CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0477 |
0.0100 |
1.0% |
1.0478 |
| High |
1.0489 |
1.0563 |
0.0074 |
0.7% |
1.0563 |
| Low |
1.0371 |
1.0465 |
0.0094 |
0.9% |
1.0289 |
| Close |
1.0485 |
1.0555 |
0.0070 |
0.7% |
1.0555 |
| Range |
0.0118 |
0.0098 |
-0.0020 |
-16.9% |
0.0274 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
353 |
357 |
4 |
1.1% |
2,001 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0786 |
1.0609 |
|
| R3 |
1.0724 |
1.0688 |
1.0582 |
|
| R2 |
1.0626 |
1.0626 |
1.0573 |
|
| R1 |
1.0590 |
1.0590 |
1.0564 |
1.0608 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0537 |
| S1 |
1.0492 |
1.0492 |
1.0546 |
1.0510 |
| S2 |
1.0430 |
1.0430 |
1.0537 |
|
| S3 |
1.0332 |
1.0394 |
1.0528 |
|
| S4 |
1.0234 |
1.0296 |
1.0501 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1197 |
1.0706 |
|
| R3 |
1.1017 |
1.0923 |
1.0630 |
|
| R2 |
1.0743 |
1.0743 |
1.0605 |
|
| R1 |
1.0649 |
1.0649 |
1.0580 |
1.0696 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0493 |
| S1 |
1.0375 |
1.0375 |
1.0530 |
1.0422 |
| S2 |
1.0195 |
1.0195 |
1.0505 |
|
| S3 |
0.9921 |
1.0101 |
1.0480 |
|
| S4 |
0.9647 |
0.9827 |
1.0404 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0820 |
|
1.618 |
1.0722 |
|
1.000 |
1.0661 |
|
0.618 |
1.0624 |
|
HIGH |
1.0563 |
|
0.618 |
1.0526 |
|
0.500 |
1.0514 |
|
0.382 |
1.0502 |
|
LOW |
1.0465 |
|
0.618 |
1.0404 |
|
1.000 |
1.0367 |
|
1.618 |
1.0306 |
|
2.618 |
1.0208 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0541 |
1.0512 |
| PP |
1.0528 |
1.0469 |
| S1 |
1.0514 |
1.0426 |
|