CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0468 |
0.0087 |
0.8% |
1.0301 |
| High |
1.0500 |
1.0499 |
-0.0001 |
0.0% |
1.0500 |
| Low |
1.0367 |
1.0401 |
0.0034 |
0.3% |
1.0200 |
| Close |
1.0437 |
1.0415 |
-0.0022 |
-0.2% |
1.0437 |
| Range |
0.0133 |
0.0098 |
-0.0035 |
-26.3% |
0.0300 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
70,742 |
58,868 |
-11,874 |
-16.8% |
389,144 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0732 |
1.0672 |
1.0469 |
|
| R3 |
1.0634 |
1.0574 |
1.0442 |
|
| R2 |
1.0536 |
1.0536 |
1.0433 |
|
| R1 |
1.0476 |
1.0476 |
1.0424 |
1.0457 |
| PP |
1.0438 |
1.0438 |
1.0438 |
1.0429 |
| S1 |
1.0378 |
1.0378 |
1.0406 |
1.0359 |
| S2 |
1.0340 |
1.0340 |
1.0397 |
|
| S3 |
1.0242 |
1.0280 |
1.0388 |
|
| S4 |
1.0144 |
1.0182 |
1.0361 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1158 |
1.0602 |
|
| R3 |
1.0979 |
1.0858 |
1.0520 |
|
| R2 |
1.0679 |
1.0679 |
1.0492 |
|
| R1 |
1.0558 |
1.0558 |
1.0465 |
1.0619 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0409 |
| S1 |
1.0258 |
1.0258 |
1.0410 |
1.0319 |
| S2 |
1.0079 |
1.0079 |
1.0382 |
|
| S3 |
0.9779 |
0.9958 |
1.0355 |
|
| S4 |
0.9479 |
0.9658 |
1.0272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0200 |
0.0300 |
2.9% |
0.0108 |
1.0% |
72% |
False |
False |
78,930 |
| 10 |
1.0500 |
1.0109 |
0.0391 |
3.8% |
0.0093 |
0.9% |
78% |
False |
False |
75,252 |
| 20 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0119 |
1.1% |
90% |
False |
False |
97,427 |
| 40 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0106 |
1.0% |
90% |
False |
False |
58,769 |
| 60 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0101 |
1.0% |
90% |
False |
False |
39,219 |
| 80 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0091 |
0.9% |
90% |
False |
False |
29,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0756 |
|
1.618 |
1.0658 |
|
1.000 |
1.0597 |
|
0.618 |
1.0560 |
|
HIGH |
1.0499 |
|
0.618 |
1.0462 |
|
0.500 |
1.0450 |
|
0.382 |
1.0438 |
|
LOW |
1.0401 |
|
0.618 |
1.0340 |
|
1.000 |
1.0303 |
|
1.618 |
1.0242 |
|
2.618 |
1.0144 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0415 |
| PP |
1.0438 |
1.0414 |
| S1 |
1.0427 |
1.0414 |
|