CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 24-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0457 |
1.0422 |
-0.0035 |
-0.3% |
1.0483 |
High |
1.0474 |
1.0490 |
0.0016 |
0.2% |
1.0533 |
Low |
1.0341 |
1.0374 |
0.0033 |
0.3% |
1.0341 |
Close |
1.0385 |
1.0383 |
-0.0002 |
0.0% |
1.0383 |
Range |
0.0133 |
0.0116 |
-0.0017 |
-12.8% |
0.0192 |
ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
Volume |
158,575 |
97,765 |
-60,810 |
-38.3% |
514,734 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0764 |
1.0689 |
1.0447 |
|
R3 |
1.0648 |
1.0573 |
1.0415 |
|
R2 |
1.0532 |
1.0532 |
1.0404 |
|
R1 |
1.0457 |
1.0457 |
1.0394 |
1.0437 |
PP |
1.0416 |
1.0416 |
1.0416 |
1.0405 |
S1 |
1.0341 |
1.0341 |
1.0372 |
1.0321 |
S2 |
1.0300 |
1.0300 |
1.0362 |
|
S3 |
1.0184 |
1.0225 |
1.0351 |
|
S4 |
1.0068 |
1.0109 |
1.0319 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0995 |
1.0881 |
1.0489 |
|
R3 |
1.0803 |
1.0689 |
1.0436 |
|
R2 |
1.0611 |
1.0611 |
1.0418 |
|
R1 |
1.0497 |
1.0497 |
1.0401 |
1.0458 |
PP |
1.0419 |
1.0419 |
1.0419 |
1.0400 |
S1 |
1.0305 |
1.0305 |
1.0365 |
1.0266 |
S2 |
1.0227 |
1.0227 |
1.0348 |
|
S3 |
1.0035 |
1.0113 |
1.0330 |
|
S4 |
0.9843 |
0.9921 |
1.0277 |
|
|
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% |
0.0108 |
1.0% |
22% |
False |
False |
102,946 |
10 |
1.0585 |
1.0341 |
0.0244 |
2.3% |
0.0122 |
1.2% |
17% |
False |
False |
110,398 |
20 |
1.0628 |
1.0341 |
0.0287 |
2.8% |
0.0119 |
1.1% |
15% |
False |
False |
68,667 |
40 |
1.0806 |
1.0289 |
0.0517 |
5.0% |
0.0119 |
1.1% |
18% |
False |
False |
34,458 |
60 |
1.0806 |
1.0101 |
0.0705 |
6.8% |
0.0104 |
1.0% |
40% |
False |
False |
23,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0983 |
2.618 |
1.0794 |
1.618 |
1.0678 |
1.000 |
1.0606 |
0.618 |
1.0562 |
HIGH |
1.0490 |
0.618 |
1.0446 |
0.500 |
1.0432 |
0.382 |
1.0418 |
LOW |
1.0374 |
0.618 |
1.0302 |
1.000 |
1.0258 |
1.618 |
1.0186 |
2.618 |
1.0070 |
4.250 |
0.9881 |
|
|
Fisher Pivots for day following 24-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0432 |
1.0437 |
PP |
1.0416 |
1.0419 |
S1 |
1.0399 |
1.0401 |
|