CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0689 |
-0.0095 |
-0.9% |
1.0691 |
| High |
1.0824 |
1.0722 |
-0.0102 |
-0.9% |
1.0920 |
| Low |
1.0675 |
1.0487 |
-0.0188 |
-1.8% |
1.0613 |
| Close |
1.0699 |
1.0531 |
-0.0168 |
-1.6% |
1.0913 |
| Range |
0.0149 |
0.0235 |
0.0086 |
57.7% |
0.0307 |
| ATR |
0.0110 |
0.0119 |
0.0009 |
8.0% |
0.0000 |
| Volume |
128,603 |
155,123 |
26,520 |
20.6% |
404,393 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1143 |
1.0660 |
|
| R3 |
1.1050 |
1.0908 |
1.0596 |
|
| R2 |
1.0815 |
1.0815 |
1.0574 |
|
| R1 |
1.0673 |
1.0673 |
1.0553 |
1.0627 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0557 |
| S1 |
1.0438 |
1.0438 |
1.0509 |
1.0392 |
| S2 |
1.0345 |
1.0345 |
1.0488 |
|
| S3 |
1.0110 |
1.0203 |
1.0466 |
|
| S4 |
0.9875 |
0.9968 |
1.0402 |
|
|
| 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 |
1.0487 |
0.0467 |
4.4% |
0.0137 |
1.3% |
9% |
False |
True |
110,714 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.4% |
0.0120 |
1.1% |
9% |
False |
True |
95,452 |
| 20 |
1.0954 |
1.0310 |
0.0644 |
6.1% |
0.0117 |
1.1% |
34% |
False |
False |
91,831 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0120 |
1.1% |
69% |
False |
False |
96,336 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0108 |
1.0% |
69% |
False |
False |
65,974 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0104 |
1.0% |
69% |
False |
False |
49,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1337 |
|
1.618 |
1.1102 |
|
1.000 |
1.0957 |
|
0.618 |
1.0867 |
|
HIGH |
1.0722 |
|
0.618 |
1.0632 |
|
0.500 |
1.0605 |
|
0.382 |
1.0577 |
|
LOW |
1.0487 |
|
0.618 |
1.0342 |
|
1.000 |
1.0252 |
|
1.618 |
1.0107 |
|
2.618 |
0.9872 |
|
4.250 |
0.9488 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0692 |
| PP |
1.0580 |
1.0638 |
| S1 |
1.0556 |
1.0585 |
|