CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0355 |
0.0095 |
0.9% |
1.0180 |
| High |
1.0350 |
1.0359 |
0.0009 |
0.1% |
1.0350 |
| Low |
1.0260 |
1.0289 |
0.0029 |
0.3% |
1.0102 |
| Close |
1.0308 |
1.0286 |
-0.0022 |
-0.2% |
1.0308 |
| Range |
0.0090 |
0.0070 |
-0.0020 |
-22.2% |
0.0248 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105 |
193 |
88 |
83.8% |
524 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0474 |
1.0325 |
|
| R3 |
1.0451 |
1.0404 |
1.0305 |
|
| R2 |
1.0381 |
1.0381 |
1.0299 |
|
| R1 |
1.0334 |
1.0334 |
1.0292 |
1.0323 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0306 |
| S1 |
1.0264 |
1.0264 |
1.0280 |
1.0253 |
| S2 |
1.0241 |
1.0241 |
1.0273 |
|
| S3 |
1.0171 |
1.0194 |
1.0267 |
|
| S4 |
1.0101 |
1.0124 |
1.0248 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0901 |
1.0444 |
|
| R3 |
1.0749 |
1.0653 |
1.0376 |
|
| R2 |
1.0501 |
1.0501 |
1.0353 |
|
| R1 |
1.0405 |
1.0405 |
1.0331 |
1.0453 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0278 |
| S1 |
1.0157 |
1.0157 |
1.0285 |
1.0205 |
| S2 |
1.0005 |
1.0005 |
1.0263 |
|
| S3 |
0.9757 |
0.9909 |
1.0240 |
|
| S4 |
0.9509 |
0.9661 |
1.0172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0542 |
|
1.618 |
1.0472 |
|
1.000 |
1.0429 |
|
0.618 |
1.0402 |
|
HIGH |
1.0359 |
|
0.618 |
1.0332 |
|
0.500 |
1.0324 |
|
0.382 |
1.0316 |
|
LOW |
1.0289 |
|
0.618 |
1.0246 |
|
1.000 |
1.0219 |
|
1.618 |
1.0176 |
|
2.618 |
1.0106 |
|
4.250 |
0.9992 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0285 |
| PP |
1.0311 |
1.0283 |
| S1 |
1.0299 |
1.0282 |
|