CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0734 |
-0.0064 |
-0.6% |
1.0578 |
| High |
1.0806 |
1.0738 |
-0.0068 |
-0.6% |
1.0781 |
| Low |
1.0739 |
1.0661 |
-0.0078 |
-0.7% |
1.0484 |
| Close |
1.0765 |
1.0650 |
-0.0115 |
-1.1% |
1.0778 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.9% |
0.0297 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.4% |
0.0000 |
| Volume |
268 |
298 |
30 |
11.2% |
557 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0859 |
1.0692 |
|
| R3 |
1.0837 |
1.0782 |
1.0671 |
|
| R2 |
1.0760 |
1.0760 |
1.0664 |
|
| R1 |
1.0705 |
1.0705 |
1.0657 |
1.0694 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0678 |
| S1 |
1.0628 |
1.0628 |
1.0643 |
1.0617 |
| S2 |
1.0606 |
1.0606 |
1.0636 |
|
| S3 |
1.0529 |
1.0551 |
1.0629 |
|
| S4 |
1.0452 |
1.0474 |
1.0608 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1472 |
1.0941 |
|
| R3 |
1.1275 |
1.1175 |
1.0860 |
|
| R2 |
1.0978 |
1.0978 |
1.0832 |
|
| R1 |
1.0878 |
1.0878 |
1.0805 |
1.0928 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0706 |
| S1 |
1.0581 |
1.0581 |
1.0751 |
1.0631 |
| S2 |
1.0384 |
1.0384 |
1.0724 |
|
| S3 |
1.0087 |
1.0284 |
1.0696 |
|
| S4 |
0.9790 |
0.9987 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0940 |
|
1.618 |
1.0863 |
|
1.000 |
1.0815 |
|
0.618 |
1.0786 |
|
HIGH |
1.0738 |
|
0.618 |
1.0709 |
|
0.500 |
1.0700 |
|
0.382 |
1.0690 |
|
LOW |
1.0661 |
|
0.618 |
1.0613 |
|
1.000 |
1.0584 |
|
1.618 |
1.0536 |
|
2.618 |
1.0459 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0700 |
1.0734 |
| PP |
1.0683 |
1.0706 |
| S1 |
1.0667 |
1.0678 |
|