CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0525 |
1.0607 |
0.0082 |
0.8% |
1.0798 |
| High |
1.0631 |
1.0665 |
0.0034 |
0.3% |
1.0806 |
| Low |
1.0525 |
1.0552 |
0.0027 |
0.3% |
1.0367 |
| Close |
1.0582 |
1.0644 |
0.0062 |
0.6% |
1.0487 |
| Range |
0.0106 |
0.0113 |
0.0007 |
6.6% |
0.0439 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
199 |
167 |
-32 |
-16.1% |
1,350 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0915 |
1.0706 |
|
| R3 |
1.0846 |
1.0802 |
1.0675 |
|
| R2 |
1.0733 |
1.0733 |
1.0665 |
|
| R1 |
1.0689 |
1.0689 |
1.0654 |
1.0711 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0632 |
| S1 |
1.0576 |
1.0576 |
1.0634 |
1.0598 |
| S2 |
1.0507 |
1.0507 |
1.0623 |
|
| S3 |
1.0394 |
1.0463 |
1.0613 |
|
| S4 |
1.0281 |
1.0350 |
1.0582 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1618 |
1.0728 |
|
| R3 |
1.1431 |
1.1179 |
1.0608 |
|
| R2 |
1.0992 |
1.0992 |
1.0567 |
|
| R1 |
1.0740 |
1.0740 |
1.0527 |
1.0647 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0507 |
| S1 |
1.0301 |
1.0301 |
1.0447 |
1.0208 |
| S2 |
1.0114 |
1.0114 |
1.0407 |
|
| S3 |
0.9675 |
0.9862 |
1.0366 |
|
| S4 |
0.9236 |
0.9423 |
1.0246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1145 |
|
2.618 |
1.0961 |
|
1.618 |
1.0848 |
|
1.000 |
1.0778 |
|
0.618 |
1.0735 |
|
HIGH |
1.0665 |
|
0.618 |
1.0622 |
|
0.500 |
1.0609 |
|
0.382 |
1.0595 |
|
LOW |
1.0552 |
|
0.618 |
1.0482 |
|
1.000 |
1.0439 |
|
1.618 |
1.0369 |
|
2.618 |
1.0256 |
|
4.250 |
1.0072 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0609 |
| PP |
1.0620 |
1.0575 |
| S1 |
1.0609 |
1.0540 |
|