CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0480 |
0.0073 |
0.7% |
1.0582 |
| High |
1.0506 |
1.0584 |
0.0078 |
0.7% |
1.0621 |
| Low |
1.0395 |
1.0439 |
0.0044 |
0.4% |
1.0395 |
| Close |
1.0492 |
1.0565 |
0.0073 |
0.7% |
1.0438 |
| Range |
0.0111 |
0.0145 |
0.0034 |
30.6% |
0.0226 |
| ATR |
0.0115 |
0.0118 |
0.0002 |
1.8% |
0.0000 |
| Volume |
83,023 |
101,238 |
18,215 |
21.9% |
262,526 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0910 |
1.0645 |
|
| R3 |
1.0819 |
1.0765 |
1.0605 |
|
| R2 |
1.0674 |
1.0674 |
1.0592 |
|
| R1 |
1.0620 |
1.0620 |
1.0578 |
1.0647 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0543 |
| S1 |
1.0475 |
1.0475 |
1.0552 |
1.0502 |
| S2 |
1.0384 |
1.0384 |
1.0538 |
|
| S3 |
1.0239 |
1.0330 |
1.0525 |
|
| S4 |
1.0094 |
1.0185 |
1.0485 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1026 |
1.0562 |
|
| R3 |
1.0937 |
1.0800 |
1.0500 |
|
| R2 |
1.0711 |
1.0711 |
1.0479 |
|
| R1 |
1.0574 |
1.0574 |
1.0459 |
1.0530 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0462 |
| S1 |
1.0348 |
1.0348 |
1.0417 |
1.0304 |
| S2 |
1.0259 |
1.0259 |
1.0397 |
|
| S3 |
1.0033 |
1.0122 |
1.0376 |
|
| S4 |
0.9807 |
0.9896 |
1.0314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0594 |
1.0395 |
0.0199 |
1.9% |
0.0126 |
1.2% |
85% |
False |
False |
78,274 |
| 10 |
1.0628 |
1.0395 |
0.0233 |
2.2% |
0.0120 |
1.1% |
73% |
False |
False |
45,202 |
| 20 |
1.0628 |
1.0289 |
0.0339 |
3.2% |
0.0110 |
1.0% |
81% |
False |
False |
22,803 |
| 40 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0112 |
1.1% |
57% |
False |
False |
11,487 |
| 60 |
1.0806 |
0.9760 |
0.1046 |
9.9% |
0.0097 |
0.9% |
77% |
False |
False |
7,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.0964 |
|
1.618 |
1.0819 |
|
1.000 |
1.0729 |
|
0.618 |
1.0674 |
|
HIGH |
1.0584 |
|
0.618 |
1.0529 |
|
0.500 |
1.0512 |
|
0.382 |
1.0494 |
|
LOW |
1.0439 |
|
0.618 |
1.0349 |
|
1.000 |
1.0294 |
|
1.618 |
1.0204 |
|
2.618 |
1.0059 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0540 |
| PP |
1.0529 |
1.0515 |
| S1 |
1.0512 |
1.0490 |
|