CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0188 |
0.0065 |
0.6% |
1.0028 |
| High |
1.0123 |
1.0188 |
0.0065 |
0.6% |
1.0188 |
| Low |
1.0123 |
1.0188 |
0.0065 |
0.6% |
1.0015 |
| Close |
1.0123 |
1.0188 |
0.0065 |
0.6% |
1.0188 |
| Range |
|
|
|
|
|
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0188 |
1.0188 |
|
| R3 |
1.0188 |
1.0188 |
1.0188 |
|
| R2 |
1.0188 |
1.0188 |
1.0188 |
|
| R1 |
1.0188 |
1.0188 |
1.0188 |
1.0188 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0188 |
| S1 |
1.0188 |
1.0188 |
1.0188 |
1.0188 |
| S2 |
1.0188 |
1.0188 |
1.0188 |
|
| S3 |
1.0188 |
1.0188 |
1.0188 |
|
| S4 |
1.0188 |
1.0188 |
1.0188 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0592 |
1.0283 |
|
| R3 |
1.0476 |
1.0419 |
1.0236 |
|
| R2 |
1.0303 |
1.0303 |
1.0220 |
|
| R1 |
1.0246 |
1.0246 |
1.0204 |
1.0275 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0145 |
| S1 |
1.0073 |
1.0073 |
1.0172 |
1.0102 |
| S2 |
0.9957 |
0.9957 |
1.0156 |
|
| S3 |
0.9784 |
0.9900 |
1.0140 |
|
| S4 |
0.9611 |
0.9727 |
1.0093 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0188 |
|
1.618 |
1.0188 |
|
1.000 |
1.0188 |
|
0.618 |
1.0188 |
|
HIGH |
1.0188 |
|
0.618 |
1.0188 |
|
0.500 |
1.0188 |
|
0.382 |
1.0188 |
|
LOW |
1.0188 |
|
0.618 |
1.0188 |
|
1.000 |
1.0188 |
|
1.618 |
1.0188 |
|
2.618 |
1.0188 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0175 |
| PP |
1.0188 |
1.0162 |
| S1 |
1.0188 |
1.0149 |
|