CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0663 |
1.0629 |
-0.0034 |
-0.3% |
1.0662 |
| High |
1.0673 |
1.0678 |
0.0005 |
0.0% |
1.0844 |
| Low |
1.0526 |
1.0479 |
-0.0047 |
-0.4% |
1.0479 |
| Close |
1.0615 |
1.0543 |
-0.0072 |
-0.7% |
1.0543 |
| Range |
0.0147 |
0.0199 |
0.0052 |
35.4% |
0.0365 |
| ATR |
0.0135 |
0.0139 |
0.0005 |
3.4% |
0.0000 |
| Volume |
156,446 |
135,030 |
-21,416 |
-13.7% |
600,255 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1052 |
1.0652 |
|
| R3 |
1.0965 |
1.0853 |
1.0598 |
|
| R2 |
1.0766 |
1.0766 |
1.0579 |
|
| R1 |
1.0654 |
1.0654 |
1.0561 |
1.0611 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0545 |
| S1 |
1.0455 |
1.0455 |
1.0525 |
1.0412 |
| S2 |
1.0368 |
1.0368 |
1.0507 |
|
| S3 |
1.0169 |
1.0256 |
1.0488 |
|
| S4 |
0.9970 |
1.0057 |
1.0434 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1495 |
1.0744 |
|
| R3 |
1.1352 |
1.1130 |
1.0643 |
|
| R2 |
1.0987 |
1.0987 |
1.0610 |
|
| R1 |
1.0765 |
1.0765 |
1.0576 |
1.0694 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0586 |
| S1 |
1.0400 |
1.0400 |
1.0510 |
1.0329 |
| S2 |
1.0257 |
1.0257 |
1.0476 |
|
| S3 |
0.9892 |
1.0035 |
1.0443 |
|
| S4 |
0.9527 |
0.9670 |
1.0342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0844 |
1.0479 |
0.0365 |
3.5% |
0.0163 |
1.5% |
18% |
False |
True |
120,051 |
| 10 |
1.0954 |
1.0479 |
0.0475 |
4.5% |
0.0161 |
1.5% |
13% |
False |
True |
126,648 |
| 20 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0135 |
1.3% |
30% |
False |
False |
105,109 |
| 40 |
1.0954 |
0.9677 |
0.1277 |
12.1% |
0.0119 |
1.1% |
68% |
False |
False |
94,469 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0117 |
1.1% |
70% |
False |
False |
79,103 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0109 |
1.0% |
70% |
False |
False |
59,359 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0102 |
1.0% |
70% |
False |
False |
47,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1199 |
|
1.618 |
1.1000 |
|
1.000 |
1.0877 |
|
0.618 |
1.0801 |
|
HIGH |
1.0678 |
|
0.618 |
1.0602 |
|
0.500 |
1.0579 |
|
0.382 |
1.0555 |
|
LOW |
1.0479 |
|
0.618 |
1.0356 |
|
1.000 |
1.0280 |
|
1.618 |
1.0157 |
|
2.618 |
0.9958 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0662 |
| PP |
1.0567 |
1.0622 |
| S1 |
1.0555 |
1.0583 |
|