CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0724 |
0.0064 |
0.6% |
1.0480 |
| High |
1.0728 |
1.0815 |
0.0087 |
0.8% |
1.0710 |
| Low |
1.0613 |
1.0712 |
0.0099 |
0.9% |
1.0371 |
| Close |
1.0712 |
1.0783 |
0.0071 |
0.7% |
1.0681 |
| Range |
0.0115 |
0.0103 |
-0.0012 |
-10.4% |
0.0339 |
| ATR |
0.0110 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
79,335 |
82,601 |
3,266 |
4.1% |
365,397 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1034 |
1.0840 |
|
| R3 |
1.0976 |
1.0931 |
1.0811 |
|
| R2 |
1.0873 |
1.0873 |
1.0802 |
|
| R1 |
1.0828 |
1.0828 |
1.0792 |
1.0851 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0781 |
| S1 |
1.0725 |
1.0725 |
1.0774 |
1.0748 |
| S2 |
1.0667 |
1.0667 |
1.0764 |
|
| S3 |
1.0564 |
1.0622 |
1.0755 |
|
| S4 |
1.0461 |
1.0519 |
1.0726 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1482 |
1.0867 |
|
| R3 |
1.1265 |
1.1143 |
1.0774 |
|
| R2 |
1.0926 |
1.0926 |
1.0743 |
|
| R1 |
1.0804 |
1.0804 |
1.0712 |
1.0865 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0618 |
| S1 |
1.0465 |
1.0465 |
1.0650 |
1.0526 |
| S2 |
1.0248 |
1.0248 |
1.0619 |
|
| S3 |
0.9909 |
1.0126 |
1.0588 |
|
| S4 |
0.9570 |
0.9787 |
1.0495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0815 |
1.0447 |
0.0368 |
3.4% |
0.0122 |
1.1% |
91% |
True |
False |
79,895 |
| 10 |
1.0815 |
1.0349 |
0.0466 |
4.3% |
0.0109 |
1.0% |
93% |
True |
False |
84,181 |
| 20 |
1.0815 |
1.0175 |
0.0640 |
5.9% |
0.0103 |
1.0% |
95% |
True |
False |
82,026 |
| 40 |
1.0815 |
0.9606 |
0.1209 |
11.2% |
0.0112 |
1.0% |
97% |
True |
False |
82,697 |
| 60 |
1.0815 |
0.9606 |
0.1209 |
11.2% |
0.0103 |
1.0% |
97% |
True |
False |
55,214 |
| 80 |
1.0815 |
0.9606 |
0.1209 |
11.2% |
0.0100 |
0.9% |
97% |
True |
False |
41,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1085 |
|
1.618 |
1.0982 |
|
1.000 |
1.0918 |
|
0.618 |
1.0879 |
|
HIGH |
1.0815 |
|
0.618 |
1.0776 |
|
0.500 |
1.0764 |
|
0.382 |
1.0751 |
|
LOW |
1.0712 |
|
0.618 |
1.0648 |
|
1.000 |
1.0609 |
|
1.618 |
1.0545 |
|
2.618 |
1.0442 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0760 |
| PP |
1.0770 |
1.0737 |
| S1 |
1.0764 |
1.0714 |
|