CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0563 |
-0.0087 |
-0.8% |
1.0578 |
| High |
1.0681 |
1.0574 |
-0.0107 |
-1.0% |
1.0781 |
| Low |
1.0551 |
1.0367 |
-0.0184 |
-1.7% |
1.0484 |
| Close |
1.0564 |
1.0397 |
-0.0167 |
-1.6% |
1.0778 |
| Range |
0.0130 |
0.0207 |
0.0077 |
59.2% |
0.0297 |
| ATR |
0.0091 |
0.0099 |
0.0008 |
9.1% |
0.0000 |
| Volume |
166 |
343 |
177 |
106.6% |
557 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.0939 |
1.0511 |
|
| R3 |
1.0860 |
1.0732 |
1.0454 |
|
| R2 |
1.0653 |
1.0653 |
1.0435 |
|
| R1 |
1.0525 |
1.0525 |
1.0416 |
1.0486 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0426 |
| S1 |
1.0318 |
1.0318 |
1.0378 |
1.0279 |
| S2 |
1.0239 |
1.0239 |
1.0359 |
|
| S3 |
1.0032 |
1.0111 |
1.0340 |
|
| S4 |
0.9825 |
0.9904 |
1.0283 |
|
|
| 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 |
1.1454 |
|
2.618 |
1.1116 |
|
1.618 |
1.0909 |
|
1.000 |
1.0781 |
|
0.618 |
1.0702 |
|
HIGH |
1.0574 |
|
0.618 |
1.0495 |
|
0.500 |
1.0471 |
|
0.382 |
1.0446 |
|
LOW |
1.0367 |
|
0.618 |
1.0239 |
|
1.000 |
1.0160 |
|
1.618 |
1.0032 |
|
2.618 |
0.9825 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0553 |
| PP |
1.0446 |
1.0501 |
| S1 |
1.0422 |
1.0449 |
|