CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0741 |
0.0079 |
0.7% |
1.0915 |
| High |
1.0765 |
1.0803 |
0.0038 |
0.4% |
1.0954 |
| Low |
1.0633 |
1.0689 |
0.0056 |
0.5% |
1.0487 |
| Close |
1.0719 |
1.0781 |
0.0062 |
0.6% |
1.0623 |
| Range |
0.0132 |
0.0114 |
-0.0018 |
-13.6% |
0.0467 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
92,164 |
79,302 |
-12,862 |
-14.0% |
666,233 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1054 |
1.0844 |
|
| R3 |
1.0986 |
1.0940 |
1.0812 |
|
| R2 |
1.0872 |
1.0872 |
1.0802 |
|
| R1 |
1.0826 |
1.0826 |
1.0791 |
1.0849 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0769 |
| S1 |
1.0712 |
1.0712 |
1.0771 |
1.0735 |
| S2 |
1.0644 |
1.0644 |
1.0760 |
|
| S3 |
1.0530 |
1.0598 |
1.0750 |
|
| S4 |
1.0416 |
1.0484 |
1.0718 |
|
|
| 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 |
1.0824 |
1.0487 |
0.0337 |
3.1% |
0.0167 |
1.5% |
87% |
False |
False |
128,733 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.3% |
0.0134 |
1.2% |
63% |
False |
False |
108,897 |
| 20 |
1.0954 |
1.0310 |
0.0644 |
6.0% |
0.0123 |
1.1% |
73% |
False |
False |
98,359 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0121 |
1.1% |
87% |
False |
False |
97,893 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0112 |
1.0% |
87% |
False |
False |
71,965 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0106 |
1.0% |
87% |
False |
False |
54,004 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.5% |
0.0097 |
0.9% |
87% |
False |
False |
43,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1101 |
|
1.618 |
1.0987 |
|
1.000 |
1.0917 |
|
0.618 |
1.0873 |
|
HIGH |
1.0803 |
|
0.618 |
1.0759 |
|
0.500 |
1.0746 |
|
0.382 |
1.0733 |
|
LOW |
1.0689 |
|
0.618 |
1.0619 |
|
1.000 |
1.0575 |
|
1.618 |
1.0505 |
|
2.618 |
1.0391 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0769 |
1.0746 |
| PP |
1.0758 |
1.0711 |
| S1 |
1.0746 |
1.0676 |
|