CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 07-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0470 |
1.0462 |
-0.0008 |
-0.1% |
1.0431 |
High |
1.0485 |
1.0462 |
-0.0023 |
-0.2% |
1.0440 |
Low |
1.0470 |
1.0462 |
-0.0008 |
-0.1% |
1.0340 |
Close |
1.0439 |
1.0470 |
0.0031 |
0.3% |
1.0461 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0100 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
6 |
3 |
-3 |
-50.0% |
21 |
|
Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0465 |
1.0467 |
1.0470 |
|
R3 |
1.0465 |
1.0467 |
1.0470 |
|
R2 |
1.0465 |
1.0465 |
1.0470 |
|
R1 |
1.0467 |
1.0467 |
1.0470 |
1.0466 |
PP |
1.0465 |
1.0465 |
1.0465 |
1.0464 |
S1 |
1.0467 |
1.0467 |
1.0470 |
1.0466 |
S2 |
1.0465 |
1.0465 |
1.0470 |
|
S3 |
1.0465 |
1.0467 |
1.0470 |
|
S4 |
1.0465 |
1.0467 |
1.0470 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0714 |
1.0687 |
1.0516 |
|
R3 |
1.0614 |
1.0587 |
1.0489 |
|
R2 |
1.0514 |
1.0514 |
1.0479 |
|
R1 |
1.0487 |
1.0487 |
1.0470 |
1.0501 |
PP |
1.0414 |
1.0414 |
1.0414 |
1.0420 |
S1 |
1.0387 |
1.0387 |
1.0452 |
1.0401 |
S2 |
1.0314 |
1.0314 |
1.0443 |
|
S3 |
1.0214 |
1.0287 |
1.0434 |
|
S4 |
1.0114 |
1.0187 |
1.0406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0485 |
1.0340 |
0.0145 |
1.4% |
0.0017 |
0.2% |
90% |
False |
False |
4 |
10 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0009 |
0.1% |
95% |
False |
False |
5 |
20 |
1.0515 |
1.0200 |
0.0315 |
3.0% |
0.0004 |
0.0% |
86% |
False |
False |
8 |
40 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0004 |
0.0% |
64% |
False |
False |
6 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0004 |
0.0% |
85% |
False |
False |
5 |
80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0003 |
0.0% |
85% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0462 |
2.618 |
1.0462 |
1.618 |
1.0462 |
1.000 |
1.0462 |
0.618 |
1.0462 |
HIGH |
1.0462 |
0.618 |
1.0462 |
0.500 |
1.0462 |
0.382 |
1.0462 |
LOW |
1.0462 |
0.618 |
1.0462 |
1.000 |
1.0462 |
1.618 |
1.0462 |
2.618 |
1.0462 |
4.250 |
1.0462 |
|
|
Fisher Pivots for day following 07-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0467 |
1.0465 |
PP |
1.0465 |
1.0459 |
S1 |
1.0462 |
1.0454 |
|