CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0290 |
-0.0038 |
-0.4% |
1.0290 |
| High |
1.0348 |
1.0374 |
0.0026 |
0.3% |
1.0450 |
| Low |
1.0247 |
1.0290 |
0.0043 |
0.4% |
1.0247 |
| Close |
1.0266 |
1.0373 |
0.0107 |
1.0% |
1.0373 |
| Range |
0.0101 |
0.0084 |
-0.0017 |
-16.8% |
0.0203 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.6% |
0.0000 |
| Volume |
161 |
135 |
-26 |
-16.1% |
363 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0569 |
1.0419 |
|
| R3 |
1.0514 |
1.0485 |
1.0396 |
|
| R2 |
1.0430 |
1.0430 |
1.0388 |
|
| R1 |
1.0401 |
1.0401 |
1.0381 |
1.0416 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0353 |
| S1 |
1.0317 |
1.0317 |
1.0365 |
1.0332 |
| S2 |
1.0262 |
1.0262 |
1.0358 |
|
| S3 |
1.0178 |
1.0233 |
1.0350 |
|
| S4 |
1.0094 |
1.0149 |
1.0327 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0872 |
1.0485 |
|
| R3 |
1.0763 |
1.0669 |
1.0429 |
|
| R2 |
1.0560 |
1.0560 |
1.0410 |
|
| R1 |
1.0466 |
1.0466 |
1.0392 |
1.0513 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0380 |
| S1 |
1.0263 |
1.0263 |
1.0354 |
1.0310 |
| S2 |
1.0154 |
1.0154 |
1.0336 |
|
| S3 |
0.9951 |
1.0060 |
1.0317 |
|
| S4 |
0.9748 |
0.9857 |
1.0261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0450 |
1.0247 |
0.0203 |
2.0% |
0.0092 |
0.9% |
62% |
False |
False |
72 |
| 10 |
1.0485 |
1.0247 |
0.0238 |
2.3% |
0.0050 |
0.5% |
53% |
False |
False |
38 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0029 |
0.3% |
61% |
False |
False |
22 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.3% |
0.0016 |
0.2% |
38% |
False |
False |
15 |
| 60 |
1.0651 |
0.9815 |
0.0836 |
8.1% |
0.0012 |
0.1% |
67% |
False |
False |
11 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0009 |
0.1% |
76% |
False |
False |
9 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0007 |
0.1% |
76% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0594 |
|
1.618 |
1.0510 |
|
1.000 |
1.0458 |
|
0.618 |
1.0426 |
|
HIGH |
1.0374 |
|
0.618 |
1.0342 |
|
0.500 |
1.0332 |
|
0.382 |
1.0322 |
|
LOW |
1.0290 |
|
0.618 |
1.0238 |
|
1.000 |
1.0206 |
|
1.618 |
1.0154 |
|
2.618 |
1.0070 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0363 |
| PP |
1.0346 |
1.0352 |
| S1 |
1.0332 |
1.0342 |
|