CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0328 |
-0.0097 |
-0.9% |
1.0470 |
| High |
1.0437 |
1.0348 |
-0.0089 |
-0.9% |
1.0485 |
| Low |
1.0303 |
1.0247 |
-0.0056 |
-0.5% |
1.0348 |
| Close |
1.0299 |
1.0266 |
-0.0033 |
-0.3% |
1.0316 |
| Range |
0.0134 |
0.0101 |
-0.0033 |
-24.6% |
0.0137 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.3% |
0.0000 |
| Volume |
52 |
161 |
109 |
209.6% |
22 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0529 |
1.0322 |
|
| R3 |
1.0489 |
1.0428 |
1.0294 |
|
| R2 |
1.0388 |
1.0388 |
1.0285 |
|
| R1 |
1.0327 |
1.0327 |
1.0275 |
1.0307 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0277 |
| S1 |
1.0226 |
1.0226 |
1.0257 |
1.0206 |
| S2 |
1.0186 |
1.0186 |
1.0247 |
|
| S3 |
1.0085 |
1.0125 |
1.0238 |
|
| S4 |
0.9984 |
1.0024 |
1.0210 |
|
|
| 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 |
1.0450 |
1.0247 |
0.0203 |
2.0% |
0.0075 |
0.7% |
9% |
False |
True |
46 |
| 10 |
1.0485 |
1.0247 |
0.0238 |
2.3% |
0.0044 |
0.4% |
8% |
False |
True |
26 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.8% |
0.0025 |
0.2% |
23% |
False |
False |
16 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0014 |
0.1% |
15% |
False |
False |
12 |
| 60 |
1.0651 |
0.9815 |
0.0836 |
8.1% |
0.0011 |
0.1% |
54% |
False |
False |
8 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0008 |
0.1% |
67% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0612 |
|
1.618 |
1.0511 |
|
1.000 |
1.0449 |
|
0.618 |
1.0410 |
|
HIGH |
1.0348 |
|
0.618 |
1.0309 |
|
0.500 |
1.0298 |
|
0.382 |
1.0286 |
|
LOW |
1.0247 |
|
0.618 |
1.0185 |
|
1.000 |
1.0146 |
|
1.618 |
1.0084 |
|
2.618 |
0.9983 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0349 |
| PP |
1.0287 |
1.0321 |
| S1 |
1.0277 |
1.0294 |
|