CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0638 |
High |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0638 |
Low |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0274 |
Close |
1.0454 |
1.0515 |
0.0061 |
0.6% |
1.0358 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
57 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0515 |
1.0515 |
1.0515 |
|
R3 |
1.0515 |
1.0515 |
1.0515 |
|
R2 |
1.0515 |
1.0515 |
1.0515 |
|
R1 |
1.0515 |
1.0515 |
1.0515 |
1.0515 |
PP |
1.0515 |
1.0515 |
1.0515 |
1.0515 |
S1 |
1.0515 |
1.0515 |
1.0515 |
1.0515 |
S2 |
1.0515 |
1.0515 |
1.0515 |
|
S3 |
1.0515 |
1.0515 |
1.0515 |
|
S4 |
1.0515 |
1.0515 |
1.0515 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1515 |
1.1301 |
1.0558 |
|
R3 |
1.1151 |
1.0937 |
1.0458 |
|
R2 |
1.0787 |
1.0787 |
1.0425 |
|
R1 |
1.0573 |
1.0573 |
1.0391 |
1.0498 |
PP |
1.0423 |
1.0423 |
1.0423 |
1.0386 |
S1 |
1.0209 |
1.0209 |
1.0325 |
1.0134 |
S2 |
1.0059 |
1.0059 |
1.0291 |
|
S3 |
0.9695 |
0.9845 |
1.0258 |
|
S4 |
0.9331 |
0.9481 |
1.0158 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0515 |
1.0274 |
0.0241 |
2.3% |
0.0012 |
0.1% |
100% |
True |
False |
15 |
10 |
1.0651 |
1.0274 |
0.0377 |
3.6% |
0.0008 |
0.1% |
64% |
False |
False |
8 |
20 |
1.0651 |
1.0145 |
0.0506 |
4.8% |
0.0004 |
0.0% |
73% |
False |
False |
5 |
40 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0003 |
0.0% |
88% |
False |
False |
3 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.1% |
0.0002 |
0.0% |
88% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0515 |
2.618 |
1.0515 |
1.618 |
1.0515 |
1.000 |
1.0515 |
0.618 |
1.0515 |
HIGH |
1.0515 |
0.618 |
1.0515 |
0.500 |
1.0515 |
0.382 |
1.0515 |
LOW |
1.0515 |
0.618 |
1.0515 |
1.000 |
1.0515 |
1.618 |
1.0515 |
2.618 |
1.0515 |
4.250 |
1.0515 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0515 |
1.0493 |
PP |
1.0515 |
1.0470 |
S1 |
1.0515 |
1.0448 |
|