CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0377 |
0.0000 |
0.0% |
1.0390 |
| High |
1.0392 |
1.0489 |
0.0097 |
0.9% |
1.0539 |
| Low |
1.0289 |
1.0371 |
0.0082 |
0.8% |
1.0343 |
| Close |
1.0366 |
1.0485 |
0.0119 |
1.1% |
1.0532 |
| Range |
0.0103 |
0.0118 |
0.0015 |
14.6% |
0.0196 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.5% |
0.0000 |
| Volume |
440 |
353 |
-87 |
-19.8% |
935 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0762 |
1.0550 |
|
| R3 |
1.0684 |
1.0644 |
1.0517 |
|
| R2 |
1.0566 |
1.0566 |
1.0507 |
|
| R1 |
1.0526 |
1.0526 |
1.0496 |
1.0546 |
| PP |
1.0448 |
1.0448 |
1.0448 |
1.0459 |
| S1 |
1.0408 |
1.0408 |
1.0474 |
1.0428 |
| S2 |
1.0330 |
1.0330 |
1.0463 |
|
| S3 |
1.0212 |
1.0290 |
1.0453 |
|
| S4 |
1.0094 |
1.0172 |
1.0420 |
|
|
| 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 |
1.0991 |
|
2.618 |
1.0798 |
|
1.618 |
1.0680 |
|
1.000 |
1.0607 |
|
0.618 |
1.0562 |
|
HIGH |
1.0489 |
|
0.618 |
1.0444 |
|
0.500 |
1.0430 |
|
0.382 |
1.0416 |
|
LOW |
1.0371 |
|
0.618 |
1.0298 |
|
1.000 |
1.0253 |
|
1.618 |
1.0180 |
|
2.618 |
1.0062 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0453 |
| PP |
1.0448 |
1.0421 |
| S1 |
1.0430 |
1.0389 |
|