CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0532 |
1.0505 |
-0.0027 |
-0.3% |
1.0532 |
| High |
1.0535 |
1.0630 |
0.0095 |
0.9% |
1.0682 |
| Low |
1.0414 |
1.0490 |
0.0076 |
0.7% |
1.0468 |
| Close |
1.0498 |
1.0618 |
0.0120 |
1.1% |
1.0667 |
| Range |
0.0121 |
0.0140 |
0.0019 |
15.7% |
0.0214 |
| ATR |
0.0133 |
0.0133 |
0.0001 |
0.4% |
0.0000 |
| Volume |
128,645 |
105,723 |
-22,922 |
-17.8% |
528,917 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0949 |
1.0695 |
|
| R3 |
1.0859 |
1.0809 |
1.0657 |
|
| R2 |
1.0719 |
1.0719 |
1.0644 |
|
| R1 |
1.0669 |
1.0669 |
1.0631 |
1.0694 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0592 |
| S1 |
1.0529 |
1.0529 |
1.0605 |
1.0554 |
| S2 |
1.0439 |
1.0439 |
1.0592 |
|
| S3 |
1.0299 |
1.0389 |
1.0580 |
|
| S4 |
1.0159 |
1.0249 |
1.0541 |
|
|
| 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 |
2.5% |
0.0126 |
1.2% |
76% |
False |
False |
113,642 |
| 10 |
1.0682 |
1.0414 |
0.0268 |
2.5% |
0.0128 |
1.2% |
76% |
False |
False |
112,850 |
| 20 |
1.0954 |
1.0414 |
0.0540 |
5.1% |
0.0139 |
1.3% |
38% |
False |
False |
116,788 |
| 40 |
1.0954 |
1.0200 |
0.0754 |
7.1% |
0.0122 |
1.1% |
55% |
False |
False |
100,083 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0121 |
1.1% |
75% |
False |
False |
95,594 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0111 |
1.0% |
75% |
False |
False |
71,768 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0108 |
1.0% |
75% |
False |
False |
57,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.0997 |
|
1.618 |
1.0857 |
|
1.000 |
1.0770 |
|
0.618 |
1.0717 |
|
HIGH |
1.0630 |
|
0.618 |
1.0577 |
|
0.500 |
1.0560 |
|
0.382 |
1.0543 |
|
LOW |
1.0490 |
|
0.618 |
1.0403 |
|
1.000 |
1.0350 |
|
1.618 |
1.0263 |
|
2.618 |
1.0123 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0599 |
1.0586 |
| PP |
1.0579 |
1.0554 |
| S1 |
1.0560 |
1.0522 |
|