CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0475 |
0.0021 |
0.2% |
1.0525 |
| High |
1.0466 |
1.0501 |
0.0035 |
0.3% |
1.0700 |
| Low |
1.0407 |
1.0440 |
0.0033 |
0.3% |
1.0349 |
| Close |
1.0444 |
1.0495 |
0.0051 |
0.5% |
1.0409 |
| Range |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0351 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
244 |
313 |
69 |
28.3% |
954 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0639 |
1.0529 |
|
| R3 |
1.0601 |
1.0578 |
1.0512 |
|
| R2 |
1.0540 |
1.0540 |
1.0506 |
|
| R1 |
1.0517 |
1.0517 |
1.0501 |
1.0529 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0484 |
| S1 |
1.0456 |
1.0456 |
1.0489 |
1.0468 |
| S2 |
1.0418 |
1.0418 |
1.0484 |
|
| S3 |
1.0357 |
1.0395 |
1.0478 |
|
| S4 |
1.0296 |
1.0334 |
1.0461 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1539 |
1.1325 |
1.0602 |
|
| R3 |
1.1188 |
1.0974 |
1.0506 |
|
| R2 |
1.0837 |
1.0837 |
1.0473 |
|
| R1 |
1.0623 |
1.0623 |
1.0441 |
1.0555 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0452 |
| S1 |
1.0272 |
1.0272 |
1.0377 |
1.0204 |
| S2 |
1.0135 |
1.0135 |
1.0345 |
|
| S3 |
0.9784 |
0.9921 |
1.0312 |
|
| S4 |
0.9433 |
0.9570 |
1.0216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0760 |
|
2.618 |
1.0661 |
|
1.618 |
1.0600 |
|
1.000 |
1.0562 |
|
0.618 |
1.0539 |
|
HIGH |
1.0501 |
|
0.618 |
1.0478 |
|
0.500 |
1.0471 |
|
0.382 |
1.0463 |
|
LOW |
1.0440 |
|
0.618 |
1.0402 |
|
1.000 |
1.0379 |
|
1.618 |
1.0341 |
|
2.618 |
1.0280 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0471 |
| PP |
1.0479 |
1.0446 |
| S1 |
1.0471 |
1.0422 |
|