CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0478 |
1.0340 |
-0.0138 |
-1.3% |
1.0390 |
| High |
1.0478 |
1.0421 |
-0.0057 |
-0.5% |
1.0539 |
| Low |
1.0321 |
1.0327 |
0.0006 |
0.1% |
1.0343 |
| Close |
1.0367 |
1.0402 |
0.0035 |
0.3% |
1.0532 |
| Range |
0.0157 |
0.0094 |
-0.0063 |
-40.1% |
0.0196 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
221 |
630 |
409 |
185.1% |
935 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0628 |
1.0454 |
|
| R3 |
1.0571 |
1.0534 |
1.0428 |
|
| R2 |
1.0477 |
1.0477 |
1.0419 |
|
| R1 |
1.0440 |
1.0440 |
1.0411 |
1.0459 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0393 |
| S1 |
1.0346 |
1.0346 |
1.0393 |
1.0365 |
| S2 |
1.0289 |
1.0289 |
1.0385 |
|
| S3 |
1.0195 |
1.0252 |
1.0376 |
|
| S4 |
1.0101 |
1.0158 |
1.0350 |
|
|
| 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 |
1.0821 |
|
2.618 |
1.0667 |
|
1.618 |
1.0573 |
|
1.000 |
1.0515 |
|
0.618 |
1.0479 |
|
HIGH |
1.0421 |
|
0.618 |
1.0385 |
|
0.500 |
1.0374 |
|
0.382 |
1.0363 |
|
LOW |
1.0327 |
|
0.618 |
1.0269 |
|
1.000 |
1.0233 |
|
1.618 |
1.0175 |
|
2.618 |
1.0081 |
|
4.250 |
0.9928 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0393 |
1.0430 |
| PP |
1.0383 |
1.0421 |
| S1 |
1.0374 |
1.0411 |
|