CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0300 |
0.0030 |
0.3% |
1.0304 |
| High |
1.0320 |
1.0454 |
0.0134 |
1.3% |
1.0402 |
| Low |
1.0270 |
1.0300 |
0.0030 |
0.3% |
1.0240 |
| Close |
1.0316 |
1.0447 |
0.0131 |
1.3% |
1.0267 |
| Range |
0.0050 |
0.0154 |
0.0104 |
208.0% |
0.0162 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
7.3% |
0.0000 |
| Volume |
26 |
84 |
58 |
223.1% |
339 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0862 |
1.0809 |
1.0532 |
|
| R3 |
1.0708 |
1.0655 |
1.0489 |
|
| R2 |
1.0554 |
1.0554 |
1.0475 |
|
| R1 |
1.0501 |
1.0501 |
1.0461 |
1.0528 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0414 |
| S1 |
1.0347 |
1.0347 |
1.0433 |
1.0374 |
| S2 |
1.0246 |
1.0246 |
1.0419 |
|
| S3 |
1.0092 |
1.0193 |
1.0405 |
|
| S4 |
0.9938 |
1.0039 |
1.0362 |
|
|
| 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 |
1.0454 |
1.0189 |
0.0265 |
2.5% |
0.0081 |
0.8% |
97% |
True |
False |
77 |
| 10 |
1.0454 |
1.0189 |
0.0265 |
2.5% |
0.0079 |
0.8% |
97% |
True |
False |
87 |
| 20 |
1.0485 |
1.0189 |
0.0296 |
2.8% |
0.0059 |
0.6% |
87% |
False |
False |
48 |
| 40 |
1.0515 |
1.0189 |
0.0326 |
3.1% |
0.0031 |
0.3% |
79% |
False |
False |
29 |
| 60 |
1.0651 |
1.0015 |
0.0636 |
6.1% |
0.0021 |
0.2% |
68% |
False |
False |
20 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0016 |
0.2% |
83% |
False |
False |
15 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0013 |
0.1% |
83% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.0857 |
|
1.618 |
1.0703 |
|
1.000 |
1.0608 |
|
0.618 |
1.0549 |
|
HIGH |
1.0454 |
|
0.618 |
1.0395 |
|
0.500 |
1.0377 |
|
0.382 |
1.0359 |
|
LOW |
1.0300 |
|
0.618 |
1.0205 |
|
1.000 |
1.0146 |
|
1.618 |
1.0051 |
|
2.618 |
0.9897 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0405 |
| PP |
1.0400 |
1.0363 |
| S1 |
1.0377 |
1.0322 |
|