CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0444 |
0.0004 |
0.0% |
1.0407 |
| High |
1.0466 |
1.0513 |
0.0047 |
0.4% |
1.0585 |
| Low |
1.0355 |
1.0382 |
0.0027 |
0.3% |
1.0355 |
| Close |
1.0382 |
1.0492 |
0.0110 |
1.1% |
1.0492 |
| Range |
0.0111 |
0.0131 |
0.0020 |
18.0% |
0.0230 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.6% |
0.0000 |
| Volume |
160,633 |
109,280 |
-51,353 |
-32.0% |
589,250 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0805 |
1.0564 |
|
| R3 |
1.0724 |
1.0674 |
1.0528 |
|
| R2 |
1.0593 |
1.0593 |
1.0516 |
|
| R1 |
1.0543 |
1.0543 |
1.0504 |
1.0568 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0475 |
| S1 |
1.0412 |
1.0412 |
1.0480 |
1.0437 |
| S2 |
1.0331 |
1.0331 |
1.0468 |
|
| S3 |
1.0200 |
1.0281 |
1.0456 |
|
| S4 |
1.0069 |
1.0150 |
1.0420 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1060 |
1.0619 |
|
| R3 |
1.0937 |
1.0830 |
1.0555 |
|
| R2 |
1.0707 |
1.0707 |
1.0534 |
|
| R1 |
1.0600 |
1.0600 |
1.0513 |
1.0654 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0504 |
| S1 |
1.0370 |
1.0370 |
1.0471 |
1.0424 |
| S2 |
1.0247 |
1.0247 |
1.0450 |
|
| S3 |
1.0017 |
1.0140 |
1.0429 |
|
| S4 |
0.9787 |
0.9910 |
1.0366 |
|
|
| 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% |
0.0136 |
1.3% |
60% |
False |
False |
117,850 |
| 10 |
1.0621 |
1.0355 |
0.0266 |
2.5% |
0.0120 |
1.1% |
52% |
False |
False |
85,177 |
| 20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0120 |
1.1% |
60% |
False |
False |
43,021 |
| 40 |
1.0806 |
1.0289 |
0.0517 |
4.9% |
0.0115 |
1.1% |
39% |
False |
False |
21,606 |
| 60 |
1.0806 |
0.9905 |
0.0901 |
8.6% |
0.0100 |
1.0% |
65% |
False |
False |
14,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0856 |
|
1.618 |
1.0725 |
|
1.000 |
1.0644 |
|
0.618 |
1.0594 |
|
HIGH |
1.0513 |
|
0.618 |
1.0463 |
|
0.500 |
1.0448 |
|
0.382 |
1.0432 |
|
LOW |
1.0382 |
|
0.618 |
1.0301 |
|
1.000 |
1.0251 |
|
1.618 |
1.0170 |
|
2.618 |
1.0039 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0485 |
| PP |
1.0462 |
1.0477 |
| S1 |
1.0448 |
1.0470 |
|