CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0599 |
0.0014 |
0.1% |
1.0662 |
| High |
1.0631 |
1.0651 |
0.0020 |
0.2% |
1.0844 |
| Low |
1.0534 |
1.0563 |
0.0029 |
0.3% |
1.0479 |
| Close |
1.0578 |
1.0630 |
0.0052 |
0.5% |
1.0543 |
| Range |
0.0097 |
0.0088 |
-0.0009 |
-9.3% |
0.0365 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
97,286 |
101,099 |
3,813 |
3.9% |
600,255 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0842 |
1.0678 |
|
| R3 |
1.0791 |
1.0754 |
1.0654 |
|
| R2 |
1.0703 |
1.0703 |
1.0646 |
|
| R1 |
1.0666 |
1.0666 |
1.0638 |
1.0685 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0624 |
| S1 |
1.0578 |
1.0578 |
1.0622 |
1.0597 |
| S2 |
1.0527 |
1.0527 |
1.0614 |
|
| S3 |
1.0439 |
1.0490 |
1.0606 |
|
| S4 |
1.0351 |
1.0402 |
1.0582 |
|
|
| 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% |
0.0129 |
1.2% |
77% |
False |
False |
112,058 |
| 10 |
1.0844 |
1.0468 |
0.0376 |
3.5% |
0.0147 |
1.4% |
43% |
False |
False |
121,399 |
| 20 |
1.0954 |
1.0468 |
0.0486 |
4.6% |
0.0133 |
1.3% |
33% |
False |
False |
108,426 |
| 40 |
1.0954 |
1.0015 |
0.0939 |
8.8% |
0.0118 |
1.1% |
65% |
False |
False |
95,717 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0118 |
1.1% |
76% |
False |
False |
86,164 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0110 |
1.0% |
76% |
False |
False |
64,671 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0105 |
1.0% |
76% |
False |
False |
51,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0881 |
|
1.618 |
1.0793 |
|
1.000 |
1.0739 |
|
0.618 |
1.0705 |
|
HIGH |
1.0651 |
|
0.618 |
1.0617 |
|
0.500 |
1.0607 |
|
0.382 |
1.0597 |
|
LOW |
1.0563 |
|
0.618 |
1.0509 |
|
1.000 |
1.0475 |
|
1.618 |
1.0421 |
|
2.618 |
1.0333 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0622 |
1.0607 |
| PP |
1.0615 |
1.0583 |
| S1 |
1.0607 |
1.0560 |
|