CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0650 |
-0.0084 |
-0.8% |
1.0578 |
| High |
1.0738 |
1.0681 |
-0.0057 |
-0.5% |
1.0781 |
| Low |
1.0661 |
1.0551 |
-0.0110 |
-1.0% |
1.0484 |
| Close |
1.0650 |
1.0564 |
-0.0086 |
-0.8% |
1.0778 |
| Range |
0.0077 |
0.0130 |
0.0053 |
68.8% |
0.0297 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0000 |
| Volume |
298 |
166 |
-132 |
-44.3% |
557 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0906 |
1.0636 |
|
| R3 |
1.0859 |
1.0776 |
1.0600 |
|
| R2 |
1.0729 |
1.0729 |
1.0588 |
|
| R1 |
1.0646 |
1.0646 |
1.0576 |
1.0623 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0587 |
| S1 |
1.0516 |
1.0516 |
1.0552 |
1.0493 |
| S2 |
1.0469 |
1.0469 |
1.0540 |
|
| S3 |
1.0339 |
1.0386 |
1.0528 |
|
| S4 |
1.0209 |
1.0256 |
1.0493 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1472 |
1.0941 |
|
| R3 |
1.1275 |
1.1175 |
1.0860 |
|
| R2 |
1.0978 |
1.0978 |
1.0832 |
|
| R1 |
1.0878 |
1.0878 |
1.0805 |
1.0928 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0706 |
| S1 |
1.0581 |
1.0581 |
1.0751 |
1.0631 |
| S2 |
1.0384 |
1.0384 |
1.0724 |
|
| S3 |
1.0087 |
1.0284 |
1.0696 |
|
| S4 |
0.9790 |
0.9987 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1021 |
|
1.618 |
1.0891 |
|
1.000 |
1.0811 |
|
0.618 |
1.0761 |
|
HIGH |
1.0681 |
|
0.618 |
1.0631 |
|
0.500 |
1.0616 |
|
0.382 |
1.0601 |
|
LOW |
1.0551 |
|
0.618 |
1.0471 |
|
1.000 |
1.0421 |
|
1.618 |
1.0341 |
|
2.618 |
1.0211 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0679 |
| PP |
1.0599 |
1.0640 |
| S1 |
1.0581 |
1.0602 |
|