CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0535 |
0.0082 |
0.8% |
1.0560 |
| High |
1.0541 |
1.0628 |
0.0087 |
0.8% |
1.0628 |
| Low |
1.0442 |
1.0452 |
0.0010 |
0.1% |
1.0442 |
| Close |
1.0525 |
1.0585 |
0.0060 |
0.6% |
1.0585 |
| Range |
0.0099 |
0.0176 |
0.0077 |
77.8% |
0.0186 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.7% |
0.0000 |
| Volume |
2,054 |
1,743 |
-311 |
-15.1% |
6,486 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1010 |
1.0682 |
|
| R3 |
1.0907 |
1.0834 |
1.0633 |
|
| R2 |
1.0731 |
1.0731 |
1.0617 |
|
| R1 |
1.0658 |
1.0658 |
1.0601 |
1.0695 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0573 |
| S1 |
1.0482 |
1.0482 |
1.0569 |
1.0519 |
| S2 |
1.0379 |
1.0379 |
1.0553 |
|
| S3 |
1.0203 |
1.0306 |
1.0537 |
|
| S4 |
1.0027 |
1.0130 |
1.0488 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1033 |
1.0687 |
|
| R3 |
1.0924 |
1.0847 |
1.0636 |
|
| R2 |
1.0738 |
1.0738 |
1.0619 |
|
| R1 |
1.0661 |
1.0661 |
1.0602 |
1.0700 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0571 |
| S1 |
1.0475 |
1.0475 |
1.0568 |
1.0514 |
| S2 |
1.0366 |
1.0366 |
1.0551 |
|
| S3 |
1.0180 |
1.0289 |
1.0534 |
|
| S4 |
0.9994 |
1.0103 |
1.0483 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1089 |
|
1.618 |
1.0913 |
|
1.000 |
1.0804 |
|
0.618 |
1.0737 |
|
HIGH |
1.0628 |
|
0.618 |
1.0561 |
|
0.500 |
1.0540 |
|
0.382 |
1.0519 |
|
LOW |
1.0452 |
|
0.618 |
1.0343 |
|
1.000 |
1.0276 |
|
1.618 |
1.0167 |
|
2.618 |
0.9991 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0570 |
1.0568 |
| PP |
1.0555 |
1.0552 |
| S1 |
1.0540 |
1.0535 |
|