CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0243 |
1.0301 |
0.0058 |
0.6% |
1.0148 |
| High |
1.0306 |
1.0327 |
0.0021 |
0.2% |
1.0306 |
| Low |
1.0224 |
1.0246 |
0.0022 |
0.2% |
1.0109 |
| Close |
1.0297 |
1.0267 |
-0.0030 |
-0.3% |
1.0297 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0197 |
| ATR |
0.0105 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
92,539 |
53,359 |
-39,180 |
-42.3% |
372,784 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0476 |
1.0312 |
|
| R3 |
1.0442 |
1.0395 |
1.0289 |
|
| R2 |
1.0361 |
1.0361 |
1.0282 |
|
| R1 |
1.0314 |
1.0314 |
1.0274 |
1.0297 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0272 |
| S1 |
1.0233 |
1.0233 |
1.0260 |
1.0216 |
| S2 |
1.0199 |
1.0199 |
1.0252 |
|
| S3 |
1.0118 |
1.0152 |
1.0245 |
|
| S4 |
1.0037 |
1.0071 |
1.0222 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0760 |
1.0405 |
|
| R3 |
1.0631 |
1.0563 |
1.0351 |
|
| R2 |
1.0434 |
1.0434 |
1.0333 |
|
| R1 |
1.0366 |
1.0366 |
1.0315 |
1.0400 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0255 |
| S1 |
1.0169 |
1.0169 |
1.0279 |
1.0203 |
| S2 |
1.0040 |
1.0040 |
1.0261 |
|
| S3 |
0.9843 |
0.9972 |
1.0243 |
|
| S4 |
0.9646 |
0.9775 |
1.0189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0327 |
1.0109 |
0.0218 |
2.1% |
0.0077 |
0.7% |
72% |
True |
False |
71,575 |
| 10 |
1.0327 |
0.9935 |
0.0392 |
3.8% |
0.0087 |
0.8% |
85% |
True |
False |
77,683 |
| 20 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0120 |
1.2% |
92% |
True |
False |
96,273 |
| 40 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0101 |
1.0% |
92% |
True |
False |
48,920 |
| 60 |
1.0327 |
0.9606 |
0.0721 |
7.0% |
0.0099 |
1.0% |
92% |
True |
False |
32,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0671 |
|
2.618 |
1.0539 |
|
1.618 |
1.0458 |
|
1.000 |
1.0408 |
|
0.618 |
1.0377 |
|
HIGH |
1.0327 |
|
0.618 |
1.0296 |
|
0.500 |
1.0287 |
|
0.382 |
1.0277 |
|
LOW |
1.0246 |
|
0.618 |
1.0196 |
|
1.000 |
1.0165 |
|
1.618 |
1.0115 |
|
2.618 |
1.0034 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0273 |
| PP |
1.0280 |
1.0271 |
| S1 |
1.0274 |
1.0269 |
|