CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0408 |
1.0247 |
-0.0161 |
-1.5% |
1.0299 |
High |
1.0408 |
1.0247 |
-0.0161 |
-1.5% |
1.0408 |
Low |
1.0408 |
1.0247 |
-0.0161 |
-1.5% |
1.0299 |
Close |
1.0408 |
1.0247 |
-0.0161 |
-1.5% |
1.0408 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0064 |
0.0007 |
13.2% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
60 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0247 |
1.0247 |
1.0247 |
|
R3 |
1.0247 |
1.0247 |
1.0247 |
|
R2 |
1.0247 |
1.0247 |
1.0247 |
|
R1 |
1.0247 |
1.0247 |
1.0247 |
1.0247 |
PP |
1.0247 |
1.0247 |
1.0247 |
1.0247 |
S1 |
1.0247 |
1.0247 |
1.0247 |
1.0247 |
S2 |
1.0247 |
1.0247 |
1.0247 |
|
S3 |
1.0247 |
1.0247 |
1.0247 |
|
S4 |
1.0247 |
1.0247 |
1.0247 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0699 |
1.0662 |
1.0468 |
|
R3 |
1.0590 |
1.0553 |
1.0438 |
|
R2 |
1.0481 |
1.0481 |
1.0428 |
|
R1 |
1.0444 |
1.0444 |
1.0418 |
1.0463 |
PP |
1.0372 |
1.0372 |
1.0372 |
1.0381 |
S1 |
1.0335 |
1.0335 |
1.0398 |
1.0354 |
S2 |
1.0263 |
1.0263 |
1.0388 |
|
S3 |
1.0154 |
1.0226 |
1.0378 |
|
S4 |
1.0045 |
1.0117 |
1.0348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0408 |
1.0247 |
0.0161 |
1.6% |
0.0000 |
0.0% |
0% |
False |
True |
12 |
10 |
1.0515 |
1.0247 |
0.0268 |
2.6% |
0.0000 |
0.0% |
0% |
False |
True |
12 |
20 |
1.0651 |
1.0247 |
0.0404 |
3.9% |
0.0004 |
0.0% |
0% |
False |
True |
9 |
40 |
1.0651 |
0.9944 |
0.0707 |
6.9% |
0.0002 |
0.0% |
43% |
False |
False |
5 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0002 |
0.0% |
65% |
False |
False |
4 |
80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0002 |
0.0% |
65% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0247 |
2.618 |
1.0247 |
1.618 |
1.0247 |
1.000 |
1.0247 |
0.618 |
1.0247 |
HIGH |
1.0247 |
0.618 |
1.0247 |
0.500 |
1.0247 |
0.382 |
1.0247 |
LOW |
1.0247 |
0.618 |
1.0247 |
1.000 |
1.0247 |
1.618 |
1.0247 |
2.618 |
1.0247 |
4.250 |
1.0247 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0247 |
1.0328 |
PP |
1.0247 |
1.0301 |
S1 |
1.0247 |
1.0274 |
|