CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0520 |
1.0453 |
-0.0067 |
-0.6% |
1.0478 |
| High |
1.0600 |
1.0541 |
-0.0059 |
-0.6% |
1.0563 |
| Low |
1.0455 |
1.0442 |
-0.0013 |
-0.1% |
1.0289 |
| Close |
1.0503 |
1.0525 |
0.0022 |
0.2% |
1.0555 |
| Range |
0.0145 |
0.0099 |
-0.0046 |
-31.7% |
0.0274 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,444 |
2,054 |
610 |
42.2% |
2,001 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0761 |
1.0579 |
|
| R3 |
1.0701 |
1.0662 |
1.0552 |
|
| R2 |
1.0602 |
1.0602 |
1.0543 |
|
| R1 |
1.0563 |
1.0563 |
1.0534 |
1.0583 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0512 |
| S1 |
1.0464 |
1.0464 |
1.0516 |
1.0484 |
| S2 |
1.0404 |
1.0404 |
1.0507 |
|
| S3 |
1.0305 |
1.0365 |
1.0498 |
|
| S4 |
1.0206 |
1.0266 |
1.0471 |
|
|
| 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 |
1.0962 |
|
2.618 |
1.0800 |
|
1.618 |
1.0701 |
|
1.000 |
1.0640 |
|
0.618 |
1.0602 |
|
HIGH |
1.0541 |
|
0.618 |
1.0503 |
|
0.500 |
1.0492 |
|
0.382 |
1.0480 |
|
LOW |
1.0442 |
|
0.618 |
1.0381 |
|
1.000 |
1.0343 |
|
1.618 |
1.0282 |
|
2.618 |
1.0183 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0525 |
| PP |
1.0503 |
1.0524 |
| S1 |
1.0492 |
1.0524 |
|