CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0478 |
-0.0032 |
-0.3% |
1.0390 |
| High |
1.0539 |
1.0478 |
-0.0061 |
-0.6% |
1.0539 |
| Low |
1.0456 |
1.0321 |
-0.0135 |
-1.3% |
1.0343 |
| Close |
1.0532 |
1.0367 |
-0.0165 |
-1.6% |
1.0532 |
| Range |
0.0083 |
0.0157 |
0.0074 |
89.2% |
0.0196 |
| ATR |
0.0110 |
0.0117 |
0.0007 |
6.6% |
0.0000 |
| Volume |
162 |
221 |
59 |
36.4% |
935 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0770 |
1.0453 |
|
| R3 |
1.0703 |
1.0613 |
1.0410 |
|
| R2 |
1.0546 |
1.0546 |
1.0396 |
|
| R1 |
1.0456 |
1.0456 |
1.0381 |
1.0423 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0372 |
| S1 |
1.0299 |
1.0299 |
1.0353 |
1.0266 |
| S2 |
1.0232 |
1.0232 |
1.0338 |
|
| S3 |
1.0075 |
1.0142 |
1.0324 |
|
| S4 |
0.9918 |
0.9985 |
1.0281 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.0992 |
1.0640 |
|
| R3 |
1.0863 |
1.0796 |
1.0586 |
|
| R2 |
1.0667 |
1.0667 |
1.0568 |
|
| R1 |
1.0600 |
1.0600 |
1.0550 |
1.0634 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0488 |
| S1 |
1.0404 |
1.0404 |
1.0514 |
1.0438 |
| S2 |
1.0275 |
1.0275 |
1.0496 |
|
| S3 |
1.0079 |
1.0208 |
1.0478 |
|
| S4 |
0.9883 |
1.0012 |
1.0424 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.0889 |
|
1.618 |
1.0732 |
|
1.000 |
1.0635 |
|
0.618 |
1.0575 |
|
HIGH |
1.0478 |
|
0.618 |
1.0418 |
|
0.500 |
1.0400 |
|
0.382 |
1.0381 |
|
LOW |
1.0321 |
|
0.618 |
1.0224 |
|
1.000 |
1.0164 |
|
1.618 |
1.0067 |
|
2.618 |
0.9910 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0430 |
| PP |
1.0389 |
1.0409 |
| S1 |
1.0378 |
1.0388 |
|