CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0379 |
0.0105 |
1.0% |
1.0355 |
| High |
1.0329 |
1.0485 |
0.0156 |
1.5% |
1.0366 |
| Low |
1.0247 |
1.0379 |
0.0132 |
1.3% |
1.0189 |
| Close |
1.0320 |
1.0474 |
0.0154 |
1.5% |
1.0365 |
| Range |
0.0082 |
0.0106 |
0.0024 |
29.3% |
0.0177 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.6% |
0.0000 |
| Volume |
85 |
36 |
-49 |
-57.6% |
481 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0725 |
1.0532 |
|
| R3 |
1.0658 |
1.0619 |
1.0503 |
|
| R2 |
1.0552 |
1.0552 |
1.0493 |
|
| R1 |
1.0513 |
1.0513 |
1.0484 |
1.0533 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0456 |
| S1 |
1.0407 |
1.0407 |
1.0464 |
1.0427 |
| S2 |
1.0340 |
1.0340 |
1.0455 |
|
| S3 |
1.0234 |
1.0301 |
1.0445 |
|
| S4 |
1.0128 |
1.0195 |
1.0416 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0778 |
1.0462 |
|
| R3 |
1.0661 |
1.0601 |
1.0414 |
|
| R2 |
1.0484 |
1.0484 |
1.0397 |
|
| R1 |
1.0424 |
1.0424 |
1.0381 |
1.0454 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0322 |
| S1 |
1.0247 |
1.0247 |
1.0349 |
1.0277 |
| S2 |
1.0130 |
1.0130 |
1.0333 |
|
| S3 |
0.9953 |
1.0070 |
1.0316 |
|
| S4 |
0.9776 |
0.9893 |
1.0268 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0763 |
|
1.618 |
1.0657 |
|
1.000 |
1.0591 |
|
0.618 |
1.0551 |
|
HIGH |
1.0485 |
|
0.618 |
1.0445 |
|
0.500 |
1.0432 |
|
0.382 |
1.0419 |
|
LOW |
1.0379 |
|
0.618 |
1.0313 |
|
1.000 |
1.0273 |
|
1.618 |
1.0207 |
|
2.618 |
1.0101 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0460 |
1.0438 |
| PP |
1.0446 |
1.0402 |
| S1 |
1.0432 |
1.0366 |
|