CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0459 |
0.0159 |
1.5% |
1.0304 |
| High |
1.0454 |
1.0530 |
0.0076 |
0.7% |
1.0402 |
| Low |
1.0300 |
1.0459 |
0.0159 |
1.5% |
1.0240 |
| Close |
1.0447 |
1.0507 |
0.0060 |
0.6% |
1.0267 |
| Range |
0.0154 |
0.0071 |
-0.0083 |
-53.9% |
0.0162 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84 |
327 |
243 |
289.3% |
339 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0680 |
1.0546 |
|
| R3 |
1.0641 |
1.0609 |
1.0527 |
|
| R2 |
1.0570 |
1.0570 |
1.0520 |
|
| R1 |
1.0538 |
1.0538 |
1.0514 |
1.0554 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0507 |
| S1 |
1.0467 |
1.0467 |
1.0500 |
1.0483 |
| S2 |
1.0428 |
1.0428 |
1.0494 |
|
| S3 |
1.0357 |
1.0396 |
1.0487 |
|
| S4 |
1.0286 |
1.0325 |
1.0468 |
|
|
| 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 |
1.0530 |
1.0189 |
0.0341 |
3.2% |
0.0078 |
0.7% |
93% |
True |
False |
131 |
| 10 |
1.0530 |
1.0189 |
0.0341 |
3.2% |
0.0076 |
0.7% |
93% |
True |
False |
104 |
| 20 |
1.0530 |
1.0189 |
0.0341 |
3.2% |
0.0060 |
0.6% |
93% |
True |
False |
65 |
| 40 |
1.0530 |
1.0189 |
0.0341 |
3.2% |
0.0033 |
0.3% |
93% |
True |
False |
37 |
| 60 |
1.0651 |
1.0109 |
0.0542 |
5.2% |
0.0022 |
0.2% |
73% |
False |
False |
26 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0017 |
0.2% |
88% |
False |
False |
20 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0014 |
0.1% |
88% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0716 |
|
1.618 |
1.0645 |
|
1.000 |
1.0601 |
|
0.618 |
1.0574 |
|
HIGH |
1.0530 |
|
0.618 |
1.0503 |
|
0.500 |
1.0495 |
|
0.382 |
1.0486 |
|
LOW |
1.0459 |
|
0.618 |
1.0415 |
|
1.000 |
1.0388 |
|
1.618 |
1.0344 |
|
2.618 |
1.0273 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0471 |
| PP |
1.0499 |
1.0436 |
| S1 |
1.0495 |
1.0400 |
|