CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0444 |
1.0483 |
0.0039 |
0.4% |
1.0407 |
High |
1.0513 |
1.0496 |
-0.0017 |
-0.2% |
1.0585 |
Low |
1.0382 |
1.0377 |
-0.0005 |
0.0% |
1.0355 |
Close |
1.0492 |
1.0454 |
-0.0038 |
-0.4% |
1.0492 |
Range |
0.0131 |
0.0119 |
-0.0012 |
-9.2% |
0.0230 |
ATR |
0.0122 |
0.0122 |
0.0000 |
-0.2% |
0.0000 |
Volume |
109,280 |
87,623 |
-21,657 |
-19.8% |
589,250 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0799 |
1.0746 |
1.0519 |
|
R3 |
1.0680 |
1.0627 |
1.0487 |
|
R2 |
1.0561 |
1.0561 |
1.0476 |
|
R1 |
1.0508 |
1.0508 |
1.0465 |
1.0475 |
PP |
1.0442 |
1.0442 |
1.0442 |
1.0426 |
S1 |
1.0389 |
1.0389 |
1.0443 |
1.0356 |
S2 |
1.0323 |
1.0323 |
1.0432 |
|
S3 |
1.0204 |
1.0270 |
1.0421 |
|
S4 |
1.0085 |
1.0151 |
1.0389 |
|
|
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% |
0.0137 |
1.3% |
43% |
False |
False |
118,770 |
10 |
1.0610 |
1.0355 |
0.0255 |
2.4% |
0.0125 |
1.2% |
39% |
False |
False |
92,193 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0121 |
1.2% |
49% |
False |
False |
47,394 |
40 |
1.0806 |
1.0289 |
0.0517 |
4.9% |
0.0118 |
1.1% |
32% |
False |
False |
23,792 |
60 |
1.0806 |
0.9999 |
0.0807 |
7.7% |
0.0100 |
1.0% |
56% |
False |
False |
15,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1002 |
2.618 |
1.0808 |
1.618 |
1.0689 |
1.000 |
1.0615 |
0.618 |
1.0570 |
HIGH |
1.0496 |
0.618 |
1.0451 |
0.500 |
1.0437 |
0.382 |
1.0422 |
LOW |
1.0377 |
0.618 |
1.0303 |
1.000 |
1.0258 |
1.618 |
1.0184 |
2.618 |
1.0065 |
4.250 |
0.9871 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0448 |
1.0447 |
PP |
1.0442 |
1.0441 |
S1 |
1.0437 |
1.0434 |
|