CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0882 |
-0.0033 |
-0.3% |
1.0691 |
| High |
1.0954 |
1.0896 |
-0.0058 |
-0.5% |
1.0920 |
| Low |
1.0863 |
1.0783 |
-0.0080 |
-0.7% |
1.0613 |
| Close |
1.0902 |
1.0785 |
-0.0117 |
-1.1% |
1.0913 |
| Range |
0.0091 |
0.0113 |
0.0022 |
24.2% |
0.0307 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.8% |
0.0000 |
| Volume |
81,845 |
112,187 |
30,342 |
37.1% |
404,393 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1086 |
1.0847 |
|
| R3 |
1.1047 |
1.0973 |
1.0816 |
|
| R2 |
1.0934 |
1.0934 |
1.0806 |
|
| R1 |
1.0860 |
1.0860 |
1.0795 |
1.0841 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0812 |
| S1 |
1.0747 |
1.0747 |
1.0775 |
1.0728 |
| S2 |
1.0708 |
1.0708 |
1.0764 |
|
| S3 |
1.0595 |
1.0634 |
1.0754 |
|
| S4 |
1.0482 |
1.0521 |
1.0723 |
|
|
| 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 |
1.0712 |
0.0242 |
2.2% |
0.0101 |
0.9% |
30% |
False |
False |
89,061 |
| 10 |
1.0954 |
1.0371 |
0.0583 |
5.4% |
0.0111 |
1.0% |
71% |
False |
False |
84,687 |
| 20 |
1.0954 |
1.0200 |
0.0754 |
7.0% |
0.0108 |
1.0% |
78% |
False |
False |
85,908 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0114 |
1.1% |
87% |
False |
False |
91,090 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0103 |
1.0% |
87% |
False |
False |
61,249 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0101 |
0.9% |
87% |
False |
False |
45,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1192 |
|
1.618 |
1.1079 |
|
1.000 |
1.1009 |
|
0.618 |
1.0966 |
|
HIGH |
1.0896 |
|
0.618 |
1.0853 |
|
0.500 |
1.0840 |
|
0.382 |
1.0826 |
|
LOW |
1.0783 |
|
0.618 |
1.0713 |
|
1.000 |
1.0670 |
|
1.618 |
1.0600 |
|
2.618 |
1.0487 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0869 |
| PP |
1.0821 |
1.0841 |
| S1 |
1.0803 |
1.0813 |
|