CME Australian Dollar Future June 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 |
1.0629 |
1.0532 |
-0.0097 |
-0.9% |
1.0662 |
| High |
1.0678 |
1.0607 |
-0.0071 |
-0.7% |
1.0844 |
| Low |
1.0479 |
1.0473 |
-0.0006 |
-0.1% |
1.0479 |
| Close |
1.0543 |
1.0559 |
0.0016 |
0.2% |
1.0543 |
| Range |
0.0199 |
0.0134 |
-0.0065 |
-32.7% |
0.0365 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
135,030 |
109,686 |
-25,344 |
-18.8% |
600,255 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0888 |
1.0633 |
|
| R3 |
1.0814 |
1.0754 |
1.0596 |
|
| R2 |
1.0680 |
1.0680 |
1.0584 |
|
| R1 |
1.0620 |
1.0620 |
1.0571 |
1.0650 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0562 |
| S1 |
1.0486 |
1.0486 |
1.0547 |
1.0516 |
| S2 |
1.0412 |
1.0412 |
1.0534 |
|
| S3 |
1.0278 |
1.0352 |
1.0522 |
|
| S4 |
1.0144 |
1.0218 |
1.0485 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1495 |
1.0744 |
|
| R3 |
1.1352 |
1.1130 |
1.0643 |
|
| R2 |
1.0987 |
1.0987 |
1.0610 |
|
| R1 |
1.0765 |
1.0765 |
1.0576 |
1.0694 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0586 |
| S1 |
1.0400 |
1.0400 |
1.0510 |
1.0329 |
| S2 |
1.0257 |
1.0257 |
1.0476 |
|
| S3 |
0.9892 |
1.0035 |
1.0443 |
|
| S4 |
0.9527 |
0.9670 |
1.0342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0844 |
1.0473 |
0.0371 |
3.5% |
0.0164 |
1.6% |
23% |
False |
True |
123,555 |
| 10 |
1.0896 |
1.0473 |
0.0423 |
4.0% |
0.0165 |
1.6% |
20% |
False |
True |
129,432 |
| 20 |
1.0954 |
1.0371 |
0.0583 |
5.5% |
0.0138 |
1.3% |
32% |
False |
False |
107,298 |
| 40 |
1.0954 |
0.9849 |
0.1105 |
10.5% |
0.0117 |
1.1% |
64% |
False |
False |
94,038 |
| 60 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0118 |
1.1% |
71% |
False |
False |
80,923 |
| 80 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0109 |
1.0% |
71% |
False |
False |
60,729 |
| 100 |
1.0954 |
0.9606 |
0.1348 |
12.8% |
0.0103 |
1.0% |
71% |
False |
False |
48,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.0958 |
|
1.618 |
1.0824 |
|
1.000 |
1.0741 |
|
0.618 |
1.0690 |
|
HIGH |
1.0607 |
|
0.618 |
1.0556 |
|
0.500 |
1.0540 |
|
0.382 |
1.0524 |
|
LOW |
1.0473 |
|
0.618 |
1.0390 |
|
1.000 |
1.0339 |
|
1.618 |
1.0256 |
|
2.618 |
1.0122 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0576 |
| PP |
1.0546 |
1.0570 |
| S1 |
1.0540 |
1.0565 |
|