CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0651 |
1.0638 |
-0.0013 |
-0.1% |
1.0407 |
| High |
1.0651 |
1.0638 |
-0.0013 |
-0.1% |
1.0651 |
| Low |
1.0651 |
1.0638 |
-0.0013 |
-0.1% |
1.0407 |
| Close |
1.0651 |
1.0638 |
-0.0013 |
-0.1% |
1.0651 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0638 |
1.0638 |
|
| R3 |
1.0638 |
1.0638 |
1.0638 |
|
| R2 |
1.0638 |
1.0638 |
1.0638 |
|
| R1 |
1.0638 |
1.0638 |
1.0638 |
1.0638 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0638 |
| S1 |
1.0638 |
1.0638 |
1.0638 |
1.0638 |
| S2 |
1.0638 |
1.0638 |
1.0638 |
|
| S3 |
1.0638 |
1.0638 |
1.0638 |
|
| S4 |
1.0638 |
1.0638 |
1.0638 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1220 |
1.0785 |
|
| R3 |
1.1058 |
1.0976 |
1.0718 |
|
| R2 |
1.0814 |
1.0814 |
1.0696 |
|
| R1 |
1.0732 |
1.0732 |
1.0673 |
1.0773 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0590 |
| S1 |
1.0488 |
1.0488 |
1.0629 |
1.0529 |
| S2 |
1.0326 |
1.0326 |
1.0606 |
|
| S3 |
1.0082 |
1.0244 |
1.0584 |
|
| S4 |
0.9838 |
1.0000 |
1.0517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0651 |
1.0459 |
0.0192 |
1.8% |
0.0000 |
0.0% |
93% |
False |
False |
1 |
| 10 |
1.0651 |
1.0190 |
0.0461 |
4.3% |
0.0000 |
0.0% |
97% |
False |
False |
1 |
| 20 |
1.0651 |
1.0015 |
0.0636 |
6.0% |
0.0000 |
0.0% |
98% |
False |
False |
2 |
| 40 |
1.0651 |
0.9483 |
0.1168 |
11.0% |
0.0002 |
0.0% |
99% |
False |
False |
2 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.0% |
0.0001 |
0.0% |
99% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0638 |
|
1.618 |
1.0638 |
|
1.000 |
1.0638 |
|
0.618 |
1.0638 |
|
HIGH |
1.0638 |
|
0.618 |
1.0638 |
|
0.500 |
1.0638 |
|
0.382 |
1.0638 |
|
LOW |
1.0638 |
|
0.618 |
1.0638 |
|
1.000 |
1.0638 |
|
1.618 |
1.0638 |
|
2.618 |
1.0638 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0632 |
| PP |
1.0638 |
1.0626 |
| S1 |
1.0638 |
1.0620 |
|