CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0422 |
1.0372 |
-0.0050 |
-0.5% |
1.0483 |
High |
1.0490 |
1.0379 |
-0.0111 |
-1.1% |
1.0533 |
Low |
1.0374 |
1.0281 |
-0.0093 |
-0.9% |
1.0341 |
Close |
1.0383 |
1.0317 |
-0.0066 |
-0.6% |
1.0383 |
Range |
0.0116 |
0.0098 |
-0.0018 |
-15.5% |
0.0192 |
ATR |
0.0118 |
0.0117 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
97,765 |
117,269 |
19,504 |
19.9% |
514,734 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0620 |
1.0566 |
1.0371 |
|
R3 |
1.0522 |
1.0468 |
1.0344 |
|
R2 |
1.0424 |
1.0424 |
1.0335 |
|
R1 |
1.0370 |
1.0370 |
1.0326 |
1.0348 |
PP |
1.0326 |
1.0326 |
1.0326 |
1.0315 |
S1 |
1.0272 |
1.0272 |
1.0308 |
1.0250 |
S2 |
1.0228 |
1.0228 |
1.0299 |
|
S3 |
1.0130 |
1.0174 |
1.0290 |
|
S4 |
1.0032 |
1.0076 |
1.0263 |
|
|
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 |
1.0281 |
0.0252 |
2.4% |
0.0104 |
1.0% |
14% |
False |
True |
108,876 |
10 |
1.0585 |
1.0281 |
0.0304 |
2.9% |
0.0121 |
1.2% |
12% |
False |
True |
113,823 |
20 |
1.0628 |
1.0281 |
0.0347 |
3.4% |
0.0119 |
1.2% |
10% |
False |
True |
74,513 |
40 |
1.0806 |
1.0281 |
0.0525 |
5.1% |
0.0119 |
1.2% |
7% |
False |
True |
37,387 |
60 |
1.0806 |
1.0102 |
0.0704 |
6.8% |
0.0105 |
1.0% |
31% |
False |
False |
24,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0796 |
2.618 |
1.0636 |
1.618 |
1.0538 |
1.000 |
1.0477 |
0.618 |
1.0440 |
HIGH |
1.0379 |
0.618 |
1.0342 |
0.500 |
1.0330 |
0.382 |
1.0318 |
LOW |
1.0281 |
0.618 |
1.0220 |
1.000 |
1.0183 |
1.618 |
1.0122 |
2.618 |
1.0024 |
4.250 |
0.9865 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0330 |
1.0386 |
PP |
1.0326 |
1.0363 |
S1 |
1.0321 |
1.0340 |
|