CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0520 |
-0.0040 |
-0.4% |
1.0478 |
| High |
1.0606 |
1.0600 |
-0.0006 |
-0.1% |
1.0563 |
| Low |
1.0486 |
1.0455 |
-0.0031 |
-0.3% |
1.0289 |
| Close |
1.0513 |
1.0503 |
-0.0010 |
-0.1% |
1.0555 |
| Range |
0.0120 |
0.0145 |
0.0025 |
20.8% |
0.0274 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.9% |
0.0000 |
| Volume |
1,245 |
1,444 |
199 |
16.0% |
2,001 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0874 |
1.0583 |
|
| R3 |
1.0809 |
1.0729 |
1.0543 |
|
| R2 |
1.0664 |
1.0664 |
1.0530 |
|
| R1 |
1.0584 |
1.0584 |
1.0516 |
1.0552 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0503 |
| S1 |
1.0439 |
1.0439 |
1.0490 |
1.0407 |
| S2 |
1.0374 |
1.0374 |
1.0476 |
|
| S3 |
1.0229 |
1.0294 |
1.0463 |
|
| S4 |
1.0084 |
1.0149 |
1.0423 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1197 |
1.0706 |
|
| R3 |
1.1017 |
1.0923 |
1.0630 |
|
| R2 |
1.0743 |
1.0743 |
1.0605 |
|
| R1 |
1.0649 |
1.0649 |
1.0580 |
1.0696 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0493 |
| S1 |
1.0375 |
1.0375 |
1.0530 |
1.0422 |
| S2 |
1.0195 |
1.0195 |
1.0505 |
|
| S3 |
0.9921 |
1.0101 |
1.0480 |
|
| S4 |
0.9647 |
0.9827 |
1.0404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.0980 |
|
1.618 |
1.0835 |
|
1.000 |
1.0745 |
|
0.618 |
1.0690 |
|
HIGH |
1.0600 |
|
0.618 |
1.0545 |
|
0.500 |
1.0528 |
|
0.382 |
1.0510 |
|
LOW |
1.0455 |
|
0.618 |
1.0365 |
|
1.000 |
1.0310 |
|
1.618 |
1.0220 |
|
2.618 |
1.0075 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0528 |
1.0531 |
| PP |
1.0519 |
1.0521 |
| S1 |
1.0511 |
1.0512 |
|