CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0285 |
1.0299 |
0.0014 |
0.1% |
1.0454 |
High |
1.0285 |
1.0299 |
0.0014 |
0.1% |
1.0515 |
Low |
1.0285 |
1.0299 |
0.0014 |
0.1% |
1.0285 |
Close |
1.0285 |
1.0299 |
0.0014 |
0.1% |
1.0285 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0066 |
-0.0004 |
-5.7% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
60 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0299 |
1.0299 |
1.0299 |
|
R3 |
1.0299 |
1.0299 |
1.0299 |
|
R2 |
1.0299 |
1.0299 |
1.0299 |
|
R1 |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
PP |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
S1 |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
S2 |
1.0299 |
1.0299 |
1.0299 |
|
S3 |
1.0299 |
1.0299 |
1.0299 |
|
S4 |
1.0299 |
1.0299 |
1.0299 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1052 |
1.0898 |
1.0412 |
|
R3 |
1.0822 |
1.0668 |
1.0348 |
|
R2 |
1.0592 |
1.0592 |
1.0327 |
|
R1 |
1.0438 |
1.0438 |
1.0306 |
1.0400 |
PP |
1.0362 |
1.0362 |
1.0362 |
1.0343 |
S1 |
1.0208 |
1.0208 |
1.0264 |
1.0170 |
S2 |
1.0132 |
1.0132 |
1.0243 |
|
S3 |
0.9902 |
0.9978 |
1.0222 |
|
S4 |
0.9672 |
0.9748 |
1.0159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0515 |
1.0285 |
0.0230 |
2.2% |
0.0000 |
0.0% |
6% |
False |
False |
12 |
10 |
1.0595 |
1.0274 |
0.0321 |
3.1% |
0.0008 |
0.1% |
8% |
False |
False |
12 |
20 |
1.0651 |
1.0190 |
0.0461 |
4.5% |
0.0004 |
0.0% |
24% |
False |
False |
7 |
40 |
1.0651 |
0.9726 |
0.0925 |
9.0% |
0.0003 |
0.0% |
62% |
False |
False |
4 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0002 |
0.0% |
70% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0299 |
2.618 |
1.0299 |
1.618 |
1.0299 |
1.000 |
1.0299 |
0.618 |
1.0299 |
HIGH |
1.0299 |
0.618 |
1.0299 |
0.500 |
1.0299 |
0.382 |
1.0299 |
LOW |
1.0299 |
0.618 |
1.0299 |
1.000 |
1.0299 |
1.618 |
1.0299 |
2.618 |
1.0299 |
4.250 |
1.0299 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0299 |
1.0320 |
PP |
1.0299 |
1.0313 |
S1 |
1.0299 |
1.0306 |
|