CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0375 |
0.0071 |
0.7% |
1.0290 |
| High |
1.0355 |
1.0377 |
0.0022 |
0.2% |
1.0450 |
| Low |
1.0290 |
1.0313 |
0.0023 |
0.2% |
1.0247 |
| Close |
1.0336 |
1.0374 |
0.0038 |
0.4% |
1.0373 |
| Range |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0203 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
65 |
96 |
31 |
47.7% |
363 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0524 |
1.0409 |
|
| R3 |
1.0483 |
1.0460 |
1.0392 |
|
| R2 |
1.0419 |
1.0419 |
1.0386 |
|
| R1 |
1.0396 |
1.0396 |
1.0380 |
1.0376 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0344 |
| S1 |
1.0332 |
1.0332 |
1.0368 |
1.0312 |
| S2 |
1.0291 |
1.0291 |
1.0362 |
|
| S3 |
1.0227 |
1.0268 |
1.0356 |
|
| S4 |
1.0163 |
1.0204 |
1.0339 |
|
|
| 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 |
1.0437 |
1.0247 |
0.0190 |
1.8% |
0.0090 |
0.9% |
67% |
False |
False |
101 |
| 10 |
1.0450 |
1.0247 |
0.0203 |
2.0% |
0.0062 |
0.6% |
63% |
False |
False |
53 |
| 20 |
1.0485 |
1.0200 |
0.0285 |
2.7% |
0.0035 |
0.3% |
61% |
False |
False |
29 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.3% |
0.0020 |
0.2% |
39% |
False |
False |
19 |
| 60 |
1.0651 |
0.9944 |
0.0707 |
6.8% |
0.0013 |
0.1% |
61% |
False |
False |
13 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0011 |
0.1% |
76% |
False |
False |
11 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0008 |
0.1% |
76% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0545 |
|
1.618 |
1.0481 |
|
1.000 |
1.0441 |
|
0.618 |
1.0417 |
|
HIGH |
1.0377 |
|
0.618 |
1.0353 |
|
0.500 |
1.0345 |
|
0.382 |
1.0337 |
|
LOW |
1.0313 |
|
0.618 |
1.0273 |
|
1.000 |
1.0249 |
|
1.618 |
1.0209 |
|
2.618 |
1.0145 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0361 |
| PP |
1.0355 |
1.0347 |
| S1 |
1.0345 |
1.0334 |
|