CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0425 |
0.0114 |
1.1% |
1.0470 |
| High |
1.0450 |
1.0437 |
-0.0013 |
-0.1% |
1.0485 |
| Low |
1.0311 |
1.0303 |
-0.0008 |
-0.1% |
1.0348 |
| Close |
1.0443 |
1.0299 |
-0.0144 |
-1.4% |
1.0316 |
| Range |
0.0139 |
0.0134 |
-0.0005 |
-3.6% |
0.0137 |
| ATR |
0.0057 |
0.0063 |
0.0006 |
10.4% |
0.0000 |
| Volume |
12 |
52 |
40 |
333.3% |
22 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0658 |
1.0373 |
|
| R3 |
1.0614 |
1.0524 |
1.0336 |
|
| R2 |
1.0480 |
1.0480 |
1.0324 |
|
| R1 |
1.0390 |
1.0390 |
1.0311 |
1.0368 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0336 |
| S1 |
1.0256 |
1.0256 |
1.0287 |
1.0234 |
| S2 |
1.0212 |
1.0212 |
1.0274 |
|
| S3 |
1.0078 |
1.0122 |
1.0262 |
|
| S4 |
0.9944 |
0.9988 |
1.0225 |
|
|
| 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 |
1.6% |
0.0055 |
0.5% |
6% |
False |
False |
15 |
| 10 |
1.0485 |
1.0290 |
0.0195 |
1.9% |
0.0039 |
0.4% |
5% |
False |
False |
10 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.8% |
0.0020 |
0.2% |
35% |
False |
False |
9 |
| 40 |
1.0651 |
1.0190 |
0.0461 |
4.5% |
0.0012 |
0.1% |
24% |
False |
False |
8 |
| 60 |
1.0651 |
0.9786 |
0.0865 |
8.4% |
0.0009 |
0.1% |
59% |
False |
False |
6 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0007 |
0.1% |
70% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0788 |
|
1.618 |
1.0654 |
|
1.000 |
1.0571 |
|
0.618 |
1.0520 |
|
HIGH |
1.0437 |
|
0.618 |
1.0386 |
|
0.500 |
1.0370 |
|
0.382 |
1.0354 |
|
LOW |
1.0303 |
|
0.618 |
1.0220 |
|
1.000 |
1.0169 |
|
1.618 |
1.0086 |
|
2.618 |
0.9952 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0370 |
| PP |
1.0346 |
1.0346 |
| S1 |
1.0323 |
1.0323 |
|