CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0483 |
1.0460 |
-0.0023 |
-0.2% |
1.0407 |
High |
1.0496 |
1.0501 |
0.0005 |
0.0% |
1.0585 |
Low |
1.0377 |
1.0414 |
0.0037 |
0.4% |
1.0355 |
Close |
1.0454 |
1.0492 |
0.0038 |
0.4% |
1.0492 |
Range |
0.0119 |
0.0087 |
-0.0032 |
-26.9% |
0.0230 |
ATR |
0.0122 |
0.0119 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
87,623 |
79,149 |
-8,474 |
-9.7% |
589,250 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0730 |
1.0698 |
1.0540 |
|
R3 |
1.0643 |
1.0611 |
1.0516 |
|
R2 |
1.0556 |
1.0556 |
1.0508 |
|
R1 |
1.0524 |
1.0524 |
1.0500 |
1.0540 |
PP |
1.0469 |
1.0469 |
1.0469 |
1.0477 |
S1 |
1.0437 |
1.0437 |
1.0484 |
1.0453 |
S2 |
1.0382 |
1.0382 |
1.0476 |
|
S3 |
1.0295 |
1.0350 |
1.0468 |
|
S4 |
1.0208 |
1.0263 |
1.0444 |
|
|
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% |
0.0126 |
1.2% |
60% |
False |
False |
114,352 |
10 |
1.0594 |
1.0355 |
0.0239 |
2.3% |
0.0126 |
1.2% |
57% |
False |
False |
96,313 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0118 |
1.1% |
60% |
False |
False |
51,340 |
40 |
1.0806 |
1.0289 |
0.0517 |
4.9% |
0.0118 |
1.1% |
39% |
False |
False |
25,768 |
60 |
1.0806 |
1.0012 |
0.0794 |
7.6% |
0.0101 |
1.0% |
60% |
False |
False |
17,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0871 |
2.618 |
1.0729 |
1.618 |
1.0642 |
1.000 |
1.0588 |
0.618 |
1.0555 |
HIGH |
1.0501 |
0.618 |
1.0468 |
0.500 |
1.0458 |
0.382 |
1.0447 |
LOW |
1.0414 |
0.618 |
1.0360 |
1.000 |
1.0327 |
1.618 |
1.0273 |
2.618 |
1.0186 |
4.250 |
1.0044 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0481 |
1.0476 |
PP |
1.0469 |
1.0461 |
S1 |
1.0458 |
1.0445 |
|