CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0550 |
-0.0139 |
-1.3% |
1.0915 |
| High |
1.0722 |
1.0754 |
0.0032 |
0.3% |
1.0954 |
| Low |
1.0487 |
1.0549 |
0.0062 |
0.6% |
1.0487 |
| Close |
1.0531 |
1.0623 |
0.0092 |
0.9% |
1.0623 |
| Range |
0.0235 |
0.0205 |
-0.0030 |
-12.8% |
0.0467 |
| ATR |
0.0119 |
0.0127 |
0.0007 |
6.2% |
0.0000 |
| Volume |
155,123 |
188,475 |
33,352 |
21.5% |
666,233 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1145 |
1.0736 |
|
| R3 |
1.1052 |
1.0940 |
1.0679 |
|
| R2 |
1.0847 |
1.0847 |
1.0661 |
|
| R1 |
1.0735 |
1.0735 |
1.0642 |
1.0791 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0670 |
| S1 |
1.0530 |
1.0530 |
1.0604 |
1.0586 |
| S2 |
1.0437 |
1.0437 |
1.0585 |
|
| S3 |
1.0232 |
1.0325 |
1.0567 |
|
| S4 |
1.0027 |
1.0120 |
1.0510 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.1823 |
1.0880 |
|
| R3 |
1.1622 |
1.1356 |
1.0751 |
|
| R2 |
1.1155 |
1.1155 |
1.0709 |
|
| R1 |
1.0889 |
1.0889 |
1.0666 |
1.0789 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0638 |
| S1 |
1.0422 |
1.0422 |
1.0580 |
1.0322 |
| S2 |
1.0221 |
1.0221 |
1.0537 |
|
| S3 |
0.9754 |
0.9955 |
1.0495 |
|
| S4 |
0.9287 |
0.9488 |
1.0366 |
|
|
| 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% |
0.0159 |
1.5% |
29% |
False |
False |
133,246 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.4% |
0.0131 |
1.2% |
29% |
False |
False |
107,062 |
| 20 |
1.0954 |
1.0310 |
0.0644 |
6.1% |
0.0122 |
1.2% |
49% |
False |
False |
96,266 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0122 |
1.1% |
75% |
False |
False |
98,864 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0110 |
1.0% |
75% |
False |
False |
69,112 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0106 |
1.0% |
75% |
False |
False |
51,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1625 |
|
2.618 |
1.1291 |
|
1.618 |
1.1086 |
|
1.000 |
1.0959 |
|
0.618 |
1.0881 |
|
HIGH |
1.0754 |
|
0.618 |
1.0676 |
|
0.500 |
1.0652 |
|
0.382 |
1.0627 |
|
LOW |
1.0549 |
|
0.618 |
1.0422 |
|
1.000 |
1.0344 |
|
1.618 |
1.0217 |
|
2.618 |
1.0012 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0652 |
1.0656 |
| PP |
1.0642 |
1.0645 |
| S1 |
1.0633 |
1.0634 |
|