CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0381 |
0.0033 |
0.3% |
1.0301 |
| High |
1.0423 |
1.0500 |
0.0077 |
0.7% |
1.0500 |
| Low |
1.0328 |
1.0367 |
0.0039 |
0.4% |
1.0200 |
| Close |
1.0367 |
1.0437 |
0.0070 |
0.7% |
1.0437 |
| Range |
0.0095 |
0.0133 |
0.0038 |
40.0% |
0.0300 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.0% |
0.0000 |
| Volume |
99,774 |
70,742 |
-29,032 |
-29.1% |
389,144 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0768 |
1.0510 |
|
| R3 |
1.0701 |
1.0635 |
1.0474 |
|
| R2 |
1.0568 |
1.0568 |
1.0461 |
|
| R1 |
1.0502 |
1.0502 |
1.0449 |
1.0535 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0451 |
| S1 |
1.0369 |
1.0369 |
1.0425 |
1.0402 |
| S2 |
1.0302 |
1.0302 |
1.0413 |
|
| S3 |
1.0169 |
1.0236 |
1.0400 |
|
| S4 |
1.0036 |
1.0103 |
1.0364 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1158 |
1.0602 |
|
| R3 |
1.0979 |
1.0858 |
1.0520 |
|
| R2 |
1.0679 |
1.0679 |
1.0492 |
|
| R1 |
1.0558 |
1.0558 |
1.0465 |
1.0619 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0409 |
| S1 |
1.0258 |
1.0258 |
1.0410 |
1.0319 |
| S2 |
1.0079 |
1.0079 |
1.0382 |
|
| S3 |
0.9779 |
0.9958 |
1.0355 |
|
| S4 |
0.9479 |
0.9658 |
1.0272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0200 |
0.0300 |
2.9% |
0.0105 |
1.0% |
79% |
True |
False |
77,828 |
| 10 |
1.0500 |
1.0109 |
0.0391 |
3.7% |
0.0091 |
0.9% |
84% |
True |
False |
76,192 |
| 20 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0119 |
1.1% |
93% |
True |
False |
98,587 |
| 40 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0105 |
1.0% |
93% |
True |
False |
57,301 |
| 60 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0100 |
1.0% |
93% |
True |
False |
38,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0848 |
|
1.618 |
1.0715 |
|
1.000 |
1.0633 |
|
0.618 |
1.0582 |
|
HIGH |
1.0500 |
|
0.618 |
1.0449 |
|
0.500 |
1.0434 |
|
0.382 |
1.0418 |
|
LOW |
1.0367 |
|
0.618 |
1.0285 |
|
1.000 |
1.0234 |
|
1.618 |
1.0152 |
|
2.618 |
1.0019 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0413 |
| PP |
1.0435 |
1.0389 |
| S1 |
1.0434 |
1.0365 |
|