CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0477 |
1.0560 |
0.0083 |
0.8% |
1.0478 |
| High |
1.0563 |
1.0606 |
0.0043 |
0.4% |
1.0563 |
| Low |
1.0465 |
1.0486 |
0.0021 |
0.2% |
1.0289 |
| Close |
1.0555 |
1.0513 |
-0.0042 |
-0.4% |
1.0555 |
| Range |
0.0098 |
0.0120 |
0.0022 |
22.4% |
0.0274 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.3% |
0.0000 |
| Volume |
357 |
1,245 |
888 |
248.7% |
2,001 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0824 |
1.0579 |
|
| R3 |
1.0775 |
1.0704 |
1.0546 |
|
| R2 |
1.0655 |
1.0655 |
1.0535 |
|
| R1 |
1.0584 |
1.0584 |
1.0524 |
1.0560 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0523 |
| S1 |
1.0464 |
1.0464 |
1.0502 |
1.0440 |
| S2 |
1.0415 |
1.0415 |
1.0491 |
|
| S3 |
1.0295 |
1.0344 |
1.0480 |
|
| S4 |
1.0175 |
1.0224 |
1.0447 |
|
|
| 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 |
1.1116 |
|
2.618 |
1.0920 |
|
1.618 |
1.0800 |
|
1.000 |
1.0726 |
|
0.618 |
1.0680 |
|
HIGH |
1.0606 |
|
0.618 |
1.0560 |
|
0.500 |
1.0546 |
|
0.382 |
1.0532 |
|
LOW |
1.0486 |
|
0.618 |
1.0412 |
|
1.000 |
1.0366 |
|
1.618 |
1.0292 |
|
2.618 |
1.0172 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0505 |
| PP |
1.0535 |
1.0497 |
| S1 |
1.0524 |
1.0489 |
|