CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0372 |
1.0342 |
-0.0030 |
-0.3% |
1.0483 |
High |
1.0379 |
1.0437 |
0.0058 |
0.6% |
1.0533 |
Low |
1.0281 |
1.0328 |
0.0047 |
0.5% |
1.0341 |
Close |
1.0317 |
1.0430 |
0.0113 |
1.1% |
1.0383 |
Range |
0.0098 |
0.0109 |
0.0011 |
11.2% |
0.0192 |
ATR |
0.0117 |
0.0117 |
0.0000 |
0.2% |
0.0000 |
Volume |
117,269 |
94,843 |
-22,426 |
-19.1% |
514,734 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0725 |
1.0687 |
1.0490 |
|
R3 |
1.0616 |
1.0578 |
1.0460 |
|
R2 |
1.0507 |
1.0507 |
1.0450 |
|
R1 |
1.0469 |
1.0469 |
1.0440 |
1.0488 |
PP |
1.0398 |
1.0398 |
1.0398 |
1.0408 |
S1 |
1.0360 |
1.0360 |
1.0420 |
1.0379 |
S2 |
1.0289 |
1.0289 |
1.0410 |
|
S3 |
1.0180 |
1.0251 |
1.0400 |
|
S4 |
1.0071 |
1.0142 |
1.0370 |
|
|
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% |
0.0108 |
1.0% |
59% |
False |
False |
112,014 |
10 |
1.0585 |
1.0281 |
0.0304 |
2.9% |
0.0117 |
1.1% |
49% |
False |
False |
113,183 |
20 |
1.0628 |
1.0281 |
0.0347 |
3.3% |
0.0118 |
1.1% |
43% |
False |
False |
79,193 |
40 |
1.0738 |
1.0281 |
0.0457 |
4.4% |
0.0121 |
1.2% |
33% |
False |
False |
39,752 |
60 |
1.0806 |
1.0102 |
0.0704 |
6.7% |
0.0106 |
1.0% |
47% |
False |
False |
26,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0900 |
2.618 |
1.0722 |
1.618 |
1.0613 |
1.000 |
1.0546 |
0.618 |
1.0504 |
HIGH |
1.0437 |
0.618 |
1.0395 |
0.500 |
1.0383 |
0.382 |
1.0370 |
LOW |
1.0328 |
0.618 |
1.0261 |
1.000 |
1.0219 |
1.618 |
1.0152 |
2.618 |
1.0043 |
4.250 |
0.9865 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0414 |
1.0415 |
PP |
1.0398 |
1.0400 |
S1 |
1.0383 |
1.0386 |
|