CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0439 |
1.0274 |
-0.0165 |
-1.6% |
1.0407 |
High |
1.0439 |
1.0274 |
-0.0165 |
-1.6% |
1.0651 |
Low |
1.0439 |
1.0274 |
-0.0165 |
-1.6% |
1.0407 |
Close |
1.0439 |
1.0274 |
-0.0165 |
-1.6% |
1.0651 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0059 |
0.0008 |
16.1% |
0.0000 |
Volume |
25 |
15 |
-10 |
-40.0% |
5 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0274 |
1.0274 |
1.0274 |
|
R3 |
1.0274 |
1.0274 |
1.0274 |
|
R2 |
1.0274 |
1.0274 |
1.0274 |
|
R1 |
1.0274 |
1.0274 |
1.0274 |
1.0274 |
PP |
1.0274 |
1.0274 |
1.0274 |
1.0274 |
S1 |
1.0274 |
1.0274 |
1.0274 |
1.0274 |
S2 |
1.0274 |
1.0274 |
1.0274 |
|
S3 |
1.0274 |
1.0274 |
1.0274 |
|
S4 |
1.0274 |
1.0274 |
1.0274 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1302 |
1.1220 |
1.0785 |
|
R3 |
1.1058 |
1.0976 |
1.0718 |
|
R2 |
1.0814 |
1.0814 |
1.0696 |
|
R1 |
1.0732 |
1.0732 |
1.0673 |
1.0773 |
PP |
1.0570 |
1.0570 |
1.0570 |
1.0590 |
S1 |
1.0488 |
1.0488 |
1.0629 |
1.0529 |
S2 |
1.0326 |
1.0326 |
1.0606 |
|
S3 |
1.0082 |
1.0244 |
1.0584 |
|
S4 |
0.9838 |
1.0000 |
1.0517 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0651 |
1.0274 |
0.0377 |
3.7% |
0.0003 |
0.0% |
0% |
False |
True |
8 |
10 |
1.0651 |
1.0274 |
0.0377 |
3.7% |
0.0002 |
0.0% |
0% |
False |
True |
4 |
20 |
1.0651 |
1.0123 |
0.0528 |
5.1% |
0.0001 |
0.0% |
29% |
False |
False |
3 |
40 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0002 |
0.0% |
68% |
False |
False |
2 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0001 |
0.0% |
68% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0274 |
2.618 |
1.0274 |
1.618 |
1.0274 |
1.000 |
1.0274 |
0.618 |
1.0274 |
HIGH |
1.0274 |
0.618 |
1.0274 |
0.500 |
1.0274 |
0.382 |
1.0274 |
LOW |
1.0274 |
0.618 |
1.0274 |
1.000 |
1.0274 |
1.618 |
1.0274 |
2.618 |
1.0274 |
4.250 |
1.0274 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0274 |
1.0435 |
PP |
1.0274 |
1.0381 |
S1 |
1.0274 |
1.0328 |
|