CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0454 |
0.0019 |
0.2% |
1.0525 |
| High |
1.0448 |
1.0466 |
0.0018 |
0.2% |
1.0700 |
| Low |
1.0343 |
1.0407 |
0.0064 |
0.6% |
1.0349 |
| Close |
1.0449 |
1.0444 |
-0.0005 |
0.0% |
1.0409 |
| Range |
0.0105 |
0.0059 |
-0.0046 |
-43.8% |
0.0351 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
73 |
244 |
171 |
234.2% |
954 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0589 |
1.0476 |
|
| R3 |
1.0557 |
1.0530 |
1.0460 |
|
| R2 |
1.0498 |
1.0498 |
1.0455 |
|
| R1 |
1.0471 |
1.0471 |
1.0449 |
1.0455 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0431 |
| S1 |
1.0412 |
1.0412 |
1.0439 |
1.0396 |
| S2 |
1.0380 |
1.0380 |
1.0433 |
|
| S3 |
1.0321 |
1.0353 |
1.0428 |
|
| S4 |
1.0262 |
1.0294 |
1.0412 |
|
|
| 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 |
1.0717 |
|
2.618 |
1.0620 |
|
1.618 |
1.0561 |
|
1.000 |
1.0525 |
|
0.618 |
1.0502 |
|
HIGH |
1.0466 |
|
0.618 |
1.0443 |
|
0.500 |
1.0437 |
|
0.382 |
1.0430 |
|
LOW |
1.0407 |
|
0.618 |
1.0371 |
|
1.000 |
1.0348 |
|
1.618 |
1.0312 |
|
2.618 |
1.0253 |
|
4.250 |
1.0156 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0431 |
| PP |
1.0439 |
1.0418 |
| S1 |
1.0437 |
1.0405 |
|