CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0353 |
1.0320 |
-0.0033 |
-0.3% |
1.0290 |
| High |
1.0402 |
1.0327 |
-0.0075 |
-0.7% |
1.0450 |
| Low |
1.0337 |
1.0240 |
-0.0097 |
-0.9% |
1.0247 |
| Close |
1.0356 |
1.0271 |
-0.0085 |
-0.8% |
1.0373 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0203 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.9% |
0.0000 |
| Volume |
33 |
55 |
22 |
66.7% |
363 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0493 |
1.0319 |
|
| R3 |
1.0453 |
1.0406 |
1.0295 |
|
| R2 |
1.0366 |
1.0366 |
1.0287 |
|
| R1 |
1.0319 |
1.0319 |
1.0279 |
1.0299 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0270 |
| S1 |
1.0232 |
1.0232 |
1.0263 |
1.0212 |
| S2 |
1.0192 |
1.0192 |
1.0255 |
|
| S3 |
1.0105 |
1.0145 |
1.0247 |
|
| S4 |
1.0018 |
1.0058 |
1.0223 |
|
|
| 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 |
1.0402 |
1.0240 |
0.0162 |
1.6% |
0.0073 |
0.7% |
19% |
False |
True |
76 |
| 10 |
1.0450 |
1.0240 |
0.0210 |
2.0% |
0.0074 |
0.7% |
15% |
False |
True |
61 |
| 20 |
1.0485 |
1.0240 |
0.0245 |
2.4% |
0.0043 |
0.4% |
13% |
False |
True |
33 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0023 |
0.2% |
16% |
False |
False |
21 |
| 60 |
1.0651 |
0.9996 |
0.0655 |
6.4% |
0.0016 |
0.2% |
42% |
False |
False |
15 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0012 |
0.1% |
67% |
False |
False |
12 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0010 |
0.1% |
67% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0555 |
|
1.618 |
1.0468 |
|
1.000 |
1.0414 |
|
0.618 |
1.0381 |
|
HIGH |
1.0327 |
|
0.618 |
1.0294 |
|
0.500 |
1.0284 |
|
0.382 |
1.0273 |
|
LOW |
1.0240 |
|
0.618 |
1.0186 |
|
1.000 |
1.0153 |
|
1.618 |
1.0099 |
|
2.618 |
1.0012 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0321 |
| PP |
1.0279 |
1.0304 |
| S1 |
1.0275 |
1.0288 |
|