CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0634 |
1.0617 |
-0.0017 |
-0.2% |
1.0532 |
| High |
1.0682 |
1.0617 |
-0.0065 |
-0.6% |
1.0682 |
| Low |
1.0581 |
1.0451 |
-0.0130 |
-1.2% |
1.0468 |
| Close |
1.0667 |
1.0498 |
-0.0169 |
-1.6% |
1.0667 |
| Range |
0.0101 |
0.0166 |
0.0065 |
64.4% |
0.0214 |
| ATR |
0.0130 |
0.0136 |
0.0006 |
4.8% |
0.0000 |
| Volume |
103,654 |
141,207 |
37,553 |
36.2% |
528,917 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0925 |
1.0589 |
|
| R3 |
1.0854 |
1.0759 |
1.0544 |
|
| R2 |
1.0688 |
1.0688 |
1.0528 |
|
| R1 |
1.0593 |
1.0593 |
1.0513 |
1.0558 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0504 |
| S1 |
1.0427 |
1.0427 |
1.0483 |
1.0392 |
| S2 |
1.0356 |
1.0356 |
1.0468 |
|
| S3 |
1.0190 |
1.0261 |
1.0452 |
|
| S4 |
1.0024 |
1.0095 |
1.0407 |
|
|
| 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 |
1.0451 |
0.0231 |
2.2% |
0.0116 |
1.1% |
20% |
False |
True |
112,087 |
| 10 |
1.0844 |
1.0451 |
0.0393 |
3.7% |
0.0140 |
1.3% |
12% |
False |
True |
117,821 |
| 20 |
1.0954 |
1.0451 |
0.0503 |
4.8% |
0.0137 |
1.3% |
9% |
False |
True |
113,361 |
| 40 |
1.0954 |
1.0109 |
0.0845 |
8.0% |
0.0119 |
1.1% |
46% |
False |
False |
97,172 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0119 |
1.1% |
66% |
False |
False |
90,233 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0111 |
1.1% |
66% |
False |
False |
67,729 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0107 |
1.0% |
66% |
False |
False |
54,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1052 |
|
1.618 |
1.0886 |
|
1.000 |
1.0783 |
|
0.618 |
1.0720 |
|
HIGH |
1.0617 |
|
0.618 |
1.0554 |
|
0.500 |
1.0534 |
|
0.382 |
1.0514 |
|
LOW |
1.0451 |
|
0.618 |
1.0348 |
|
1.000 |
1.0285 |
|
1.618 |
1.0182 |
|
2.618 |
1.0016 |
|
4.250 |
0.9746 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0534 |
1.0567 |
| PP |
1.0522 |
1.0544 |
| S1 |
1.0510 |
1.0521 |
|