CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0784 |
-0.0098 |
-0.9% |
1.0691 |
| High |
1.0896 |
1.0824 |
-0.0072 |
-0.7% |
1.0920 |
| Low |
1.0783 |
1.0675 |
-0.0108 |
-1.0% |
1.0613 |
| Close |
1.0785 |
1.0699 |
-0.0086 |
-0.8% |
1.0913 |
| Range |
0.0113 |
0.0149 |
0.0036 |
31.9% |
0.0307 |
| ATR |
0.0108 |
0.0110 |
0.0003 |
2.8% |
0.0000 |
| Volume |
112,187 |
128,603 |
16,416 |
14.6% |
404,393 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1088 |
1.0781 |
|
| R3 |
1.1031 |
1.0939 |
1.0740 |
|
| R2 |
1.0882 |
1.0882 |
1.0726 |
|
| R1 |
1.0790 |
1.0790 |
1.0713 |
1.0762 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0718 |
| S1 |
1.0641 |
1.0641 |
1.0685 |
1.0613 |
| S2 |
1.0584 |
1.0584 |
1.0672 |
|
| S3 |
1.0435 |
1.0492 |
1.0658 |
|
| S4 |
1.0286 |
1.0343 |
1.0617 |
|
|
| 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 |
1.0675 |
0.0279 |
2.6% |
0.0111 |
1.0% |
9% |
False |
True |
98,262 |
| 10 |
1.0954 |
1.0447 |
0.0507 |
4.7% |
0.0117 |
1.1% |
50% |
False |
False |
89,078 |
| 20 |
1.0954 |
1.0229 |
0.0725 |
6.8% |
0.0112 |
1.0% |
65% |
False |
False |
87,996 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0116 |
1.1% |
81% |
False |
False |
93,650 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0105 |
1.0% |
81% |
False |
False |
63,391 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0102 |
1.0% |
81% |
False |
False |
47,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1214 |
|
1.618 |
1.1065 |
|
1.000 |
1.0973 |
|
0.618 |
1.0916 |
|
HIGH |
1.0824 |
|
0.618 |
1.0767 |
|
0.500 |
1.0750 |
|
0.382 |
1.0732 |
|
LOW |
1.0675 |
|
0.618 |
1.0583 |
|
1.000 |
1.0526 |
|
1.618 |
1.0434 |
|
2.618 |
1.0285 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0815 |
| PP |
1.0733 |
1.0776 |
| S1 |
1.0716 |
1.0738 |
|