CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0483 |
-0.0134 |
-1.3% |
1.0532 |
| High |
1.0617 |
1.0556 |
-0.0061 |
-0.6% |
1.0682 |
| Low |
1.0451 |
1.0452 |
0.0001 |
0.0% |
1.0468 |
| Close |
1.0498 |
1.0534 |
0.0036 |
0.3% |
1.0667 |
| Range |
0.0166 |
0.0104 |
-0.0062 |
-37.3% |
0.0214 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
141,207 |
88,982 |
-52,225 |
-37.0% |
528,917 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0826 |
1.0784 |
1.0591 |
|
| R3 |
1.0722 |
1.0680 |
1.0563 |
|
| R2 |
1.0618 |
1.0618 |
1.0553 |
|
| R1 |
1.0576 |
1.0576 |
1.0544 |
1.0597 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0525 |
| S1 |
1.0472 |
1.0472 |
1.0524 |
1.0493 |
| S2 |
1.0410 |
1.0410 |
1.0515 |
|
| S3 |
1.0306 |
1.0368 |
1.0505 |
|
| S4 |
1.0202 |
1.0264 |
1.0477 |
|
|
| 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% |
0.0111 |
1.1% |
36% |
False |
False |
106,445 |
| 10 |
1.0844 |
1.0451 |
0.0393 |
3.7% |
0.0139 |
1.3% |
21% |
False |
False |
118,789 |
| 20 |
1.0954 |
1.0451 |
0.0503 |
4.8% |
0.0137 |
1.3% |
17% |
False |
False |
113,843 |
| 40 |
1.0954 |
1.0109 |
0.0845 |
8.0% |
0.0119 |
1.1% |
50% |
False |
False |
97,690 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0120 |
1.1% |
69% |
False |
False |
91,709 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0111 |
1.1% |
69% |
False |
False |
68,841 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0107 |
1.0% |
69% |
False |
False |
55,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0828 |
|
1.618 |
1.0724 |
|
1.000 |
1.0660 |
|
0.618 |
1.0620 |
|
HIGH |
1.0556 |
|
0.618 |
1.0516 |
|
0.500 |
1.0504 |
|
0.382 |
1.0492 |
|
LOW |
1.0452 |
|
0.618 |
1.0388 |
|
1.000 |
1.0348 |
|
1.618 |
1.0284 |
|
2.618 |
1.0180 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0567 |
| PP |
1.0514 |
1.0556 |
| S1 |
1.0504 |
1.0545 |
|