CME Australian Dollar Future June 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 |
1.0277 |
1.0238 |
-0.0039 |
-0.4% |
1.0148 |
| High |
1.0281 |
1.0363 |
0.0082 |
0.8% |
1.0306 |
| Low |
1.0200 |
1.0229 |
0.0029 |
0.3% |
1.0109 |
| Close |
1.0253 |
1.0350 |
0.0097 |
0.9% |
1.0297 |
| Range |
0.0081 |
0.0134 |
0.0053 |
65.4% |
0.0197 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.2% |
0.0000 |
| Volume |
86,839 |
78,430 |
-8,409 |
-9.7% |
372,784 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0667 |
1.0424 |
|
| R3 |
1.0582 |
1.0533 |
1.0387 |
|
| R2 |
1.0448 |
1.0448 |
1.0375 |
|
| R1 |
1.0399 |
1.0399 |
1.0362 |
1.0424 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0326 |
| S1 |
1.0265 |
1.0265 |
1.0338 |
1.0290 |
| S2 |
1.0180 |
1.0180 |
1.0325 |
|
| S3 |
1.0046 |
1.0131 |
1.0313 |
|
| S4 |
0.9912 |
0.9997 |
1.0276 |
|
|
| 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 |
1.0363 |
1.0200 |
0.0163 |
1.6% |
0.0088 |
0.9% |
92% |
True |
False |
76,901 |
| 10 |
1.0363 |
1.0015 |
0.0348 |
3.4% |
0.0090 |
0.9% |
96% |
True |
False |
77,808 |
| 20 |
1.0363 |
0.9606 |
0.0757 |
7.3% |
0.0123 |
1.2% |
98% |
True |
False |
100,841 |
| 40 |
1.0363 |
0.9606 |
0.0757 |
7.3% |
0.0103 |
1.0% |
98% |
True |
False |
53,045 |
| 60 |
1.0363 |
0.9606 |
0.0757 |
7.3% |
0.0100 |
1.0% |
98% |
True |
False |
35,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0714 |
|
1.618 |
1.0580 |
|
1.000 |
1.0497 |
|
0.618 |
1.0446 |
|
HIGH |
1.0363 |
|
0.618 |
1.0312 |
|
0.500 |
1.0296 |
|
0.382 |
1.0280 |
|
LOW |
1.0229 |
|
0.618 |
1.0146 |
|
1.000 |
1.0095 |
|
1.618 |
1.0012 |
|
2.618 |
0.9878 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0327 |
| PP |
1.0314 |
1.0304 |
| S1 |
1.0296 |
1.0282 |
|