CME Australian Dollar Future September 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 |
1.0180 |
1.0149 |
-0.0031 |
-0.3% |
1.0034 |
| High |
1.0181 |
1.0154 |
-0.0027 |
-0.3% |
1.0148 |
| Low |
1.0125 |
1.0102 |
-0.0023 |
-0.2% |
1.0012 |
| Close |
1.0143 |
1.0129 |
-0.0014 |
-0.1% |
1.0173 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0136 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
27 |
195 |
168 |
622.2% |
217 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0259 |
1.0158 |
|
| R3 |
1.0232 |
1.0207 |
1.0143 |
|
| R2 |
1.0180 |
1.0180 |
1.0139 |
|
| R1 |
1.0155 |
1.0155 |
1.0134 |
1.0142 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0122 |
| S1 |
1.0103 |
1.0103 |
1.0124 |
1.0090 |
| S2 |
1.0076 |
1.0076 |
1.0119 |
|
| S3 |
1.0024 |
1.0051 |
1.0115 |
|
| S4 |
0.9972 |
0.9999 |
1.0100 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0482 |
1.0248 |
|
| R3 |
1.0383 |
1.0346 |
1.0210 |
|
| R2 |
1.0247 |
1.0247 |
1.0198 |
|
| R1 |
1.0210 |
1.0210 |
1.0185 |
1.0229 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0120 |
| S1 |
1.0074 |
1.0074 |
1.0161 |
1.0093 |
| S2 |
0.9975 |
0.9975 |
1.0148 |
|
| S3 |
0.9839 |
0.9938 |
1.0136 |
|
| S4 |
0.9703 |
0.9802 |
1.0098 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0290 |
|
1.618 |
1.0238 |
|
1.000 |
1.0206 |
|
0.618 |
1.0186 |
|
HIGH |
1.0154 |
|
0.618 |
1.0134 |
|
0.500 |
1.0128 |
|
0.382 |
1.0122 |
|
LOW |
1.0102 |
|
0.618 |
1.0070 |
|
1.000 |
1.0050 |
|
1.618 |
1.0018 |
|
2.618 |
0.9966 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0129 |
1.0142 |
| PP |
1.0128 |
1.0137 |
| S1 |
1.0128 |
1.0133 |
|