CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0270 |
0.0081 |
0.8% |
1.0304 |
| High |
1.0228 |
1.0320 |
0.0092 |
0.9% |
1.0402 |
| Low |
1.0189 |
1.0270 |
0.0081 |
0.8% |
1.0240 |
| Close |
1.0205 |
1.0316 |
0.0111 |
1.1% |
1.0267 |
| Range |
0.0039 |
0.0050 |
0.0011 |
28.2% |
0.0162 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0000 |
| Volume |
131 |
26 |
-105 |
-80.2% |
339 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0434 |
1.0344 |
|
| R3 |
1.0402 |
1.0384 |
1.0330 |
|
| R2 |
1.0352 |
1.0352 |
1.0325 |
|
| R1 |
1.0334 |
1.0334 |
1.0321 |
1.0343 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0307 |
| S1 |
1.0284 |
1.0284 |
1.0311 |
1.0293 |
| S2 |
1.0252 |
1.0252 |
1.0307 |
|
| S3 |
1.0202 |
1.0234 |
1.0302 |
|
| S4 |
1.0152 |
1.0184 |
1.0289 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0690 |
1.0356 |
|
| R3 |
1.0627 |
1.0528 |
1.0312 |
|
| R2 |
1.0465 |
1.0465 |
1.0297 |
|
| R1 |
1.0366 |
1.0366 |
1.0282 |
1.0335 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0287 |
| S1 |
1.0204 |
1.0204 |
1.0252 |
1.0173 |
| S2 |
1.0141 |
1.0141 |
1.0237 |
|
| S3 |
0.9979 |
1.0042 |
1.0222 |
|
| S4 |
0.9817 |
0.9880 |
1.0178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0402 |
1.0189 |
0.0213 |
2.1% |
0.0064 |
0.6% |
60% |
False |
False |
67 |
| 10 |
1.0437 |
1.0189 |
0.0248 |
2.4% |
0.0077 |
0.7% |
51% |
False |
False |
84 |
| 20 |
1.0485 |
1.0189 |
0.0296 |
2.9% |
0.0051 |
0.5% |
43% |
False |
False |
44 |
| 40 |
1.0595 |
1.0189 |
0.0406 |
3.9% |
0.0027 |
0.3% |
31% |
False |
False |
27 |
| 60 |
1.0651 |
1.0015 |
0.0636 |
6.2% |
0.0018 |
0.2% |
47% |
False |
False |
19 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0015 |
0.1% |
71% |
False |
False |
15 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0012 |
0.1% |
71% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0451 |
|
1.618 |
1.0401 |
|
1.000 |
1.0370 |
|
0.618 |
1.0351 |
|
HIGH |
1.0320 |
|
0.618 |
1.0301 |
|
0.500 |
1.0295 |
|
0.382 |
1.0289 |
|
LOW |
1.0270 |
|
0.618 |
1.0239 |
|
1.000 |
1.0220 |
|
1.618 |
1.0189 |
|
2.618 |
1.0139 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0299 |
| PP |
1.0302 |
1.0281 |
| S1 |
1.0295 |
1.0264 |
|