CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0525 |
0.0102 |
1.0% |
1.0798 |
| High |
1.0610 |
1.0631 |
0.0021 |
0.2% |
1.0806 |
| Low |
1.0415 |
1.0525 |
0.0110 |
1.1% |
1.0367 |
| Close |
1.0487 |
1.0582 |
0.0095 |
0.9% |
1.0487 |
| Range |
0.0195 |
0.0106 |
-0.0089 |
-45.6% |
0.0439 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.4% |
0.0000 |
| Volume |
275 |
199 |
-76 |
-27.6% |
1,350 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0846 |
1.0640 |
|
| R3 |
1.0791 |
1.0740 |
1.0611 |
|
| R2 |
1.0685 |
1.0685 |
1.0601 |
|
| R1 |
1.0634 |
1.0634 |
1.0592 |
1.0660 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0592 |
| S1 |
1.0528 |
1.0528 |
1.0572 |
1.0554 |
| S2 |
1.0473 |
1.0473 |
1.0563 |
|
| S3 |
1.0367 |
1.0422 |
1.0553 |
|
| S4 |
1.0261 |
1.0316 |
1.0524 |
|
|
| 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 |
1.1082 |
|
2.618 |
1.0909 |
|
1.618 |
1.0803 |
|
1.000 |
1.0737 |
|
0.618 |
1.0697 |
|
HIGH |
1.0631 |
|
0.618 |
1.0591 |
|
0.500 |
1.0578 |
|
0.382 |
1.0565 |
|
LOW |
1.0525 |
|
0.618 |
1.0459 |
|
1.000 |
1.0419 |
|
1.618 |
1.0353 |
|
2.618 |
1.0247 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0581 |
1.0554 |
| PP |
1.0579 |
1.0527 |
| S1 |
1.0578 |
1.0499 |
|