CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0435 |
0.0045 |
0.4% |
1.0525 |
| High |
1.0455 |
1.0448 |
-0.0007 |
-0.1% |
1.0700 |
| Low |
1.0359 |
1.0343 |
-0.0016 |
-0.2% |
1.0349 |
| Close |
1.0425 |
1.0449 |
0.0024 |
0.2% |
1.0409 |
| Range |
0.0096 |
0.0105 |
0.0009 |
9.4% |
0.0351 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
143 |
73 |
-70 |
-49.0% |
954 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0694 |
1.0507 |
|
| R3 |
1.0623 |
1.0589 |
1.0478 |
|
| R2 |
1.0518 |
1.0518 |
1.0468 |
|
| R1 |
1.0484 |
1.0484 |
1.0459 |
1.0501 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0422 |
| S1 |
1.0379 |
1.0379 |
1.0439 |
1.0396 |
| S2 |
1.0308 |
1.0308 |
1.0430 |
|
| S3 |
1.0203 |
1.0274 |
1.0420 |
|
| S4 |
1.0098 |
1.0169 |
1.0391 |
|
|
| 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 |
1.0894 |
|
2.618 |
1.0723 |
|
1.618 |
1.0618 |
|
1.000 |
1.0553 |
|
0.618 |
1.0513 |
|
HIGH |
1.0448 |
|
0.618 |
1.0408 |
|
0.500 |
1.0396 |
|
0.382 |
1.0383 |
|
LOW |
1.0343 |
|
0.618 |
1.0278 |
|
1.000 |
1.0238 |
|
1.618 |
1.0173 |
|
2.618 |
1.0068 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0446 |
| PP |
1.0413 |
1.0442 |
| S1 |
1.0396 |
1.0439 |
|