CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0624 |
0.0001 |
0.0% |
1.0717 |
| High |
1.0662 |
1.0653 |
-0.0009 |
-0.1% |
1.0759 |
| Low |
1.0551 |
1.0526 |
-0.0025 |
-0.2% |
1.0526 |
| Close |
1.0642 |
1.0569 |
-0.0073 |
-0.7% |
1.0569 |
| Range |
0.0111 |
0.0127 |
0.0016 |
14.4% |
0.0233 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
100,058 |
33,873 |
-66,185 |
-66.1% |
456,933 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0893 |
1.0639 |
|
| R3 |
1.0837 |
1.0766 |
1.0604 |
|
| R2 |
1.0710 |
1.0710 |
1.0592 |
|
| R1 |
1.0639 |
1.0639 |
1.0581 |
1.0611 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0569 |
| S1 |
1.0512 |
1.0512 |
1.0557 |
1.0484 |
| S2 |
1.0456 |
1.0456 |
1.0546 |
|
| S3 |
1.0329 |
1.0385 |
1.0534 |
|
| S4 |
1.0202 |
1.0258 |
1.0499 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1317 |
1.1176 |
1.0697 |
|
| R3 |
1.1084 |
1.0943 |
1.0633 |
|
| R2 |
1.0851 |
1.0851 |
1.0612 |
|
| R1 |
1.0710 |
1.0710 |
1.0590 |
1.0664 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0595 |
| S1 |
1.0477 |
1.0477 |
1.0548 |
1.0431 |
| S2 |
1.0385 |
1.0385 |
1.0526 |
|
| S3 |
1.0152 |
1.0244 |
1.0505 |
|
| S4 |
0.9919 |
1.0011 |
1.0441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0759 |
1.0526 |
0.0233 |
2.2% |
0.0109 |
1.0% |
18% |
False |
True |
91,386 |
| 10 |
1.0765 |
1.0526 |
0.0239 |
2.3% |
0.0120 |
1.1% |
18% |
False |
True |
105,762 |
| 20 |
1.0765 |
1.0414 |
0.0351 |
3.3% |
0.0124 |
1.2% |
44% |
False |
False |
109,306 |
| 40 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0127 |
1.2% |
34% |
False |
False |
105,998 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0120 |
1.1% |
71% |
False |
False |
99,500 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0117 |
1.1% |
71% |
False |
False |
84,969 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0111 |
1.1% |
71% |
False |
False |
67,999 |
| 120 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0105 |
1.0% |
71% |
False |
False |
56,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1193 |
|
2.618 |
1.0985 |
|
1.618 |
1.0858 |
|
1.000 |
1.0780 |
|
0.618 |
1.0731 |
|
HIGH |
1.0653 |
|
0.618 |
1.0604 |
|
0.500 |
1.0590 |
|
0.382 |
1.0575 |
|
LOW |
1.0526 |
|
0.618 |
1.0448 |
|
1.000 |
1.0399 |
|
1.618 |
1.0321 |
|
2.618 |
1.0194 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0590 |
1.0627 |
| PP |
1.0583 |
1.0607 |
| S1 |
1.0576 |
1.0588 |
|