CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0342 |
1.0425 |
0.0083 |
0.8% |
1.0483 |
| High |
1.0437 |
1.0578 |
0.0141 |
1.4% |
1.0533 |
| Low |
1.0328 |
1.0412 |
0.0084 |
0.8% |
1.0341 |
| Close |
1.0430 |
1.0565 |
0.0135 |
1.3% |
1.0383 |
| Range |
0.0109 |
0.0166 |
0.0057 |
52.3% |
0.0192 |
| ATR |
0.0117 |
0.0120 |
0.0004 |
3.0% |
0.0000 |
| Volume |
94,843 |
133,624 |
38,781 |
40.9% |
514,734 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0957 |
1.0656 |
|
| R3 |
1.0850 |
1.0791 |
1.0611 |
|
| R2 |
1.0684 |
1.0684 |
1.0595 |
|
| R1 |
1.0625 |
1.0625 |
1.0580 |
1.0655 |
| PP |
1.0518 |
1.0518 |
1.0518 |
1.0533 |
| S1 |
1.0459 |
1.0459 |
1.0550 |
1.0489 |
| S2 |
1.0352 |
1.0352 |
1.0535 |
|
| S3 |
1.0186 |
1.0293 |
1.0519 |
|
| S4 |
1.0020 |
1.0127 |
1.0474 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0881 |
1.0489 |
|
| R3 |
1.0803 |
1.0689 |
1.0436 |
|
| R2 |
1.0611 |
1.0611 |
1.0418 |
|
| R1 |
1.0497 |
1.0497 |
1.0401 |
1.0458 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0400 |
| S1 |
1.0305 |
1.0305 |
1.0365 |
1.0266 |
| S2 |
1.0227 |
1.0227 |
1.0348 |
|
| S3 |
1.0035 |
1.0113 |
1.0330 |
|
| S4 |
0.9843 |
0.9921 |
1.0277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0281 |
0.0297 |
2.8% |
0.0124 |
1.2% |
96% |
True |
False |
120,415 |
| 10 |
1.0578 |
1.0281 |
0.0297 |
2.8% |
0.0116 |
1.1% |
96% |
True |
False |
113,038 |
| 20 |
1.0628 |
1.0281 |
0.0347 |
3.3% |
0.0119 |
1.1% |
82% |
False |
False |
85,802 |
| 40 |
1.0700 |
1.0281 |
0.0419 |
4.0% |
0.0123 |
1.2% |
68% |
False |
False |
43,085 |
| 60 |
1.0806 |
1.0102 |
0.0704 |
6.7% |
0.0108 |
1.0% |
66% |
False |
False |
28,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1284 |
|
2.618 |
1.1013 |
|
1.618 |
1.0847 |
|
1.000 |
1.0744 |
|
0.618 |
1.0681 |
|
HIGH |
1.0578 |
|
0.618 |
1.0515 |
|
0.500 |
1.0495 |
|
0.382 |
1.0475 |
|
LOW |
1.0412 |
|
0.618 |
1.0309 |
|
1.000 |
1.0246 |
|
1.618 |
1.0143 |
|
2.618 |
0.9977 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0520 |
| PP |
1.0518 |
1.0475 |
| S1 |
1.0495 |
1.0430 |
|