CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 22-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0460 |
1.0479 |
0.0019 |
0.2% |
1.0407 |
High |
1.0501 |
1.0533 |
0.0032 |
0.3% |
1.0585 |
Low |
1.0414 |
1.0447 |
0.0033 |
0.3% |
1.0355 |
Close |
1.0492 |
1.0474 |
-0.0018 |
-0.2% |
1.0492 |
Range |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0230 |
ATR |
0.0119 |
0.0117 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
79,149 |
91,622 |
12,473 |
15.8% |
589,250 |
|
Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0743 |
1.0694 |
1.0521 |
|
R3 |
1.0657 |
1.0608 |
1.0498 |
|
R2 |
1.0571 |
1.0571 |
1.0490 |
|
R1 |
1.0522 |
1.0522 |
1.0482 |
1.0504 |
PP |
1.0485 |
1.0485 |
1.0485 |
1.0475 |
S1 |
1.0436 |
1.0436 |
1.0466 |
1.0418 |
S2 |
1.0399 |
1.0399 |
1.0458 |
|
S3 |
1.0313 |
1.0350 |
1.0450 |
|
S4 |
1.0227 |
1.0264 |
1.0427 |
|
|
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 |
1.0533 |
1.0355 |
0.0178 |
1.7% |
0.0107 |
1.0% |
67% |
True |
False |
105,661 |
10 |
1.0585 |
1.0355 |
0.0230 |
2.2% |
0.0120 |
1.1% |
52% |
False |
False |
101,539 |
20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0118 |
1.1% |
55% |
False |
False |
55,890 |
40 |
1.0806 |
1.0289 |
0.0517 |
4.9% |
0.0117 |
1.1% |
36% |
False |
False |
28,057 |
60 |
1.0806 |
1.0039 |
0.0767 |
7.3% |
0.0101 |
1.0% |
57% |
False |
False |
18,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0899 |
2.618 |
1.0758 |
1.618 |
1.0672 |
1.000 |
1.0619 |
0.618 |
1.0586 |
HIGH |
1.0533 |
0.618 |
1.0500 |
0.500 |
1.0490 |
0.382 |
1.0480 |
LOW |
1.0447 |
0.618 |
1.0394 |
1.000 |
1.0361 |
1.618 |
1.0308 |
2.618 |
1.0222 |
4.250 |
1.0082 |
|
|
Fisher Pivots for day following 22-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0490 |
1.0468 |
PP |
1.0485 |
1.0461 |
S1 |
1.0479 |
1.0455 |
|