CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0483 |
1.0532 |
0.0049 |
0.5% |
1.0532 |
| High |
1.0556 |
1.0535 |
-0.0021 |
-0.2% |
1.0682 |
| Low |
1.0452 |
1.0414 |
-0.0038 |
-0.4% |
1.0468 |
| Close |
1.0534 |
1.0498 |
-0.0036 |
-0.3% |
1.0667 |
| Range |
0.0104 |
0.0121 |
0.0017 |
16.3% |
0.0214 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
88,982 |
128,645 |
39,663 |
44.6% |
528,917 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0793 |
1.0565 |
|
| R3 |
1.0724 |
1.0672 |
1.0531 |
|
| R2 |
1.0603 |
1.0603 |
1.0520 |
|
| R1 |
1.0551 |
1.0551 |
1.0509 |
1.0517 |
| PP |
1.0482 |
1.0482 |
1.0482 |
1.0465 |
| S1 |
1.0430 |
1.0430 |
1.0487 |
1.0396 |
| S2 |
1.0361 |
1.0361 |
1.0476 |
|
| S3 |
1.0240 |
1.0309 |
1.0465 |
|
| S4 |
1.0119 |
1.0188 |
1.0431 |
|
|
| 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 |
1.0414 |
0.0268 |
2.6% |
0.0116 |
1.1% |
31% |
False |
True |
112,717 |
| 10 |
1.0682 |
1.0414 |
0.0268 |
2.6% |
0.0129 |
1.2% |
31% |
False |
True |
117,922 |
| 20 |
1.0954 |
1.0414 |
0.0540 |
5.1% |
0.0137 |
1.3% |
16% |
False |
True |
116,145 |
| 40 |
1.0954 |
1.0175 |
0.0779 |
7.4% |
0.0120 |
1.1% |
41% |
False |
False |
99,086 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0120 |
1.1% |
66% |
False |
False |
93,846 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0111 |
1.1% |
66% |
False |
False |
70,447 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0107 |
1.0% |
66% |
False |
False |
56,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0852 |
|
1.618 |
1.0731 |
|
1.000 |
1.0656 |
|
0.618 |
1.0610 |
|
HIGH |
1.0535 |
|
0.618 |
1.0489 |
|
0.500 |
1.0475 |
|
0.382 |
1.0460 |
|
LOW |
1.0414 |
|
0.618 |
1.0339 |
|
1.000 |
1.0293 |
|
1.618 |
1.0218 |
|
2.618 |
1.0097 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0516 |
| PP |
1.0482 |
1.0510 |
| S1 |
1.0475 |
1.0504 |
|