CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0915 |
0.0048 |
0.4% |
1.0691 |
| High |
1.0920 |
1.0954 |
0.0034 |
0.3% |
1.0920 |
| Low |
1.0823 |
1.0863 |
0.0040 |
0.4% |
1.0613 |
| Close |
1.0913 |
1.0902 |
-0.0011 |
-0.1% |
1.0913 |
| Range |
0.0097 |
0.0091 |
-0.0006 |
-6.2% |
0.0307 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
75,814 |
81,845 |
6,031 |
8.0% |
404,393 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1132 |
1.0952 |
|
| R3 |
1.1088 |
1.1041 |
1.0927 |
|
| R2 |
1.0997 |
1.0997 |
1.0919 |
|
| R1 |
1.0950 |
1.0950 |
1.0910 |
1.0928 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0896 |
| S1 |
1.0859 |
1.0859 |
1.0894 |
1.0837 |
| S2 |
1.0815 |
1.0815 |
1.0885 |
|
| S3 |
1.0724 |
1.0768 |
1.0877 |
|
| S4 |
1.0633 |
1.0677 |
1.0852 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1632 |
1.1082 |
|
| R3 |
1.1429 |
1.1325 |
1.0997 |
|
| R2 |
1.1122 |
1.1122 |
1.0969 |
|
| R1 |
1.1018 |
1.1018 |
1.0941 |
1.1070 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0842 |
| S1 |
1.0711 |
1.0711 |
1.0885 |
1.0763 |
| S2 |
1.0508 |
1.0508 |
1.0857 |
|
| S3 |
1.0201 |
1.0404 |
1.0829 |
|
| S4 |
0.9894 |
1.0097 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0954 |
1.0613 |
0.0341 |
3.1% |
0.0102 |
0.9% |
85% |
True |
False |
82,491 |
| 10 |
1.0954 |
1.0371 |
0.0583 |
5.3% |
0.0111 |
1.0% |
91% |
True |
False |
85,163 |
| 20 |
1.0954 |
1.0200 |
0.0754 |
6.9% |
0.0107 |
1.0% |
93% |
True |
False |
82,967 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.4% |
0.0114 |
1.0% |
96% |
True |
False |
88,843 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.4% |
0.0103 |
0.9% |
96% |
True |
False |
59,381 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.4% |
0.0101 |
0.9% |
96% |
True |
False |
44,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1192 |
|
1.618 |
1.1101 |
|
1.000 |
1.1045 |
|
0.618 |
1.1010 |
|
HIGH |
1.0954 |
|
0.618 |
1.0919 |
|
0.500 |
1.0909 |
|
0.382 |
1.0898 |
|
LOW |
1.0863 |
|
0.618 |
1.0807 |
|
1.000 |
1.0772 |
|
1.618 |
1.0716 |
|
2.618 |
1.0625 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0891 |
| PP |
1.0906 |
1.0880 |
| S1 |
1.0904 |
1.0869 |
|