CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0295 |
1.0200 |
-0.0095 |
-0.9% |
1.0299 |
High |
1.0295 |
1.0200 |
-0.0095 |
-0.9% |
1.0408 |
Low |
1.0295 |
1.0200 |
-0.0095 |
-0.9% |
1.0299 |
Close |
1.0279 |
1.0244 |
-0.0035 |
-0.3% |
1.0408 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
Volume |
12 |
3 |
-9 |
-75.0% |
60 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0215 |
1.0229 |
1.0244 |
|
R3 |
1.0215 |
1.0229 |
1.0244 |
|
R2 |
1.0215 |
1.0215 |
1.0244 |
|
R1 |
1.0229 |
1.0229 |
1.0244 |
1.0222 |
PP |
1.0215 |
1.0215 |
1.0215 |
1.0211 |
S1 |
1.0229 |
1.0229 |
1.0244 |
1.0222 |
S2 |
1.0215 |
1.0215 |
1.0244 |
|
S3 |
1.0215 |
1.0229 |
1.0244 |
|
S4 |
1.0215 |
1.0229 |
1.0244 |
|
|
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 |
1.0200 |
0.0208 |
2.0% |
0.0000 |
0.0% |
21% |
False |
True |
10 |
10 |
1.0408 |
1.0200 |
0.0208 |
2.0% |
0.0000 |
0.0% |
21% |
False |
True |
11 |
20 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0004 |
0.0% |
10% |
False |
True |
10 |
40 |
1.0651 |
0.9996 |
0.0655 |
6.4% |
0.0002 |
0.0% |
38% |
False |
False |
6 |
60 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0002 |
0.0% |
65% |
False |
False |
5 |
80 |
1.0651 |
0.9483 |
0.1168 |
11.4% |
0.0002 |
0.0% |
65% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0200 |
2.618 |
1.0200 |
1.618 |
1.0200 |
1.000 |
1.0200 |
0.618 |
1.0200 |
HIGH |
1.0200 |
0.618 |
1.0200 |
0.500 |
1.0200 |
0.382 |
1.0200 |
LOW |
1.0200 |
0.618 |
1.0200 |
1.000 |
1.0200 |
1.618 |
1.0200 |
2.618 |
1.0200 |
4.250 |
1.0200 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0229 |
1.0248 |
PP |
1.0215 |
1.0246 |
S1 |
1.0200 |
1.0245 |
|