CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0578 |
1.0517 |
-0.0061 |
-0.6% |
1.0337 |
| High |
1.0578 |
1.0596 |
0.0018 |
0.2% |
1.0565 |
| Low |
1.0502 |
1.0484 |
-0.0018 |
-0.2% |
1.0247 |
| Close |
1.0527 |
1.0581 |
0.0054 |
0.5% |
1.0550 |
| Range |
0.0076 |
0.0112 |
0.0036 |
47.4% |
0.0318 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.2% |
0.0000 |
| Volume |
95 |
77 |
-18 |
-18.9% |
429 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0847 |
1.0643 |
|
| R3 |
1.0778 |
1.0735 |
1.0612 |
|
| R2 |
1.0666 |
1.0666 |
1.0602 |
|
| R1 |
1.0623 |
1.0623 |
1.0591 |
1.0645 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0564 |
| S1 |
1.0511 |
1.0511 |
1.0571 |
1.0533 |
| S2 |
1.0442 |
1.0442 |
1.0560 |
|
| S3 |
1.0330 |
1.0399 |
1.0550 |
|
| S4 |
1.0218 |
1.0287 |
1.0519 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1297 |
1.0725 |
|
| R3 |
1.1090 |
1.0979 |
1.0637 |
|
| R2 |
1.0772 |
1.0772 |
1.0608 |
|
| R1 |
1.0661 |
1.0661 |
1.0579 |
1.0717 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0482 |
| S1 |
1.0343 |
1.0343 |
1.0521 |
1.0399 |
| S2 |
1.0136 |
1.0136 |
1.0492 |
|
| S3 |
0.9818 |
1.0025 |
1.0463 |
|
| S4 |
0.9500 |
0.9707 |
1.0375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0889 |
|
1.618 |
1.0777 |
|
1.000 |
1.0708 |
|
0.618 |
1.0665 |
|
HIGH |
1.0596 |
|
0.618 |
1.0553 |
|
0.500 |
1.0540 |
|
0.382 |
1.0527 |
|
LOW |
1.0484 |
|
0.618 |
1.0415 |
|
1.000 |
1.0372 |
|
1.618 |
1.0303 |
|
2.618 |
1.0191 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0567 |
| PP |
1.0554 |
1.0554 |
| S1 |
1.0540 |
1.0540 |
|