CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0423 |
-0.0140 |
-1.3% |
1.0798 |
| High |
1.0574 |
1.0610 |
0.0036 |
0.3% |
1.0806 |
| Low |
1.0367 |
1.0415 |
0.0048 |
0.5% |
1.0367 |
| Close |
1.0397 |
1.0487 |
0.0090 |
0.9% |
1.0487 |
| Range |
0.0207 |
0.0195 |
-0.0012 |
-5.8% |
0.0439 |
| ATR |
0.0099 |
0.0107 |
0.0008 |
8.2% |
0.0000 |
| Volume |
343 |
275 |
-68 |
-19.8% |
1,350 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.0983 |
1.0594 |
|
| R3 |
1.0894 |
1.0788 |
1.0541 |
|
| R2 |
1.0699 |
1.0699 |
1.0523 |
|
| R1 |
1.0593 |
1.0593 |
1.0505 |
1.0646 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0531 |
| S1 |
1.0398 |
1.0398 |
1.0469 |
1.0451 |
| S2 |
1.0309 |
1.0309 |
1.0451 |
|
| S3 |
1.0114 |
1.0203 |
1.0433 |
|
| S4 |
0.9919 |
1.0008 |
1.0380 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1618 |
1.0728 |
|
| R3 |
1.1431 |
1.1179 |
1.0608 |
|
| R2 |
1.0992 |
1.0992 |
1.0567 |
|
| R1 |
1.0740 |
1.0740 |
1.0527 |
1.0647 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0507 |
| S1 |
1.0301 |
1.0301 |
1.0447 |
1.0208 |
| S2 |
1.0114 |
1.0114 |
1.0407 |
|
| S3 |
0.9675 |
0.9862 |
1.0366 |
|
| S4 |
0.9236 |
0.9423 |
1.0246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1439 |
|
2.618 |
1.1121 |
|
1.618 |
1.0926 |
|
1.000 |
1.0805 |
|
0.618 |
1.0731 |
|
HIGH |
1.0610 |
|
0.618 |
1.0536 |
|
0.500 |
1.0513 |
|
0.382 |
1.0489 |
|
LOW |
1.0415 |
|
0.618 |
1.0294 |
|
1.000 |
1.0220 |
|
1.618 |
1.0099 |
|
2.618 |
0.9904 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0524 |
| PP |
1.0504 |
1.0512 |
| S1 |
1.0496 |
1.0499 |
|