CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0479 |
1.0457 |
-0.0022 |
-0.2% |
1.0407 |
| High |
1.0533 |
1.0474 |
-0.0059 |
-0.6% |
1.0585 |
| Low |
1.0447 |
1.0341 |
-0.0106 |
-1.0% |
1.0355 |
| Close |
1.0474 |
1.0385 |
-0.0089 |
-0.8% |
1.0492 |
| Range |
0.0086 |
0.0133 |
0.0047 |
54.7% |
0.0230 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.0% |
0.0000 |
| Volume |
91,622 |
158,575 |
66,953 |
73.1% |
589,250 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0725 |
1.0458 |
|
| R3 |
1.0666 |
1.0592 |
1.0422 |
|
| R2 |
1.0533 |
1.0533 |
1.0409 |
|
| R1 |
1.0459 |
1.0459 |
1.0397 |
1.0430 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0385 |
| S1 |
1.0326 |
1.0326 |
1.0373 |
1.0297 |
| S2 |
1.0267 |
1.0267 |
1.0361 |
|
| S3 |
1.0134 |
1.0193 |
1.0348 |
|
| S4 |
1.0001 |
1.0060 |
1.0312 |
|
|
| 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 |
1.0341 |
0.0192 |
1.8% |
0.0111 |
1.1% |
23% |
False |
True |
105,249 |
| 10 |
1.0585 |
1.0341 |
0.0244 |
2.3% |
0.0123 |
1.2% |
18% |
False |
True |
112,060 |
| 20 |
1.0628 |
1.0341 |
0.0287 |
2.8% |
0.0119 |
1.1% |
15% |
False |
True |
63,797 |
| 40 |
1.0806 |
1.0289 |
0.0517 |
5.0% |
0.0118 |
1.1% |
19% |
False |
False |
32,019 |
| 60 |
1.0806 |
1.0069 |
0.0737 |
7.1% |
0.0103 |
1.0% |
43% |
False |
False |
21,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0822 |
|
1.618 |
1.0689 |
|
1.000 |
1.0607 |
|
0.618 |
1.0556 |
|
HIGH |
1.0474 |
|
0.618 |
1.0423 |
|
0.500 |
1.0408 |
|
0.382 |
1.0392 |
|
LOW |
1.0341 |
|
0.618 |
1.0259 |
|
1.000 |
1.0208 |
|
1.618 |
1.0126 |
|
2.618 |
0.9993 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0437 |
| PP |
1.0400 |
1.0420 |
| S1 |
1.0393 |
1.0402 |
|