CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0510 |
0.0035 |
0.3% |
1.0390 |
| High |
1.0501 |
1.0539 |
0.0038 |
0.4% |
1.0539 |
| Low |
1.0440 |
1.0456 |
0.0016 |
0.2% |
1.0343 |
| Close |
1.0495 |
1.0532 |
0.0037 |
0.4% |
1.0532 |
| Range |
0.0061 |
0.0083 |
0.0022 |
36.1% |
0.0196 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
313 |
162 |
-151 |
-48.2% |
935 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0728 |
1.0578 |
|
| R3 |
1.0675 |
1.0645 |
1.0555 |
|
| R2 |
1.0592 |
1.0592 |
1.0547 |
|
| R1 |
1.0562 |
1.0562 |
1.0540 |
1.0577 |
| PP |
1.0509 |
1.0509 |
1.0509 |
1.0517 |
| S1 |
1.0479 |
1.0479 |
1.0524 |
1.0494 |
| S2 |
1.0426 |
1.0426 |
1.0517 |
|
| S3 |
1.0343 |
1.0396 |
1.0509 |
|
| S4 |
1.0260 |
1.0313 |
1.0486 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.0992 |
1.0640 |
|
| R3 |
1.0863 |
1.0796 |
1.0586 |
|
| R2 |
1.0667 |
1.0667 |
1.0568 |
|
| R1 |
1.0600 |
1.0600 |
1.0550 |
1.0634 |
| PP |
1.0471 |
1.0471 |
1.0471 |
1.0488 |
| S1 |
1.0404 |
1.0404 |
1.0514 |
1.0438 |
| S2 |
1.0275 |
1.0275 |
1.0496 |
|
| S3 |
1.0079 |
1.0208 |
1.0478 |
|
| S4 |
0.9883 |
1.0012 |
1.0424 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0892 |
|
2.618 |
1.0756 |
|
1.618 |
1.0673 |
|
1.000 |
1.0622 |
|
0.618 |
1.0590 |
|
HIGH |
1.0539 |
|
0.618 |
1.0507 |
|
0.500 |
1.0498 |
|
0.382 |
1.0488 |
|
LOW |
1.0456 |
|
0.618 |
1.0405 |
|
1.000 |
1.0373 |
|
1.618 |
1.0322 |
|
2.618 |
1.0239 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0512 |
| PP |
1.0509 |
1.0493 |
| S1 |
1.0498 |
1.0473 |
|