CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0305 |
-0.0015 |
-0.1% |
1.0304 |
| High |
1.0327 |
1.0338 |
0.0011 |
0.1% |
1.0402 |
| Low |
1.0240 |
1.0261 |
0.0021 |
0.2% |
1.0240 |
| Close |
1.0271 |
1.0267 |
-0.0004 |
0.0% |
1.0267 |
| Range |
0.0087 |
0.0077 |
-0.0010 |
-11.5% |
0.0162 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
55 |
90 |
35 |
63.6% |
339 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0470 |
1.0309 |
|
| R3 |
1.0443 |
1.0393 |
1.0288 |
|
| R2 |
1.0366 |
1.0366 |
1.0281 |
|
| R1 |
1.0316 |
1.0316 |
1.0274 |
1.0303 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0282 |
| S1 |
1.0239 |
1.0239 |
1.0260 |
1.0226 |
| S2 |
1.0212 |
1.0212 |
1.0253 |
|
| S3 |
1.0135 |
1.0162 |
1.0246 |
|
| S4 |
1.0058 |
1.0085 |
1.0225 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0690 |
1.0356 |
|
| R3 |
1.0627 |
1.0528 |
1.0312 |
|
| R2 |
1.0465 |
1.0465 |
1.0297 |
|
| R1 |
1.0366 |
1.0366 |
1.0282 |
1.0335 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0287 |
| S1 |
1.0204 |
1.0204 |
1.0252 |
1.0173 |
| S2 |
1.0141 |
1.0141 |
1.0237 |
|
| S3 |
0.9979 |
1.0042 |
1.0222 |
|
| S4 |
0.9817 |
0.9880 |
1.0178 |
|
|
| 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% |
0.0072 |
0.7% |
17% |
False |
False |
67 |
| 10 |
1.0450 |
1.0240 |
0.0210 |
2.0% |
0.0082 |
0.8% |
13% |
False |
False |
70 |
| 20 |
1.0485 |
1.0240 |
0.0245 |
2.4% |
0.0047 |
0.5% |
11% |
False |
False |
37 |
| 40 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0025 |
0.2% |
15% |
False |
False |
23 |
| 60 |
1.0651 |
1.0015 |
0.0636 |
6.2% |
0.0017 |
0.2% |
40% |
False |
False |
16 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0013 |
0.1% |
67% |
False |
False |
13 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0011 |
0.1% |
67% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0540 |
|
1.618 |
1.0463 |
|
1.000 |
1.0415 |
|
0.618 |
1.0386 |
|
HIGH |
1.0338 |
|
0.618 |
1.0309 |
|
0.500 |
1.0300 |
|
0.382 |
1.0290 |
|
LOW |
1.0261 |
|
0.618 |
1.0213 |
|
1.000 |
1.0184 |
|
1.618 |
1.0136 |
|
2.618 |
1.0059 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0321 |
| PP |
1.0289 |
1.0303 |
| S1 |
1.0278 |
1.0285 |
|