CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0660 |
0.0053 |
0.5% |
1.0798 |
| High |
1.0665 |
1.0700 |
0.0035 |
0.3% |
1.0806 |
| Low |
1.0552 |
1.0485 |
-0.0067 |
-0.6% |
1.0367 |
| Close |
1.0644 |
1.0503 |
-0.0141 |
-1.3% |
1.0487 |
| Range |
0.0113 |
0.0215 |
0.0102 |
90.3% |
0.0439 |
| ATR |
0.0110 |
0.0118 |
0.0007 |
6.8% |
0.0000 |
| Volume |
167 |
81 |
-86 |
-51.5% |
1,350 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1070 |
1.0621 |
|
| R3 |
1.0993 |
1.0855 |
1.0562 |
|
| R2 |
1.0778 |
1.0778 |
1.0542 |
|
| R1 |
1.0640 |
1.0640 |
1.0523 |
1.0602 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0543 |
| S1 |
1.0425 |
1.0425 |
1.0483 |
1.0387 |
| S2 |
1.0348 |
1.0348 |
1.0464 |
|
| S3 |
1.0133 |
1.0210 |
1.0444 |
|
| S4 |
0.9918 |
0.9995 |
1.0385 |
|
|
| 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 |
1.1614 |
|
2.618 |
1.1263 |
|
1.618 |
1.1048 |
|
1.000 |
1.0915 |
|
0.618 |
1.0833 |
|
HIGH |
1.0700 |
|
0.618 |
1.0618 |
|
0.500 |
1.0593 |
|
0.382 |
1.0567 |
|
LOW |
1.0485 |
|
0.618 |
1.0352 |
|
1.000 |
1.0270 |
|
1.618 |
1.0137 |
|
2.618 |
0.9922 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0593 |
| PP |
1.0563 |
1.0563 |
| S1 |
1.0533 |
1.0533 |
|