CME Australian Dollar Future December 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 |
1.0290 |
1.0311 |
0.0021 |
0.2% |
1.0470 |
| High |
1.0293 |
1.0450 |
0.0157 |
1.5% |
1.0485 |
| Low |
1.0290 |
1.0311 |
0.0021 |
0.2% |
1.0348 |
| Close |
1.0364 |
1.0443 |
0.0079 |
0.8% |
1.0316 |
| Range |
0.0003 |
0.0139 |
0.0136 |
4,533.3% |
0.0137 |
| ATR |
0.0051 |
0.0057 |
0.0006 |
12.4% |
0.0000 |
| Volume |
3 |
12 |
9 |
300.0% |
22 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0770 |
1.0519 |
|
| R3 |
1.0679 |
1.0631 |
1.0481 |
|
| R2 |
1.0540 |
1.0540 |
1.0468 |
|
| R1 |
1.0492 |
1.0492 |
1.0456 |
1.0516 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0414 |
| S1 |
1.0353 |
1.0353 |
1.0430 |
1.0377 |
| S2 |
1.0262 |
1.0262 |
1.0418 |
|
| S3 |
1.0123 |
1.0214 |
1.0405 |
|
| S4 |
0.9984 |
1.0075 |
1.0367 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0692 |
1.0391 |
|
| R3 |
1.0657 |
1.0555 |
1.0354 |
|
| R2 |
1.0520 |
1.0520 |
1.0341 |
|
| R1 |
1.0418 |
1.0418 |
1.0329 |
1.0401 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0374 |
| S1 |
1.0281 |
1.0281 |
1.0303 |
1.0264 |
| S2 |
1.0246 |
1.0246 |
1.0291 |
|
| S3 |
1.0109 |
1.0144 |
1.0278 |
|
| S4 |
0.9972 |
1.0007 |
1.0241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0450 |
1.0290 |
0.0160 |
1.5% |
0.0034 |
0.3% |
96% |
True |
False |
5 |
| 10 |
1.0485 |
1.0290 |
0.0195 |
1.9% |
0.0026 |
0.2% |
78% |
False |
False |
5 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0013 |
0.1% |
85% |
False |
False |
7 |
| 40 |
1.0651 |
1.0190 |
0.0461 |
4.4% |
0.0008 |
0.1% |
55% |
False |
False |
7 |
| 60 |
1.0651 |
0.9726 |
0.0925 |
8.9% |
0.0007 |
0.1% |
78% |
False |
False |
5 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0005 |
0.0% |
82% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0814 |
|
1.618 |
1.0675 |
|
1.000 |
1.0589 |
|
0.618 |
1.0536 |
|
HIGH |
1.0450 |
|
0.618 |
1.0397 |
|
0.500 |
1.0381 |
|
0.382 |
1.0364 |
|
LOW |
1.0311 |
|
0.618 |
1.0225 |
|
1.000 |
1.0172 |
|
1.618 |
1.0086 |
|
2.618 |
0.9947 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0419 |
| PP |
1.0401 |
1.0394 |
| S1 |
1.0381 |
1.0370 |
|