 |
11.7% |
0.0095 |
0.9% |
70% |
False |
False |
4,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1062 |
2.618 |
1.0854 |
1.618 |
1.0727 |
1.000 |
1.0649 |
0.618 |
1.0600 |
HIGH |
1.0522 |
0.618 |
1.0473 |
0.500 |
1.0459 |
0.382 |
1.0444 |
LOW |
1.0395 |
0.618 |
1.0317 |
1.000 |
1.0268 |
1.618 |
1.0190 |
2.618 |
1.0063 |
4.250 |
0.9855 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0459 |
1.0495 |
PP |
1.0452 |
1.0476 |
S1 |
1.0445 |
1.0457 |
|