CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0348 |
0.0110 |
1.1% |
1.0148 |
| High |
1.0363 |
1.0423 |
0.0060 |
0.6% |
1.0306 |
| Low |
1.0229 |
1.0328 |
0.0099 |
1.0% |
1.0109 |
| Close |
1.0350 |
1.0367 |
0.0017 |
0.2% |
1.0297 |
| Range |
0.0134 |
0.0095 |
-0.0039 |
-29.1% |
0.0197 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
78,430 |
99,774 |
21,344 |
27.2% |
372,784 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0658 |
1.0607 |
1.0419 |
|
| R3 |
1.0563 |
1.0512 |
1.0393 |
|
| R2 |
1.0468 |
1.0468 |
1.0384 |
|
| R1 |
1.0417 |
1.0417 |
1.0376 |
1.0443 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0385 |
| S1 |
1.0322 |
1.0322 |
1.0358 |
1.0348 |
| S2 |
1.0278 |
1.0278 |
1.0350 |
|
| S3 |
1.0183 |
1.0227 |
1.0341 |
|
| S4 |
1.0088 |
1.0132 |
1.0315 |
|
|
| 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 |
1.0423 |
1.0200 |
0.0223 |
2.2% |
0.0095 |
0.9% |
75% |
True |
False |
82,188 |
| 10 |
1.0423 |
1.0090 |
0.0333 |
3.2% |
0.0088 |
0.8% |
83% |
True |
False |
77,960 |
| 20 |
1.0423 |
0.9606 |
0.0817 |
7.9% |
0.0122 |
1.2% |
93% |
True |
False |
101,462 |
| 40 |
1.0423 |
0.9606 |
0.0817 |
7.9% |
0.0104 |
1.0% |
93% |
True |
False |
55,536 |
| 60 |
1.0423 |
0.9606 |
0.0817 |
7.9% |
0.0100 |
1.0% |
93% |
True |
False |
37,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0672 |
|
1.618 |
1.0577 |
|
1.000 |
1.0518 |
|
0.618 |
1.0482 |
|
HIGH |
1.0423 |
|
0.618 |
1.0387 |
|
0.500 |
1.0376 |
|
0.382 |
1.0364 |
|
LOW |
1.0328 |
|
0.618 |
1.0269 |
|
1.000 |
1.0233 |
|
1.618 |
1.0174 |
|
2.618 |
1.0079 |
|
4.250 |
0.9924 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0349 |
| PP |
1.0373 |
1.0330 |
| S1 |
1.0370 |
1.0312 |
|