CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0390 |
-0.0095 |
-0.9% |
1.0525 |
| High |
1.0535 |
1.0455 |
-0.0080 |
-0.8% |
1.0700 |
| Low |
1.0349 |
1.0359 |
0.0010 |
0.1% |
1.0349 |
| Close |
1.0409 |
1.0425 |
0.0016 |
0.2% |
1.0409 |
| Range |
0.0186 |
0.0096 |
-0.0090 |
-48.4% |
0.0351 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
255 |
143 |
-112 |
-43.9% |
954 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0701 |
1.0659 |
1.0478 |
|
| R3 |
1.0605 |
1.0563 |
1.0451 |
|
| R2 |
1.0509 |
1.0509 |
1.0443 |
|
| R1 |
1.0467 |
1.0467 |
1.0434 |
1.0488 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0424 |
| S1 |
1.0371 |
1.0371 |
1.0416 |
1.0392 |
| S2 |
1.0317 |
1.0317 |
1.0407 |
|
| S3 |
1.0221 |
1.0275 |
1.0399 |
|
| S4 |
1.0125 |
1.0179 |
1.0372 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1539 |
1.1325 |
1.0602 |
|
| R3 |
1.1188 |
1.0974 |
1.0506 |
|
| R2 |
1.0837 |
1.0837 |
1.0473 |
|
| R1 |
1.0623 |
1.0623 |
1.0441 |
1.0555 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0452 |
| S1 |
1.0272 |
1.0272 |
1.0377 |
1.0204 |
| S2 |
1.0135 |
1.0135 |
1.0345 |
|
| S3 |
0.9784 |
0.9921 |
1.0312 |
|
| S4 |
0.9433 |
0.9570 |
1.0216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0706 |
|
1.618 |
1.0610 |
|
1.000 |
1.0551 |
|
0.618 |
1.0514 |
|
HIGH |
1.0455 |
|
0.618 |
1.0418 |
|
0.500 |
1.0407 |
|
0.382 |
1.0396 |
|
LOW |
1.0359 |
|
0.618 |
1.0300 |
|
1.000 |
1.0263 |
|
1.618 |
1.0204 |
|
2.618 |
1.0108 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0442 |
| PP |
1.0413 |
1.0436 |
| S1 |
1.0407 |
1.0431 |
|