CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0505 |
1.0615 |
0.0110 |
1.0% |
1.0617 |
| High |
1.0630 |
1.0699 |
0.0069 |
0.6% |
1.0699 |
| Low |
1.0490 |
1.0588 |
0.0098 |
0.9% |
1.0414 |
| Close |
1.0618 |
1.0689 |
0.0071 |
0.7% |
1.0689 |
| Range |
0.0140 |
0.0111 |
-0.0029 |
-20.7% |
0.0285 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
105,723 |
90,004 |
-15,719 |
-14.9% |
554,561 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0951 |
1.0750 |
|
| R3 |
1.0881 |
1.0840 |
1.0720 |
|
| R2 |
1.0770 |
1.0770 |
1.0709 |
|
| R1 |
1.0729 |
1.0729 |
1.0699 |
1.0750 |
| PP |
1.0659 |
1.0659 |
1.0659 |
1.0669 |
| S1 |
1.0618 |
1.0618 |
1.0679 |
1.0639 |
| S2 |
1.0548 |
1.0548 |
1.0669 |
|
| S3 |
1.0437 |
1.0507 |
1.0658 |
|
| S4 |
1.0326 |
1.0396 |
1.0628 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1357 |
1.0846 |
|
| R3 |
1.1171 |
1.1072 |
1.0767 |
|
| R2 |
1.0886 |
1.0886 |
1.0741 |
|
| R1 |
1.0787 |
1.0787 |
1.0715 |
1.0837 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0625 |
| S1 |
1.0502 |
1.0502 |
1.0663 |
1.0552 |
| S2 |
1.0316 |
1.0316 |
1.0637 |
|
| S3 |
1.0031 |
1.0217 |
1.0611 |
|
| S4 |
0.9746 |
0.9932 |
1.0532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0699 |
1.0414 |
0.0285 |
2.7% |
0.0128 |
1.2% |
96% |
True |
False |
110,912 |
| 10 |
1.0699 |
1.0414 |
0.0285 |
2.7% |
0.0119 |
1.1% |
96% |
True |
False |
108,347 |
| 20 |
1.0954 |
1.0414 |
0.0540 |
5.1% |
0.0140 |
1.3% |
51% |
False |
False |
117,498 |
| 40 |
1.0954 |
1.0200 |
0.0754 |
7.1% |
0.0123 |
1.2% |
65% |
False |
False |
100,500 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0122 |
1.1% |
80% |
False |
False |
97,063 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0112 |
1.0% |
80% |
False |
False |
72,891 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.6% |
0.0108 |
1.0% |
80% |
False |
False |
58,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1171 |
|
2.618 |
1.0990 |
|
1.618 |
1.0879 |
|
1.000 |
1.0810 |
|
0.618 |
1.0768 |
|
HIGH |
1.0699 |
|
0.618 |
1.0657 |
|
0.500 |
1.0644 |
|
0.382 |
1.0630 |
|
LOW |
1.0588 |
|
0.618 |
1.0519 |
|
1.000 |
1.0477 |
|
1.618 |
1.0408 |
|
2.618 |
1.0297 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0645 |
| PP |
1.0659 |
1.0601 |
| S1 |
1.0644 |
1.0557 |
|