CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0480 |
1.0551 |
0.0071 |
0.7% |
1.0582 |
High |
1.0584 |
1.0585 |
0.0001 |
0.0% |
1.0621 |
Low |
1.0439 |
1.0405 |
-0.0034 |
-0.3% |
1.0395 |
Close |
1.0565 |
1.0418 |
-0.0147 |
-1.4% |
1.0438 |
Range |
0.0145 |
0.0180 |
0.0035 |
24.1% |
0.0226 |
ATR |
0.0118 |
0.0122 |
0.0004 |
3.8% |
0.0000 |
Volume |
101,238 |
135,076 |
33,838 |
33.4% |
262,526 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1009 |
1.0894 |
1.0517 |
|
R3 |
1.0829 |
1.0714 |
1.0468 |
|
R2 |
1.0649 |
1.0649 |
1.0451 |
|
R1 |
1.0534 |
1.0534 |
1.0435 |
1.0502 |
PP |
1.0469 |
1.0469 |
1.0469 |
1.0453 |
S1 |
1.0354 |
1.0354 |
1.0402 |
1.0322 |
S2 |
1.0289 |
1.0289 |
1.0385 |
|
S3 |
1.0109 |
1.0174 |
1.0369 |
|
S4 |
0.9929 |
0.9994 |
1.0319 |
|
|
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 |
1.0585 |
1.0395 |
0.0190 |
1.8% |
0.0133 |
1.3% |
12% |
True |
False |
97,418 |
10 |
1.0628 |
1.0395 |
0.0233 |
2.2% |
0.0123 |
1.2% |
10% |
False |
False |
58,566 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.3% |
0.0114 |
1.1% |
38% |
False |
False |
29,553 |
40 |
1.0806 |
1.0247 |
0.0559 |
5.4% |
0.0114 |
1.1% |
31% |
False |
False |
14,861 |
60 |
1.0806 |
0.9822 |
0.0984 |
9.4% |
0.0098 |
0.9% |
61% |
False |
False |
9,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1350 |
2.618 |
1.1056 |
1.618 |
1.0876 |
1.000 |
1.0765 |
0.618 |
1.0696 |
HIGH |
1.0585 |
0.618 |
1.0516 |
0.500 |
1.0495 |
0.382 |
1.0474 |
LOW |
1.0405 |
0.618 |
1.0294 |
1.000 |
1.0225 |
1.618 |
1.0114 |
2.618 |
0.9934 |
4.250 |
0.9640 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0495 |
1.0490 |
PP |
1.0469 |
1.0466 |
S1 |
1.0444 |
1.0442 |
|