CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0732 |
0.0041 |
0.4% |
1.0578 |
| High |
1.0746 |
1.0781 |
0.0035 |
0.3% |
1.0781 |
| Low |
1.0671 |
1.0699 |
0.0028 |
0.3% |
1.0484 |
| Close |
1.0713 |
1.0778 |
0.0065 |
0.6% |
1.0778 |
| Range |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0297 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
204 |
112 |
-92 |
-45.1% |
557 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0970 |
1.0823 |
|
| R3 |
1.0917 |
1.0888 |
1.0801 |
|
| R2 |
1.0835 |
1.0835 |
1.0793 |
|
| R1 |
1.0806 |
1.0806 |
1.0786 |
1.0821 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0760 |
| S1 |
1.0724 |
1.0724 |
1.0770 |
1.0739 |
| S2 |
1.0671 |
1.0671 |
1.0763 |
|
| S3 |
1.0589 |
1.0642 |
1.0755 |
|
| S4 |
1.0507 |
1.0560 |
1.0733 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1472 |
1.0941 |
|
| R3 |
1.1275 |
1.1175 |
1.0860 |
|
| R2 |
1.0978 |
1.0978 |
1.0832 |
|
| R1 |
1.0878 |
1.0878 |
1.0805 |
1.0928 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0706 |
| S1 |
1.0581 |
1.0581 |
1.0751 |
1.0631 |
| S2 |
1.0384 |
1.0384 |
1.0724 |
|
| S3 |
1.0087 |
1.0284 |
1.0696 |
|
| S4 |
0.9790 |
0.9987 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.0996 |
|
1.618 |
1.0914 |
|
1.000 |
1.0863 |
|
0.618 |
1.0832 |
|
HIGH |
1.0781 |
|
0.618 |
1.0750 |
|
0.500 |
1.0740 |
|
0.382 |
1.0730 |
|
LOW |
1.0699 |
|
0.618 |
1.0648 |
|
1.000 |
1.0617 |
|
1.618 |
1.0566 |
|
2.618 |
1.0484 |
|
4.250 |
1.0351 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0746 |
| PP |
1.0753 |
1.0713 |
| S1 |
1.0740 |
1.0681 |
|