CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0189 |
-0.0116 |
-1.1% |
1.0304 |
| High |
1.0338 |
1.0228 |
-0.0110 |
-1.1% |
1.0402 |
| Low |
1.0261 |
1.0189 |
-0.0072 |
-0.7% |
1.0240 |
| Close |
1.0267 |
1.0205 |
-0.0062 |
-0.6% |
1.0267 |
| Range |
0.0077 |
0.0039 |
-0.0038 |
-49.4% |
0.0162 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
90 |
131 |
41 |
45.6% |
339 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0304 |
1.0226 |
|
| R3 |
1.0285 |
1.0265 |
1.0216 |
|
| R2 |
1.0246 |
1.0246 |
1.0212 |
|
| R1 |
1.0226 |
1.0226 |
1.0209 |
1.0236 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0213 |
| S1 |
1.0187 |
1.0187 |
1.0201 |
1.0197 |
| S2 |
1.0168 |
1.0168 |
1.0198 |
|
| S3 |
1.0129 |
1.0148 |
1.0194 |
|
| S4 |
1.0090 |
1.0109 |
1.0184 |
|
|
| 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 |
1.0189 |
0.0213 |
2.1% |
0.0066 |
0.7% |
8% |
False |
True |
81 |
| 10 |
1.0450 |
1.0189 |
0.0261 |
2.6% |
0.0086 |
0.8% |
6% |
False |
True |
83 |
| 20 |
1.0485 |
1.0189 |
0.0296 |
2.9% |
0.0049 |
0.5% |
5% |
False |
True |
43 |
| 40 |
1.0638 |
1.0189 |
0.0449 |
4.4% |
0.0026 |
0.3% |
4% |
False |
True |
27 |
| 60 |
1.0651 |
1.0015 |
0.0636 |
6.2% |
0.0017 |
0.2% |
30% |
False |
False |
18 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0014 |
0.1% |
62% |
False |
False |
14 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0011 |
0.1% |
62% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0330 |
|
1.618 |
1.0291 |
|
1.000 |
1.0267 |
|
0.618 |
1.0252 |
|
HIGH |
1.0228 |
|
0.618 |
1.0213 |
|
0.500 |
1.0209 |
|
0.382 |
1.0204 |
|
LOW |
1.0189 |
|
0.618 |
1.0165 |
|
1.000 |
1.0150 |
|
1.618 |
1.0126 |
|
2.618 |
1.0087 |
|
4.250 |
1.0023 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0264 |
| PP |
1.0207 |
1.0244 |
| S1 |
1.0206 |
1.0225 |
|