CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0277 |
-0.0024 |
-0.2% |
1.0148 |
| High |
1.0327 |
1.0281 |
-0.0046 |
-0.4% |
1.0306 |
| Low |
1.0246 |
1.0200 |
-0.0046 |
-0.4% |
1.0109 |
| Close |
1.0267 |
1.0253 |
-0.0014 |
-0.1% |
1.0297 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0197 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
53,359 |
86,839 |
33,480 |
62.7% |
372,784 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0451 |
1.0298 |
|
| R3 |
1.0407 |
1.0370 |
1.0275 |
|
| R2 |
1.0326 |
1.0326 |
1.0268 |
|
| R1 |
1.0289 |
1.0289 |
1.0260 |
1.0267 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0234 |
| S1 |
1.0208 |
1.0208 |
1.0246 |
1.0186 |
| S2 |
1.0164 |
1.0164 |
1.0238 |
|
| S3 |
1.0083 |
1.0127 |
1.0231 |
|
| S4 |
1.0002 |
1.0046 |
1.0208 |
|
|
| 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 |
1.0327 |
1.0175 |
0.0152 |
1.5% |
0.0075 |
0.7% |
51% |
False |
False |
74,381 |
| 10 |
1.0327 |
0.9963 |
0.0364 |
3.6% |
0.0086 |
0.8% |
80% |
False |
False |
78,959 |
| 20 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0120 |
1.2% |
90% |
False |
False |
99,305 |
| 40 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0102 |
1.0% |
90% |
False |
False |
51,088 |
| 60 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0099 |
1.0% |
90% |
False |
False |
34,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0493 |
|
1.618 |
1.0412 |
|
1.000 |
1.0362 |
|
0.618 |
1.0331 |
|
HIGH |
1.0281 |
|
0.618 |
1.0250 |
|
0.500 |
1.0241 |
|
0.382 |
1.0231 |
|
LOW |
1.0200 |
|
0.618 |
1.0150 |
|
1.000 |
1.0119 |
|
1.618 |
1.0069 |
|
2.618 |
0.9988 |
|
4.250 |
0.9856 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0264 |
| PP |
1.0245 |
1.0260 |
| S1 |
1.0241 |
1.0257 |
|