CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0304 |
0.0014 |
0.1% |
1.0290 |
| High |
1.0374 |
1.0355 |
-0.0019 |
-0.2% |
1.0450 |
| Low |
1.0290 |
1.0290 |
0.0000 |
0.0% |
1.0247 |
| Close |
1.0373 |
1.0336 |
-0.0037 |
-0.4% |
1.0373 |
| Range |
0.0084 |
0.0065 |
-0.0019 |
-22.6% |
0.0203 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
135 |
65 |
-70 |
-51.9% |
363 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0494 |
1.0372 |
|
| R3 |
1.0457 |
1.0429 |
1.0354 |
|
| R2 |
1.0392 |
1.0392 |
1.0348 |
|
| R1 |
1.0364 |
1.0364 |
1.0342 |
1.0378 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0334 |
| S1 |
1.0299 |
1.0299 |
1.0330 |
1.0313 |
| S2 |
1.0262 |
1.0262 |
1.0324 |
|
| S3 |
1.0197 |
1.0234 |
1.0318 |
|
| S4 |
1.0132 |
1.0169 |
1.0300 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0872 |
1.0485 |
|
| R3 |
1.0763 |
1.0669 |
1.0429 |
|
| R2 |
1.0560 |
1.0560 |
1.0410 |
|
| R1 |
1.0466 |
1.0466 |
1.0392 |
1.0513 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0380 |
| S1 |
1.0263 |
1.0263 |
1.0354 |
1.0310 |
| S2 |
1.0154 |
1.0154 |
1.0336 |
|
| S3 |
0.9951 |
1.0060 |
1.0317 |
|
| S4 |
0.9748 |
0.9857 |
1.0261 |
|
|
| 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% |
0.0105 |
1.0% |
44% |
False |
False |
85 |
| 10 |
1.0462 |
1.0247 |
0.0215 |
2.1% |
0.0055 |
0.5% |
41% |
False |
False |
44 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.8% |
0.0032 |
0.3% |
48% |
False |
False |
25 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0018 |
0.2% |
30% |
False |
False |
17 |
| 60 |
1.0651 |
0.9924 |
0.0727 |
7.0% |
0.0012 |
0.1% |
57% |
False |
False |
12 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0010 |
0.1% |
73% |
False |
False |
9 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0008 |
0.1% |
73% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0525 |
|
1.618 |
1.0460 |
|
1.000 |
1.0420 |
|
0.618 |
1.0395 |
|
HIGH |
1.0355 |
|
0.618 |
1.0330 |
|
0.500 |
1.0323 |
|
0.382 |
1.0315 |
|
LOW |
1.0290 |
|
0.618 |
1.0250 |
|
1.000 |
1.0225 |
|
1.618 |
1.0185 |
|
2.618 |
1.0120 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0328 |
| PP |
1.0327 |
1.0319 |
| S1 |
1.0323 |
1.0311 |
|