CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0793 |
0.0052 |
0.5% |
1.0915 |
| High |
1.0803 |
1.0844 |
0.0041 |
0.4% |
1.0954 |
| Low |
1.0689 |
1.0619 |
-0.0070 |
-0.7% |
1.0487 |
| Close |
1.0781 |
1.0639 |
-0.0142 |
-1.3% |
1.0623 |
| Range |
0.0114 |
0.0225 |
0.0111 |
97.4% |
0.0467 |
| ATR |
0.0127 |
0.0134 |
0.0007 |
5.5% |
0.0000 |
| Volume |
79,302 |
137,313 |
58,011 |
73.2% |
666,233 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1232 |
1.0763 |
|
| R3 |
1.1151 |
1.1007 |
1.0701 |
|
| R2 |
1.0926 |
1.0926 |
1.0680 |
|
| R1 |
1.0782 |
1.0782 |
1.0660 |
1.0742 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0680 |
| S1 |
1.0557 |
1.0557 |
1.0618 |
1.0517 |
| S2 |
1.0476 |
1.0476 |
1.0598 |
|
| S3 |
1.0251 |
1.0332 |
1.0577 |
|
| S4 |
1.0026 |
1.0107 |
1.0515 |
|
|
| 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 |
1.0844 |
1.0487 |
0.0357 |
3.4% |
0.0182 |
1.7% |
43% |
True |
False |
130,475 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.4% |
0.0146 |
1.4% |
33% |
False |
False |
114,368 |
| 20 |
1.0954 |
1.0349 |
0.0605 |
5.7% |
0.0128 |
1.2% |
48% |
False |
False |
99,275 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0119 |
1.1% |
77% |
False |
False |
95,547 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0114 |
1.1% |
77% |
False |
False |
74,251 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0108 |
1.0% |
77% |
False |
False |
55,719 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0100 |
0.9% |
77% |
False |
False |
44,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1800 |
|
2.618 |
1.1433 |
|
1.618 |
1.1208 |
|
1.000 |
1.1069 |
|
0.618 |
1.0983 |
|
HIGH |
1.0844 |
|
0.618 |
1.0758 |
|
0.500 |
1.0732 |
|
0.382 |
1.0705 |
|
LOW |
1.0619 |
|
0.618 |
1.0480 |
|
1.000 |
1.0394 |
|
1.618 |
1.0255 |
|
2.618 |
1.0030 |
|
4.250 |
0.9663 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0732 |
| PP |
1.0701 |
1.0701 |
| S1 |
1.0670 |
1.0670 |
|