CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0694 |
0.0079 |
0.7% |
1.0617 |
| High |
1.0699 |
1.0740 |
0.0041 |
0.4% |
1.0699 |
| Low |
1.0588 |
1.0625 |
0.0037 |
0.3% |
1.0414 |
| Close |
1.0689 |
1.0646 |
-0.0043 |
-0.4% |
1.0689 |
| Range |
0.0111 |
0.0115 |
0.0004 |
3.6% |
0.0285 |
| ATR |
0.0132 |
0.0130 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
90,004 |
92,193 |
2,189 |
2.4% |
554,561 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0946 |
1.0709 |
|
| R3 |
1.0900 |
1.0831 |
1.0678 |
|
| R2 |
1.0785 |
1.0785 |
1.0667 |
|
| R1 |
1.0716 |
1.0716 |
1.0657 |
1.0693 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0659 |
| S1 |
1.0601 |
1.0601 |
1.0635 |
1.0578 |
| S2 |
1.0555 |
1.0555 |
1.0625 |
|
| S3 |
1.0440 |
1.0486 |
1.0614 |
|
| S4 |
1.0325 |
1.0371 |
1.0583 |
|
|
| 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 |
1.0740 |
1.0414 |
0.0326 |
3.1% |
0.0118 |
1.1% |
71% |
True |
False |
101,109 |
| 10 |
1.0740 |
1.0414 |
0.0326 |
3.1% |
0.0117 |
1.1% |
71% |
True |
False |
106,598 |
| 20 |
1.0896 |
1.0414 |
0.0482 |
4.5% |
0.0141 |
1.3% |
48% |
False |
False |
118,015 |
| 40 |
1.0954 |
1.0200 |
0.0754 |
7.1% |
0.0124 |
1.2% |
59% |
False |
False |
100,491 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0123 |
1.2% |
77% |
False |
False |
98,567 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0112 |
1.1% |
77% |
False |
False |
74,039 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.7% |
0.0109 |
1.0% |
77% |
False |
False |
59,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1041 |
|
1.618 |
1.0926 |
|
1.000 |
1.0855 |
|
0.618 |
1.0811 |
|
HIGH |
1.0740 |
|
0.618 |
1.0696 |
|
0.500 |
1.0683 |
|
0.382 |
1.0669 |
|
LOW |
1.0625 |
|
0.618 |
1.0554 |
|
1.000 |
1.0510 |
|
1.618 |
1.0439 |
|
2.618 |
1.0324 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0683 |
1.0636 |
| PP |
1.0670 |
1.0625 |
| S1 |
1.0658 |
1.0615 |
|