CME Australian Dollar Future December 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 |
1.0407 |
1.0459 |
0.0052 |
0.5% |
1.0220 |
| High |
1.0407 |
1.0459 |
0.0052 |
0.5% |
1.0430 |
| Low |
1.0407 |
1.0459 |
0.0052 |
0.5% |
1.0190 |
| Close |
1.0407 |
1.0459 |
0.0052 |
0.5% |
1.0430 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0459 |
1.0459 |
|
| R3 |
1.0459 |
1.0459 |
1.0459 |
|
| R2 |
1.0459 |
1.0459 |
1.0459 |
|
| R1 |
1.0459 |
1.0459 |
1.0459 |
1.0459 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0459 |
| S1 |
1.0459 |
1.0459 |
1.0459 |
1.0459 |
| S2 |
1.0459 |
1.0459 |
1.0459 |
|
| S3 |
1.0459 |
1.0459 |
1.0459 |
|
| S4 |
1.0459 |
1.0459 |
1.0459 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.0990 |
1.0562 |
|
| R3 |
1.0830 |
1.0750 |
1.0496 |
|
| R2 |
1.0590 |
1.0590 |
1.0474 |
|
| R1 |
1.0510 |
1.0510 |
1.0452 |
1.0550 |
| PP |
1.0350 |
1.0350 |
1.0350 |
1.0370 |
| S1 |
1.0270 |
1.0270 |
1.0408 |
1.0310 |
| S2 |
1.0110 |
1.0110 |
1.0386 |
|
| S3 |
0.9870 |
1.0030 |
1.0364 |
|
| S4 |
0.9630 |
0.9790 |
1.0298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0459 |
1.0190 |
0.0269 |
2.6% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.0459 |
1.0145 |
0.0314 |
3.0% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
| 20 |
1.0459 |
0.9962 |
0.0497 |
4.8% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
| 40 |
1.0459 |
0.9483 |
0.0976 |
9.3% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
| 60 |
1.0459 |
0.9483 |
0.0976 |
9.3% |
0.0001 |
0.0% |
100% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0459 |
|
1.618 |
1.0459 |
|
1.000 |
1.0459 |
|
0.618 |
1.0459 |
|
HIGH |
1.0459 |
|
0.618 |
1.0459 |
|
0.500 |
1.0459 |
|
0.382 |
1.0459 |
|
LOW |
1.0459 |
|
0.618 |
1.0459 |
|
1.000 |
1.0459 |
|
1.618 |
1.0459 |
|
2.618 |
1.0459 |
|
4.250 |
1.0459 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0459 |
1.0450 |
| PP |
1.0459 |
1.0442 |
| S1 |
1.0459 |
1.0433 |
|