CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0464 |
0.0046 |
0.4% |
1.0468 |
| High |
1.0474 |
1.0504 |
0.0030 |
0.3% |
1.0504 |
| Low |
1.0382 |
1.0436 |
0.0054 |
0.5% |
1.0310 |
| Close |
1.0464 |
1.0494 |
0.0030 |
0.3% |
1.0494 |
| Range |
0.0092 |
0.0068 |
-0.0024 |
-26.1% |
0.0194 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
86,658 |
65,915 |
-20,743 |
-23.9% |
418,563 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0656 |
1.0531 |
|
| R3 |
1.0614 |
1.0588 |
1.0513 |
|
| R2 |
1.0546 |
1.0546 |
1.0506 |
|
| R1 |
1.0520 |
1.0520 |
1.0500 |
1.0533 |
| PP |
1.0478 |
1.0478 |
1.0478 |
1.0485 |
| S1 |
1.0452 |
1.0452 |
1.0488 |
1.0465 |
| S2 |
1.0410 |
1.0410 |
1.0482 |
|
| S3 |
1.0342 |
1.0384 |
1.0475 |
|
| S4 |
1.0274 |
1.0316 |
1.0457 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0950 |
1.0601 |
|
| R3 |
1.0824 |
1.0756 |
1.0547 |
|
| R2 |
1.0630 |
1.0630 |
1.0530 |
|
| R1 |
1.0562 |
1.0562 |
1.0512 |
1.0596 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0453 |
| S1 |
1.0368 |
1.0368 |
1.0476 |
1.0402 |
| S2 |
1.0242 |
1.0242 |
1.0458 |
|
| S3 |
1.0048 |
1.0174 |
1.0441 |
|
| S4 |
0.9854 |
0.9980 |
1.0387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0504 |
1.0310 |
0.0194 |
1.8% |
0.0100 |
1.0% |
95% |
True |
False |
83,712 |
| 10 |
1.0504 |
1.0200 |
0.0304 |
2.9% |
0.0102 |
1.0% |
97% |
True |
False |
80,770 |
| 20 |
1.0504 |
0.9849 |
0.0655 |
6.2% |
0.0096 |
0.9% |
98% |
True |
False |
80,778 |
| 40 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0107 |
1.0% |
99% |
True |
False |
67,736 |
| 60 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0100 |
0.9% |
99% |
True |
False |
45,207 |
| 80 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0095 |
0.9% |
99% |
True |
False |
33,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0682 |
|
1.618 |
1.0614 |
|
1.000 |
1.0572 |
|
0.618 |
1.0546 |
|
HIGH |
1.0504 |
|
0.618 |
1.0478 |
|
0.500 |
1.0470 |
|
0.382 |
1.0462 |
|
LOW |
1.0436 |
|
0.618 |
1.0394 |
|
1.000 |
1.0368 |
|
1.618 |
1.0326 |
|
2.618 |
1.0258 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0472 |
| PP |
1.0478 |
1.0449 |
| S1 |
1.0470 |
1.0427 |
|