CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0390 |
-0.0010 |
-0.1% |
1.0247 |
| High |
1.0400 |
1.0394 |
-0.0006 |
-0.1% |
1.0431 |
| Low |
1.0400 |
1.0340 |
-0.0060 |
-0.6% |
1.0200 |
| Close |
1.0378 |
1.0402 |
0.0024 |
0.2% |
1.0431 |
| Range |
0.0000 |
0.0054 |
0.0054 |
|
0.0231 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
36 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0525 |
1.0432 |
|
| R3 |
1.0487 |
1.0471 |
1.0417 |
|
| R2 |
1.0433 |
1.0433 |
1.0412 |
|
| R1 |
1.0417 |
1.0417 |
1.0407 |
1.0425 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0383 |
| S1 |
1.0363 |
1.0363 |
1.0397 |
1.0371 |
| S2 |
1.0325 |
1.0325 |
1.0392 |
|
| S3 |
1.0271 |
1.0309 |
1.0387 |
|
| S4 |
1.0217 |
1.0255 |
1.0372 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.0970 |
1.0558 |
|
| R3 |
1.0816 |
1.0739 |
1.0495 |
|
| R2 |
1.0585 |
1.0585 |
1.0473 |
|
| R1 |
1.0508 |
1.0508 |
1.0452 |
1.0547 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0373 |
| S1 |
1.0277 |
1.0277 |
1.0410 |
1.0316 |
| S2 |
1.0123 |
1.0123 |
1.0389 |
|
| S3 |
0.9892 |
1.0046 |
1.0367 |
|
| S4 |
0.9661 |
0.9815 |
1.0304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0431 |
1.0340 |
0.0091 |
0.9% |
0.0011 |
0.1% |
68% |
False |
True |
4 |
| 10 |
1.0431 |
1.0200 |
0.0231 |
2.2% |
0.0005 |
0.1% |
87% |
False |
False |
7 |
| 20 |
1.0515 |
1.0200 |
0.0315 |
3.0% |
0.0006 |
0.1% |
64% |
False |
False |
9 |
| 40 |
1.0651 |
1.0109 |
0.0542 |
5.2% |
0.0003 |
0.0% |
54% |
False |
False |
6 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0003 |
0.0% |
79% |
False |
False |
4 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0002 |
0.0% |
79% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0535 |
|
1.618 |
1.0481 |
|
1.000 |
1.0448 |
|
0.618 |
1.0427 |
|
HIGH |
1.0394 |
|
0.618 |
1.0373 |
|
0.500 |
1.0367 |
|
0.382 |
1.0361 |
|
LOW |
1.0340 |
|
0.618 |
1.0307 |
|
1.000 |
1.0286 |
|
1.618 |
1.0253 |
|
2.618 |
1.0199 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0390 |
1.0397 |
| PP |
1.0379 |
1.0391 |
| S1 |
1.0367 |
1.0386 |
|