CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0243 |
0.0015 |
0.1% |
1.0148 |
| High |
1.0281 |
1.0306 |
0.0025 |
0.2% |
1.0306 |
| Low |
1.0218 |
1.0224 |
0.0006 |
0.1% |
1.0109 |
| Close |
1.0273 |
1.0297 |
0.0024 |
0.2% |
1.0297 |
| Range |
0.0063 |
0.0082 |
0.0019 |
30.2% |
0.0197 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
73,340 |
92,539 |
19,199 |
26.2% |
372,784 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0491 |
1.0342 |
|
| R3 |
1.0440 |
1.0409 |
1.0320 |
|
| R2 |
1.0358 |
1.0358 |
1.0312 |
|
| R1 |
1.0327 |
1.0327 |
1.0305 |
1.0343 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0283 |
| S1 |
1.0245 |
1.0245 |
1.0289 |
1.0261 |
| S2 |
1.0194 |
1.0194 |
1.0282 |
|
| S3 |
1.0112 |
1.0163 |
1.0274 |
|
| S4 |
1.0030 |
1.0081 |
1.0252 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0760 |
1.0405 |
|
| R3 |
1.0631 |
1.0563 |
1.0351 |
|
| R2 |
1.0434 |
1.0434 |
1.0333 |
|
| R1 |
1.0366 |
1.0366 |
1.0315 |
1.0400 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0255 |
| S1 |
1.0169 |
1.0169 |
1.0279 |
1.0203 |
| S2 |
1.0040 |
1.0040 |
1.0261 |
|
| S3 |
0.9843 |
0.9972 |
1.0243 |
|
| S4 |
0.9646 |
0.9775 |
1.0189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0306 |
1.0109 |
0.0197 |
1.9% |
0.0077 |
0.7% |
95% |
True |
False |
74,556 |
| 10 |
1.0306 |
0.9849 |
0.0457 |
4.4% |
0.0091 |
0.9% |
98% |
True |
False |
80,785 |
| 20 |
1.0306 |
0.9606 |
0.0700 |
6.8% |
0.0120 |
1.2% |
99% |
True |
False |
94,720 |
| 40 |
1.0306 |
0.9606 |
0.0700 |
6.8% |
0.0101 |
1.0% |
99% |
True |
False |
47,588 |
| 60 |
1.0306 |
0.9606 |
0.0700 |
6.8% |
0.0099 |
1.0% |
99% |
True |
False |
31,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0521 |
|
1.618 |
1.0439 |
|
1.000 |
1.0388 |
|
0.618 |
1.0357 |
|
HIGH |
1.0306 |
|
0.618 |
1.0275 |
|
0.500 |
1.0265 |
|
0.382 |
1.0255 |
|
LOW |
1.0224 |
|
0.618 |
1.0173 |
|
1.000 |
1.0142 |
|
1.618 |
1.0091 |
|
2.618 |
1.0009 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0278 |
| PP |
1.0276 |
1.0259 |
| S1 |
1.0265 |
1.0241 |
|