CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0425 |
1.0564 |
0.0139 |
1.3% |
1.0483 |
High |
1.0578 |
1.0646 |
0.0068 |
0.6% |
1.0533 |
Low |
1.0412 |
1.0563 |
0.0151 |
1.5% |
1.0341 |
Close |
1.0565 |
1.0626 |
0.0061 |
0.6% |
1.0383 |
Range |
0.0166 |
0.0083 |
-0.0083 |
-50.0% |
0.0192 |
ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.2% |
0.0000 |
Volume |
133,624 |
95,741 |
-37,883 |
-28.4% |
514,734 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0861 |
1.0826 |
1.0672 |
|
R3 |
1.0778 |
1.0743 |
1.0649 |
|
R2 |
1.0695 |
1.0695 |
1.0641 |
|
R1 |
1.0660 |
1.0660 |
1.0634 |
1.0678 |
PP |
1.0612 |
1.0612 |
1.0612 |
1.0620 |
S1 |
1.0577 |
1.0577 |
1.0618 |
1.0595 |
S2 |
1.0529 |
1.0529 |
1.0611 |
|
S3 |
1.0446 |
1.0494 |
1.0603 |
|
S4 |
1.0363 |
1.0411 |
1.0580 |
|
|
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 |
1.0646 |
1.0281 |
0.0365 |
3.4% |
0.0114 |
1.1% |
95% |
True |
False |
107,848 |
10 |
1.0646 |
1.0281 |
0.0365 |
3.4% |
0.0113 |
1.1% |
95% |
True |
False |
106,549 |
20 |
1.0646 |
1.0281 |
0.0365 |
3.4% |
0.0119 |
1.1% |
95% |
True |
False |
90,486 |
40 |
1.0700 |
1.0281 |
0.0419 |
3.9% |
0.0122 |
1.1% |
82% |
False |
False |
45,474 |
60 |
1.0806 |
1.0116 |
0.0690 |
6.5% |
0.0108 |
1.0% |
74% |
False |
False |
30,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0999 |
2.618 |
1.0863 |
1.618 |
1.0780 |
1.000 |
1.0729 |
0.618 |
1.0697 |
HIGH |
1.0646 |
0.618 |
1.0614 |
0.500 |
1.0605 |
0.382 |
1.0595 |
LOW |
1.0563 |
0.618 |
1.0512 |
1.000 |
1.0480 |
1.618 |
1.0429 |
2.618 |
1.0346 |
4.250 |
1.0210 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0619 |
1.0580 |
PP |
1.0612 |
1.0533 |
S1 |
1.0605 |
1.0487 |
|