CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0290 |
-0.0070 |
-0.7% |
1.0470 |
| High |
1.0360 |
1.0293 |
-0.0067 |
-0.6% |
1.0485 |
| Low |
1.0360 |
1.0290 |
-0.0070 |
-0.7% |
1.0348 |
| Close |
1.0316 |
1.0364 |
0.0048 |
0.5% |
1.0316 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0137 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
22 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0347 |
1.0366 |
|
| R3 |
1.0322 |
1.0344 |
1.0365 |
|
| R2 |
1.0319 |
1.0319 |
1.0365 |
|
| R1 |
1.0341 |
1.0341 |
1.0364 |
1.0330 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0310 |
| S1 |
1.0338 |
1.0338 |
1.0364 |
1.0327 |
| S2 |
1.0313 |
1.0313 |
1.0363 |
|
| S3 |
1.0310 |
1.0335 |
1.0363 |
|
| S4 |
1.0307 |
1.0332 |
1.0362 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0692 |
1.0391 |
|
| R3 |
1.0657 |
1.0555 |
1.0354 |
|
| R2 |
1.0520 |
1.0520 |
1.0341 |
|
| R1 |
1.0418 |
1.0418 |
1.0329 |
1.0401 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0374 |
| S1 |
1.0281 |
1.0281 |
1.0303 |
1.0264 |
| S2 |
1.0246 |
1.0246 |
1.0291 |
|
| S3 |
1.0109 |
1.0144 |
1.0278 |
|
| S4 |
0.9972 |
1.0007 |
1.0241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0462 |
1.0290 |
0.0172 |
1.7% |
0.0006 |
0.1% |
43% |
False |
True |
3 |
| 10 |
1.0485 |
1.0290 |
0.0195 |
1.9% |
0.0012 |
0.1% |
38% |
False |
True |
4 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0006 |
0.1% |
58% |
False |
False |
7 |
| 40 |
1.0651 |
1.0190 |
0.0461 |
4.4% |
0.0005 |
0.0% |
38% |
False |
False |
6 |
| 60 |
1.0651 |
0.9631 |
0.1020 |
9.8% |
0.0004 |
0.0% |
72% |
False |
False |
5 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0003 |
0.0% |
75% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0306 |
|
2.618 |
1.0301 |
|
1.618 |
1.0298 |
|
1.000 |
1.0296 |
|
0.618 |
1.0295 |
|
HIGH |
1.0293 |
|
0.618 |
1.0292 |
|
0.500 |
1.0292 |
|
0.382 |
1.0291 |
|
LOW |
1.0290 |
|
0.618 |
1.0288 |
|
1.000 |
1.0287 |
|
1.618 |
1.0285 |
|
2.618 |
1.0282 |
|
4.250 |
1.0277 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0354 |
| PP |
1.0316 |
1.0344 |
| S1 |
1.0292 |
1.0334 |
|