CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0659 |
0.0064 |
0.6% |
1.0694 |
| High |
1.0677 |
1.0765 |
0.0088 |
0.8% |
1.0765 |
| Low |
1.0575 |
1.0584 |
0.0009 |
0.1% |
1.0575 |
| Close |
1.0659 |
1.0721 |
0.0062 |
0.6% |
1.0721 |
| Range |
0.0102 |
0.0181 |
0.0079 |
77.5% |
0.0190 |
| ATR |
0.0130 |
0.0133 |
0.0004 |
2.8% |
0.0000 |
| Volume |
126,858 |
156,631 |
29,773 |
23.5% |
510,692 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1158 |
1.0821 |
|
| R3 |
1.1052 |
1.0977 |
1.0771 |
|
| R2 |
1.0871 |
1.0871 |
1.0754 |
|
| R1 |
1.0796 |
1.0796 |
1.0738 |
1.0834 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0709 |
| S1 |
1.0615 |
1.0615 |
1.0704 |
1.0653 |
| S2 |
1.0509 |
1.0509 |
1.0688 |
|
| S3 |
1.0328 |
1.0434 |
1.0671 |
|
| S4 |
1.0147 |
1.0253 |
1.0621 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1179 |
1.0826 |
|
| R3 |
1.1067 |
1.0989 |
1.0773 |
|
| R2 |
1.0877 |
1.0877 |
1.0756 |
|
| R1 |
1.0799 |
1.0799 |
1.0738 |
1.0838 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0707 |
| S1 |
1.0609 |
1.0609 |
1.0704 |
1.0648 |
| S2 |
1.0497 |
1.0497 |
1.0686 |
|
| S3 |
1.0307 |
1.0419 |
1.0669 |
|
| S4 |
1.0117 |
1.0229 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0575 |
0.0190 |
1.8% |
0.0132 |
1.2% |
77% |
True |
False |
120,139 |
| 10 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0129 |
1.2% |
87% |
True |
False |
116,890 |
| 20 |
1.0844 |
1.0414 |
0.0430 |
4.0% |
0.0138 |
1.3% |
71% |
False |
False |
119,145 |
| 40 |
1.0954 |
1.0310 |
0.0644 |
6.0% |
0.0127 |
1.2% |
64% |
False |
False |
105,488 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0126 |
1.2% |
83% |
False |
False |
103,939 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0115 |
1.1% |
83% |
False |
False |
79,267 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0111 |
1.0% |
83% |
False |
False |
63,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1239 |
|
1.618 |
1.1058 |
|
1.000 |
1.0946 |
|
0.618 |
1.0877 |
|
HIGH |
1.0765 |
|
0.618 |
1.0696 |
|
0.500 |
1.0675 |
|
0.382 |
1.0653 |
|
LOW |
1.0584 |
|
0.618 |
1.0472 |
|
1.000 |
1.0403 |
|
1.618 |
1.0291 |
|
2.618 |
1.0110 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0704 |
| PP |
1.0690 |
1.0687 |
| S1 |
1.0675 |
1.0670 |
|