CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0492 |
1.0407 |
-0.0085 |
-0.8% |
1.0582 |
High |
1.0522 |
1.0506 |
-0.0016 |
-0.2% |
1.0621 |
Low |
1.0395 |
1.0395 |
0.0000 |
0.0% |
1.0395 |
Close |
1.0438 |
1.0492 |
0.0054 |
0.5% |
1.0438 |
Range |
0.0127 |
0.0111 |
-0.0016 |
-12.6% |
0.0226 |
ATR |
0.0116 |
0.0115 |
0.0000 |
-0.3% |
0.0000 |
Volume |
114,384 |
83,023 |
-31,361 |
-27.4% |
262,526 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0797 |
1.0756 |
1.0553 |
|
R3 |
1.0686 |
1.0645 |
1.0523 |
|
R2 |
1.0575 |
1.0575 |
1.0512 |
|
R1 |
1.0534 |
1.0534 |
1.0502 |
1.0555 |
PP |
1.0464 |
1.0464 |
1.0464 |
1.0475 |
S1 |
1.0423 |
1.0423 |
1.0482 |
1.0444 |
S2 |
1.0353 |
1.0353 |
1.0472 |
|
S3 |
1.0242 |
1.0312 |
1.0461 |
|
S4 |
1.0131 |
1.0201 |
1.0431 |
|
|
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 |
1.0610 |
1.0395 |
0.0215 |
2.0% |
0.0112 |
1.1% |
45% |
False |
True |
65,617 |
10 |
1.0628 |
1.0395 |
0.0233 |
2.2% |
0.0117 |
1.1% |
42% |
False |
True |
35,203 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0107 |
1.0% |
60% |
False |
False |
17,748 |
40 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0109 |
1.0% |
44% |
False |
False |
8,957 |
60 |
1.0806 |
0.9680 |
0.1126 |
10.7% |
0.0095 |
0.9% |
72% |
False |
False |
5,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0978 |
2.618 |
1.0797 |
1.618 |
1.0686 |
1.000 |
1.0617 |
0.618 |
1.0575 |
HIGH |
1.0506 |
0.618 |
1.0464 |
0.500 |
1.0451 |
0.382 |
1.0437 |
LOW |
1.0395 |
0.618 |
1.0326 |
1.000 |
1.0284 |
1.618 |
1.0215 |
2.618 |
1.0104 |
4.250 |
0.9923 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0478 |
1.0482 |
PP |
1.0464 |
1.0472 |
S1 |
1.0451 |
1.0463 |
|