CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0378 |
0.0030 |
0.3% |
1.0431 |
| High |
1.0376 |
1.0378 |
0.0002 |
0.0% |
1.0440 |
| Low |
1.0348 |
1.0378 |
0.0030 |
0.3% |
1.0340 |
| Close |
1.0364 |
1.0389 |
0.0025 |
0.2% |
1.0461 |
| Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0100 |
| ATR |
0.0058 |
0.0054 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
21 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0385 |
1.0389 |
|
| R3 |
1.0382 |
1.0385 |
1.0389 |
|
| R2 |
1.0382 |
1.0382 |
1.0389 |
|
| R1 |
1.0385 |
1.0385 |
1.0389 |
1.0384 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0381 |
| S1 |
1.0385 |
1.0385 |
1.0389 |
1.0384 |
| S2 |
1.0382 |
1.0382 |
1.0389 |
|
| S3 |
1.0382 |
1.0385 |
1.0389 |
|
| S4 |
1.0382 |
1.0385 |
1.0389 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0687 |
1.0516 |
|
| R3 |
1.0614 |
1.0587 |
1.0489 |
|
| R2 |
1.0514 |
1.0514 |
1.0479 |
|
| R1 |
1.0487 |
1.0487 |
1.0470 |
1.0501 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0420 |
| S1 |
1.0387 |
1.0387 |
1.0452 |
1.0401 |
| S2 |
1.0314 |
1.0314 |
1.0443 |
|
| S3 |
1.0214 |
1.0287 |
1.0434 |
|
| S4 |
1.0114 |
1.0187 |
1.0406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0485 |
1.0348 |
0.0137 |
1.3% |
0.0012 |
0.1% |
30% |
False |
False |
6 |
| 10 |
1.0485 |
1.0340 |
0.0145 |
1.4% |
0.0012 |
0.1% |
34% |
False |
False |
5 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0006 |
0.1% |
66% |
False |
False |
8 |
| 40 |
1.0651 |
1.0170 |
0.0481 |
4.6% |
0.0005 |
0.0% |
46% |
False |
False |
6 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0004 |
0.0% |
78% |
False |
False |
5 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0003 |
0.0% |
78% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0378 |
|
2.618 |
1.0378 |
|
1.618 |
1.0378 |
|
1.000 |
1.0378 |
|
0.618 |
1.0378 |
|
HIGH |
1.0378 |
|
0.618 |
1.0378 |
|
0.500 |
1.0378 |
|
0.382 |
1.0378 |
|
LOW |
1.0378 |
|
0.618 |
1.0378 |
|
1.000 |
1.0378 |
|
1.618 |
1.0378 |
|
2.618 |
1.0378 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0405 |
| PP |
1.0382 |
1.0400 |
| S1 |
1.0378 |
1.0394 |
|