CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0395 |
0.0121 |
1.2% |
1.0638 |
| High |
1.0274 |
1.0440 |
0.0166 |
1.6% |
1.0638 |
| Low |
1.0274 |
1.0380 |
0.0106 |
1.0% |
1.0274 |
| Close |
1.0274 |
1.0358 |
0.0084 |
0.8% |
1.0358 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0364 |
| ATR |
0.0059 |
0.0067 |
0.0008 |
13.0% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
57 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0525 |
1.0391 |
|
| R3 |
1.0513 |
1.0465 |
1.0375 |
|
| R2 |
1.0453 |
1.0453 |
1.0369 |
|
| R1 |
1.0405 |
1.0405 |
1.0364 |
1.0399 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0390 |
| S1 |
1.0345 |
1.0345 |
1.0353 |
1.0339 |
| S2 |
1.0333 |
1.0333 |
1.0347 |
|
| S3 |
1.0273 |
1.0285 |
1.0342 |
|
| S4 |
1.0213 |
1.0225 |
1.0325 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1301 |
1.0558 |
|
| R3 |
1.1151 |
1.0937 |
1.0458 |
|
| R2 |
1.0787 |
1.0787 |
1.0425 |
|
| R1 |
1.0573 |
1.0573 |
1.0391 |
1.0498 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0386 |
| S1 |
1.0209 |
1.0209 |
1.0325 |
1.0134 |
| S2 |
1.0059 |
1.0059 |
1.0291 |
|
| S3 |
0.9695 |
0.9845 |
1.0258 |
|
| S4 |
0.9331 |
0.9481 |
1.0158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0638 |
1.0274 |
0.0364 |
3.5% |
0.0015 |
0.1% |
23% |
False |
False |
11 |
| 10 |
1.0651 |
1.0274 |
0.0377 |
3.6% |
0.0008 |
0.1% |
22% |
False |
False |
6 |
| 20 |
1.0651 |
1.0145 |
0.0506 |
4.9% |
0.0004 |
0.0% |
42% |
False |
False |
4 |
| 40 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0003 |
0.0% |
75% |
False |
False |
2 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0002 |
0.0% |
75% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0695 |
|
2.618 |
1.0597 |
|
1.618 |
1.0537 |
|
1.000 |
1.0500 |
|
0.618 |
1.0477 |
|
HIGH |
1.0440 |
|
0.618 |
1.0417 |
|
0.500 |
1.0410 |
|
0.382 |
1.0403 |
|
LOW |
1.0380 |
|
0.618 |
1.0343 |
|
1.000 |
1.0320 |
|
1.618 |
1.0283 |
|
2.618 |
1.0223 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0358 |
| PP |
1.0393 |
1.0357 |
| S1 |
1.0375 |
1.0357 |
|