CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0375 |
1.0353 |
-0.0022 |
-0.2% |
1.0290 |
| High |
1.0377 |
1.0402 |
0.0025 |
0.2% |
1.0450 |
| Low |
1.0313 |
1.0337 |
0.0024 |
0.2% |
1.0247 |
| Close |
1.0374 |
1.0356 |
-0.0018 |
-0.2% |
1.0373 |
| Range |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0203 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
96 |
33 |
-63 |
-65.6% |
363 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0523 |
1.0392 |
|
| R3 |
1.0495 |
1.0458 |
1.0374 |
|
| R2 |
1.0430 |
1.0430 |
1.0368 |
|
| R1 |
1.0393 |
1.0393 |
1.0362 |
1.0412 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0374 |
| S1 |
1.0328 |
1.0328 |
1.0350 |
1.0347 |
| S2 |
1.0300 |
1.0300 |
1.0344 |
|
| S3 |
1.0235 |
1.0263 |
1.0338 |
|
| S4 |
1.0170 |
1.0198 |
1.0320 |
|
|
| 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 |
1.0402 |
1.0247 |
0.0155 |
1.5% |
0.0076 |
0.7% |
70% |
True |
False |
98 |
| 10 |
1.0450 |
1.0247 |
0.0203 |
2.0% |
0.0066 |
0.6% |
54% |
False |
False |
56 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.8% |
0.0039 |
0.4% |
55% |
False |
False |
30 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0021 |
0.2% |
35% |
False |
False |
20 |
| 60 |
1.0651 |
0.9962 |
0.0689 |
6.7% |
0.0014 |
0.1% |
57% |
False |
False |
14 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0011 |
0.1% |
75% |
False |
False |
11 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0009 |
0.1% |
75% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0572 |
|
1.618 |
1.0507 |
|
1.000 |
1.0467 |
|
0.618 |
1.0442 |
|
HIGH |
1.0402 |
|
0.618 |
1.0377 |
|
0.500 |
1.0370 |
|
0.382 |
1.0362 |
|
LOW |
1.0337 |
|
0.618 |
1.0297 |
|
1.000 |
1.0272 |
|
1.618 |
1.0232 |
|
2.618 |
1.0167 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0353 |
| PP |
1.0365 |
1.0349 |
| S1 |
1.0361 |
1.0346 |
|