CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0634 |
0.0035 |
0.3% |
1.0532 |
| High |
1.0651 |
1.0682 |
0.0031 |
0.3% |
1.0682 |
| Low |
1.0563 |
1.0581 |
0.0018 |
0.2% |
1.0468 |
| Close |
1.0630 |
1.0667 |
0.0037 |
0.3% |
1.0667 |
| Range |
0.0088 |
0.0101 |
0.0013 |
14.8% |
0.0214 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
101,099 |
103,654 |
2,555 |
2.5% |
528,917 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0908 |
1.0723 |
|
| R3 |
1.0845 |
1.0807 |
1.0695 |
|
| R2 |
1.0744 |
1.0744 |
1.0686 |
|
| R1 |
1.0706 |
1.0706 |
1.0676 |
1.0725 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0653 |
| S1 |
1.0605 |
1.0605 |
1.0658 |
1.0624 |
| S2 |
1.0542 |
1.0542 |
1.0648 |
|
| S3 |
1.0441 |
1.0504 |
1.0639 |
|
| S4 |
1.0340 |
1.0403 |
1.0611 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1171 |
1.0785 |
|
| R3 |
1.1034 |
1.0957 |
1.0726 |
|
| R2 |
1.0820 |
1.0820 |
1.0706 |
|
| R1 |
1.0743 |
1.0743 |
1.0687 |
1.0782 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0625 |
| S1 |
1.0529 |
1.0529 |
1.0647 |
1.0568 |
| S2 |
1.0392 |
1.0392 |
1.0628 |
|
| S3 |
1.0178 |
1.0315 |
1.0608 |
|
| S4 |
0.9964 |
1.0101 |
1.0549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0682 |
1.0468 |
0.0214 |
2.0% |
0.0110 |
1.0% |
93% |
True |
False |
105,783 |
| 10 |
1.0844 |
1.0468 |
0.0376 |
3.5% |
0.0137 |
1.3% |
53% |
False |
False |
112,917 |
| 20 |
1.0954 |
1.0468 |
0.0486 |
4.6% |
0.0134 |
1.3% |
41% |
False |
False |
109,989 |
| 40 |
1.0954 |
1.0090 |
0.0864 |
8.1% |
0.0117 |
1.1% |
67% |
False |
False |
95,852 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0118 |
1.1% |
79% |
False |
False |
87,886 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0111 |
1.0% |
79% |
False |
False |
65,966 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0105 |
1.0% |
79% |
False |
False |
52,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0946 |
|
1.618 |
1.0845 |
|
1.000 |
1.0783 |
|
0.618 |
1.0744 |
|
HIGH |
1.0682 |
|
0.618 |
1.0643 |
|
0.500 |
1.0632 |
|
0.382 |
1.0620 |
|
LOW |
1.0581 |
|
0.618 |
1.0519 |
|
1.000 |
1.0480 |
|
1.618 |
1.0418 |
|
2.618 |
1.0317 |
|
4.250 |
1.0152 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0647 |
| PP |
1.0643 |
1.0628 |
| S1 |
1.0632 |
1.0608 |
|