CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0440 |
-0.0111 |
-1.1% |
1.0582 |
| High |
1.0585 |
1.0466 |
-0.0119 |
-1.1% |
1.0621 |
| Low |
1.0405 |
1.0355 |
-0.0050 |
-0.5% |
1.0395 |
| Close |
1.0418 |
1.0382 |
-0.0036 |
-0.3% |
1.0438 |
| Range |
0.0180 |
0.0111 |
-0.0069 |
-38.3% |
0.0226 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
135,076 |
160,633 |
25,557 |
18.9% |
262,526 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0734 |
1.0669 |
1.0443 |
|
| R3 |
1.0623 |
1.0558 |
1.0413 |
|
| R2 |
1.0512 |
1.0512 |
1.0402 |
|
| R1 |
1.0447 |
1.0447 |
1.0392 |
1.0424 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0390 |
| S1 |
1.0336 |
1.0336 |
1.0372 |
1.0313 |
| S2 |
1.0290 |
1.0290 |
1.0362 |
|
| S3 |
1.0179 |
1.0225 |
1.0351 |
|
| S4 |
1.0068 |
1.0114 |
1.0321 |
|
|
| 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 |
1.0355 |
0.0230 |
2.2% |
0.0135 |
1.3% |
12% |
False |
True |
118,870 |
| 10 |
1.0628 |
1.0355 |
0.0273 |
2.6% |
0.0125 |
1.2% |
10% |
False |
True |
74,423 |
| 20 |
1.0628 |
1.0289 |
0.0339 |
3.3% |
0.0116 |
1.1% |
27% |
False |
False |
37,572 |
| 40 |
1.0806 |
1.0289 |
0.0517 |
5.0% |
0.0115 |
1.1% |
18% |
False |
False |
18,875 |
| 60 |
1.0806 |
0.9866 |
0.0940 |
9.1% |
0.0099 |
1.0% |
55% |
False |
False |
12,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0938 |
|
2.618 |
1.0757 |
|
1.618 |
1.0646 |
|
1.000 |
1.0577 |
|
0.618 |
1.0535 |
|
HIGH |
1.0466 |
|
0.618 |
1.0424 |
|
0.500 |
1.0411 |
|
0.382 |
1.0397 |
|
LOW |
1.0355 |
|
0.618 |
1.0286 |
|
1.000 |
1.0244 |
|
1.618 |
1.0175 |
|
2.618 |
1.0064 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0411 |
1.0470 |
| PP |
1.0401 |
1.0441 |
| S1 |
1.0392 |
1.0411 |
|