CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0663 |
-0.0130 |
-1.2% |
1.0915 |
| High |
1.0844 |
1.0673 |
-0.0171 |
-1.6% |
1.0954 |
| Low |
1.0619 |
1.0526 |
-0.0093 |
-0.9% |
1.0487 |
| Close |
1.0639 |
1.0615 |
-0.0024 |
-0.2% |
1.0623 |
| Range |
0.0225 |
0.0147 |
-0.0078 |
-34.7% |
0.0467 |
| ATR |
0.0134 |
0.0135 |
0.0001 |
0.7% |
0.0000 |
| Volume |
137,313 |
156,446 |
19,133 |
13.9% |
666,233 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.0977 |
1.0696 |
|
| R3 |
1.0899 |
1.0830 |
1.0655 |
|
| R2 |
1.0752 |
1.0752 |
1.0642 |
|
| R1 |
1.0683 |
1.0683 |
1.0628 |
1.0644 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0585 |
| S1 |
1.0536 |
1.0536 |
1.0602 |
1.0497 |
| S2 |
1.0458 |
1.0458 |
1.0588 |
|
| S3 |
1.0311 |
1.0389 |
1.0575 |
|
| S4 |
1.0164 |
1.0242 |
1.0534 |
|
|
| 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 |
1.0526 |
0.0318 |
3.0% |
0.0165 |
1.6% |
28% |
False |
True |
130,740 |
| 10 |
1.0954 |
1.0487 |
0.0467 |
4.4% |
0.0151 |
1.4% |
27% |
False |
False |
120,727 |
| 20 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0130 |
1.2% |
42% |
False |
False |
102,691 |
| 40 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0118 |
1.1% |
75% |
False |
False |
94,597 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0115 |
1.1% |
75% |
False |
False |
76,857 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0108 |
1.0% |
75% |
False |
False |
57,672 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0101 |
0.9% |
75% |
False |
False |
46,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1058 |
|
1.618 |
1.0911 |
|
1.000 |
1.0820 |
|
0.618 |
1.0764 |
|
HIGH |
1.0673 |
|
0.618 |
1.0617 |
|
0.500 |
1.0600 |
|
0.382 |
1.0582 |
|
LOW |
1.0526 |
|
0.618 |
1.0435 |
|
1.000 |
1.0379 |
|
1.618 |
1.0288 |
|
2.618 |
1.0141 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0610 |
1.0685 |
| PP |
1.0605 |
1.0662 |
| S1 |
1.0600 |
1.0638 |
|