CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0524 |
-0.0136 |
-1.3% |
1.0798 |
| High |
1.0700 |
1.0528 |
-0.0172 |
-1.6% |
1.0806 |
| Low |
1.0485 |
1.0398 |
-0.0087 |
-0.8% |
1.0367 |
| Close |
1.0503 |
1.0480 |
-0.0023 |
-0.2% |
1.0487 |
| Range |
0.0215 |
0.0130 |
-0.0085 |
-39.5% |
0.0439 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
0.8% |
0.0000 |
| Volume |
81 |
252 |
171 |
211.1% |
1,350 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0799 |
1.0552 |
|
| R3 |
1.0729 |
1.0669 |
1.0516 |
|
| R2 |
1.0599 |
1.0599 |
1.0504 |
|
| R1 |
1.0539 |
1.0539 |
1.0492 |
1.0504 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0451 |
| S1 |
1.0409 |
1.0409 |
1.0468 |
1.0374 |
| S2 |
1.0339 |
1.0339 |
1.0456 |
|
| S3 |
1.0209 |
1.0279 |
1.0444 |
|
| S4 |
1.0079 |
1.0149 |
1.0409 |
|
|
| 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 |
1.1081 |
|
2.618 |
1.0868 |
|
1.618 |
1.0738 |
|
1.000 |
1.0658 |
|
0.618 |
1.0608 |
|
HIGH |
1.0528 |
|
0.618 |
1.0478 |
|
0.500 |
1.0463 |
|
0.382 |
1.0448 |
|
LOW |
1.0398 |
|
0.618 |
1.0318 |
|
1.000 |
1.0268 |
|
1.618 |
1.0188 |
|
2.618 |
1.0058 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0549 |
| PP |
1.0469 |
1.0526 |
| S1 |
1.0463 |
1.0503 |
|