CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0377 |
0.0037 |
0.4% |
1.0390 |
| High |
1.0421 |
1.0392 |
-0.0029 |
-0.3% |
1.0539 |
| Low |
1.0327 |
1.0289 |
-0.0038 |
-0.4% |
1.0343 |
| Close |
1.0402 |
1.0366 |
-0.0036 |
-0.3% |
1.0532 |
| Range |
0.0094 |
0.0103 |
0.0009 |
9.6% |
0.0196 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
630 |
440 |
-190 |
-30.2% |
935 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0615 |
1.0423 |
|
| R3 |
1.0555 |
1.0512 |
1.0394 |
|
| R2 |
1.0452 |
1.0452 |
1.0385 |
|
| R1 |
1.0409 |
1.0409 |
1.0375 |
1.0379 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0334 |
| S1 |
1.0306 |
1.0306 |
1.0357 |
1.0276 |
| S2 |
1.0246 |
1.0246 |
1.0347 |
|
| S3 |
1.0143 |
1.0203 |
1.0338 |
|
| S4 |
1.0040 |
1.0100 |
1.0309 |
|
|
| 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 |
1.0830 |
|
2.618 |
1.0662 |
|
1.618 |
1.0559 |
|
1.000 |
1.0495 |
|
0.618 |
1.0456 |
|
HIGH |
1.0392 |
|
0.618 |
1.0353 |
|
0.500 |
1.0341 |
|
0.382 |
1.0328 |
|
LOW |
1.0289 |
|
0.618 |
1.0225 |
|
1.000 |
1.0186 |
|
1.618 |
1.0122 |
|
2.618 |
1.0019 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0384 |
| PP |
1.0349 |
1.0378 |
| S1 |
1.0341 |
1.0372 |
|