CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0532 |
1.0534 |
0.0002 |
0.0% |
1.0662 |
High |
1.0607 |
1.0596 |
-0.0011 |
-0.1% |
1.0844 |
Low |
1.0473 |
1.0468 |
-0.0005 |
0.0% |
1.0479 |
Close |
1.0559 |
1.0583 |
0.0024 |
0.2% |
1.0543 |
Range |
0.0134 |
0.0128 |
-0.0006 |
-4.5% |
0.0365 |
ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
109,686 |
117,192 |
7,506 |
6.8% |
600,255 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0933 |
1.0886 |
1.0653 |
|
R3 |
1.0805 |
1.0758 |
1.0618 |
|
R2 |
1.0677 |
1.0677 |
1.0606 |
|
R1 |
1.0630 |
1.0630 |
1.0595 |
1.0654 |
PP |
1.0549 |
1.0549 |
1.0549 |
1.0561 |
S1 |
1.0502 |
1.0502 |
1.0571 |
1.0526 |
S2 |
1.0421 |
1.0421 |
1.0560 |
|
S3 |
1.0293 |
1.0374 |
1.0548 |
|
S4 |
1.0165 |
1.0246 |
1.0513 |
|
|
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 |
1.0468 |
0.0376 |
3.6% |
0.0167 |
1.6% |
31% |
False |
True |
131,133 |
10 |
1.0844 |
1.0468 |
0.0376 |
3.6% |
0.0167 |
1.6% |
31% |
False |
True |
129,933 |
20 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0139 |
1.3% |
36% |
False |
False |
107,310 |
40 |
1.0954 |
0.9935 |
0.1019 |
9.6% |
0.0118 |
1.1% |
64% |
False |
False |
94,858 |
60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0119 |
1.1% |
72% |
False |
False |
82,875 |
80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0110 |
1.0% |
72% |
False |
False |
62,193 |
100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0105 |
1.0% |
72% |
False |
False |
49,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1140 |
2.618 |
1.0931 |
1.618 |
1.0803 |
1.000 |
1.0724 |
0.618 |
1.0675 |
HIGH |
1.0596 |
0.618 |
1.0547 |
0.500 |
1.0532 |
0.382 |
1.0517 |
LOW |
1.0468 |
0.618 |
1.0389 |
1.000 |
1.0340 |
1.618 |
1.0261 |
2.618 |
1.0133 |
4.250 |
0.9924 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0566 |
1.0580 |
PP |
1.0549 |
1.0576 |
S1 |
1.0532 |
1.0573 |
|