CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0534 |
1.0585 |
0.0051 |
0.5% |
1.0662 |
| High |
1.0596 |
1.0631 |
0.0035 |
0.3% |
1.0844 |
| Low |
1.0468 |
1.0534 |
0.0066 |
0.6% |
1.0479 |
| Close |
1.0583 |
1.0578 |
-0.0005 |
0.0% |
1.0543 |
| Range |
0.0128 |
0.0097 |
-0.0031 |
-24.2% |
0.0365 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
117,192 |
97,286 |
-19,906 |
-17.0% |
600,255 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0822 |
1.0631 |
|
| R3 |
1.0775 |
1.0725 |
1.0605 |
|
| R2 |
1.0678 |
1.0678 |
1.0596 |
|
| R1 |
1.0628 |
1.0628 |
1.0587 |
1.0605 |
| PP |
1.0581 |
1.0581 |
1.0581 |
1.0569 |
| S1 |
1.0531 |
1.0531 |
1.0569 |
1.0508 |
| S2 |
1.0484 |
1.0484 |
1.0560 |
|
| S3 |
1.0387 |
1.0434 |
1.0551 |
|
| S4 |
1.0290 |
1.0337 |
1.0525 |
|
|
| 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 |
1.0678 |
1.0468 |
0.0210 |
2.0% |
0.0141 |
1.3% |
52% |
False |
False |
123,128 |
| 10 |
1.0844 |
1.0468 |
0.0376 |
3.6% |
0.0162 |
1.5% |
29% |
False |
False |
126,801 |
| 20 |
1.0954 |
1.0447 |
0.0507 |
4.8% |
0.0139 |
1.3% |
26% |
False |
False |
107,940 |
| 40 |
1.0954 |
0.9963 |
0.0991 |
9.4% |
0.0118 |
1.1% |
62% |
False |
False |
95,438 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0118 |
1.1% |
72% |
False |
False |
84,490 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0110 |
1.0% |
72% |
False |
False |
63,408 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0105 |
1.0% |
72% |
False |
False |
50,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0885 |
|
1.618 |
1.0788 |
|
1.000 |
1.0728 |
|
0.618 |
1.0691 |
|
HIGH |
1.0631 |
|
0.618 |
1.0594 |
|
0.500 |
1.0583 |
|
0.382 |
1.0571 |
|
LOW |
1.0534 |
|
0.618 |
1.0474 |
|
1.000 |
1.0437 |
|
1.618 |
1.0377 |
|
2.618 |
1.0280 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0569 |
| PP |
1.0581 |
1.0559 |
| S1 |
1.0580 |
1.0550 |
|