CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0662 |
0.0112 |
1.1% |
1.0915 |
| High |
1.0754 |
1.0765 |
0.0011 |
0.1% |
1.0954 |
| Low |
1.0549 |
1.0633 |
0.0084 |
0.8% |
1.0487 |
| Close |
1.0623 |
1.0719 |
0.0096 |
0.9% |
1.0623 |
| Range |
0.0205 |
0.0132 |
-0.0073 |
-35.6% |
0.0467 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.9% |
0.0000 |
| Volume |
188,475 |
92,164 |
-96,311 |
-51.1% |
666,233 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1042 |
1.0792 |
|
| R3 |
1.0970 |
1.0910 |
1.0755 |
|
| R2 |
1.0838 |
1.0838 |
1.0743 |
|
| R1 |
1.0778 |
1.0778 |
1.0731 |
1.0808 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0721 |
| S1 |
1.0646 |
1.0646 |
1.0707 |
1.0676 |
| S2 |
1.0574 |
1.0574 |
1.0695 |
|
| S3 |
1.0442 |
1.0514 |
1.0683 |
|
| S4 |
1.0310 |
1.0382 |
1.0646 |
|
|
| 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 |
1.0896 |
1.0487 |
0.0409 |
3.8% |
0.0167 |
1.6% |
57% |
False |
False |
135,310 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.4% |
0.0134 |
1.3% |
50% |
False |
False |
108,900 |
| 20 |
1.0954 |
1.0310 |
0.0644 |
6.0% |
0.0122 |
1.1% |
64% |
False |
False |
97,337 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0120 |
1.1% |
83% |
False |
False |
97,962 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0111 |
1.0% |
83% |
False |
False |
70,647 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0106 |
1.0% |
83% |
False |
False |
53,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1326 |
|
2.618 |
1.1111 |
|
1.618 |
1.0979 |
|
1.000 |
1.0897 |
|
0.618 |
1.0847 |
|
HIGH |
1.0765 |
|
0.618 |
1.0715 |
|
0.500 |
1.0699 |
|
0.382 |
1.0683 |
|
LOW |
1.0633 |
|
0.618 |
1.0551 |
|
1.000 |
1.0501 |
|
1.618 |
1.0419 |
|
2.618 |
1.0287 |
|
4.250 |
1.0072 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0688 |
| PP |
1.0706 |
1.0657 |
| S1 |
1.0699 |
1.0626 |
|