CME Australian Dollar Future December 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 |
1.0200 |
1.0360 |
0.0160 |
1.6% |
1.0299 |
| High |
1.0200 |
1.0360 |
0.0160 |
1.6% |
1.0408 |
| Low |
1.0200 |
1.0360 |
0.0160 |
1.6% |
1.0299 |
| Close |
1.0244 |
1.0363 |
0.0119 |
1.2% |
1.0408 |
| Range |
|
|
|
|
|
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.8% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
60 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0362 |
1.0363 |
|
| R3 |
1.0361 |
1.0362 |
1.0363 |
|
| R2 |
1.0361 |
1.0361 |
1.0363 |
|
| R1 |
1.0362 |
1.0362 |
1.0363 |
1.0362 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
| S1 |
1.0362 |
1.0362 |
1.0363 |
1.0362 |
| S2 |
1.0361 |
1.0361 |
1.0363 |
|
| S3 |
1.0361 |
1.0362 |
1.0363 |
|
| S4 |
1.0361 |
1.0362 |
1.0363 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0662 |
1.0468 |
|
| R3 |
1.0590 |
1.0553 |
1.0438 |
|
| R2 |
1.0481 |
1.0481 |
1.0428 |
|
| R1 |
1.0444 |
1.0444 |
1.0418 |
1.0463 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0381 |
| S1 |
1.0335 |
1.0335 |
1.0398 |
1.0354 |
| S2 |
1.0263 |
1.0263 |
1.0388 |
|
| S3 |
1.0154 |
1.0226 |
1.0378 |
|
| S4 |
1.0045 |
1.0117 |
1.0348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0408 |
1.0200 |
0.0208 |
2.0% |
0.0000 |
0.0% |
78% |
False |
False |
8 |
| 10 |
1.0408 |
1.0200 |
0.0208 |
2.0% |
0.0000 |
0.0% |
78% |
False |
False |
10 |
| 20 |
1.0651 |
1.0200 |
0.0451 |
4.4% |
0.0004 |
0.0% |
36% |
False |
False |
10 |
| 40 |
1.0651 |
1.0015 |
0.0636 |
6.1% |
0.0002 |
0.0% |
55% |
False |
False |
6 |
| 60 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0002 |
0.0% |
75% |
False |
False |
5 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.3% |
0.0002 |
0.0% |
75% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0360 |
|
2.618 |
1.0360 |
|
1.618 |
1.0360 |
|
1.000 |
1.0360 |
|
0.618 |
1.0360 |
|
HIGH |
1.0360 |
|
0.618 |
1.0360 |
|
0.500 |
1.0360 |
|
0.382 |
1.0360 |
|
LOW |
1.0360 |
|
0.618 |
1.0360 |
|
1.000 |
1.0360 |
|
1.618 |
1.0360 |
|
2.618 |
1.0360 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0335 |
| PP |
1.0361 |
1.0308 |
| S1 |
1.0360 |
1.0280 |
|