CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
1.0109 |
0.0094 |
0.9% |
0.9944 |
| High |
1.0015 |
1.0109 |
0.0094 |
0.9% |
1.0058 |
| Low |
1.0015 |
1.0109 |
0.0094 |
0.9% |
0.9944 |
| Close |
1.0014 |
1.0109 |
0.0095 |
0.9% |
1.0058 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0047 |
0.0004 |
8.4% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
10 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0109 |
1.0109 |
|
| R3 |
1.0109 |
1.0109 |
1.0109 |
|
| R2 |
1.0109 |
1.0109 |
1.0109 |
|
| R1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S2 |
1.0109 |
1.0109 |
1.0109 |
|
| S3 |
1.0109 |
1.0109 |
1.0109 |
|
| S4 |
1.0109 |
1.0109 |
1.0109 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0324 |
1.0121 |
|
| R3 |
1.0248 |
1.0210 |
1.0089 |
|
| R2 |
1.0134 |
1.0134 |
1.0079 |
|
| R1 |
1.0096 |
1.0096 |
1.0068 |
1.0115 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0030 |
| S1 |
0.9982 |
0.9982 |
1.0048 |
1.0001 |
| S2 |
0.9906 |
0.9906 |
1.0037 |
|
| S3 |
0.9792 |
0.9868 |
1.0027 |
|
| S4 |
0.9678 |
0.9754 |
0.9995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0109 |
|
2.618 |
1.0109 |
|
1.618 |
1.0109 |
|
1.000 |
1.0109 |
|
0.618 |
1.0109 |
|
HIGH |
1.0109 |
|
0.618 |
1.0109 |
|
0.500 |
1.0109 |
|
0.382 |
1.0109 |
|
LOW |
1.0109 |
|
0.618 |
1.0109 |
|
1.000 |
1.0109 |
|
1.618 |
1.0109 |
|
2.618 |
1.0109 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0093 |
| PP |
1.0109 |
1.0078 |
| S1 |
1.0109 |
1.0062 |
|