CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0411 |
-0.0057 |
-0.5% |
1.0301 |
| High |
1.0499 |
1.0441 |
-0.0058 |
-0.6% |
1.0500 |
| Low |
1.0401 |
1.0310 |
-0.0091 |
-0.9% |
1.0200 |
| Close |
1.0415 |
1.0390 |
-0.0025 |
-0.2% |
1.0437 |
| Range |
0.0098 |
0.0131 |
0.0033 |
33.7% |
0.0300 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.8% |
0.0000 |
| Volume |
58,868 |
118,992 |
60,124 |
102.1% |
389,144 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0713 |
1.0462 |
|
| R3 |
1.0642 |
1.0582 |
1.0426 |
|
| R2 |
1.0511 |
1.0511 |
1.0414 |
|
| R1 |
1.0451 |
1.0451 |
1.0402 |
1.0416 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0363 |
| S1 |
1.0320 |
1.0320 |
1.0378 |
1.0285 |
| S2 |
1.0249 |
1.0249 |
1.0366 |
|
| S3 |
1.0118 |
1.0189 |
1.0354 |
|
| S4 |
0.9987 |
1.0058 |
1.0318 |
|
|
| 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 |
1.0229 |
0.0271 |
2.6% |
0.0118 |
1.1% |
59% |
False |
False |
85,361 |
| 10 |
1.0500 |
1.0175 |
0.0325 |
3.1% |
0.0097 |
0.9% |
66% |
False |
False |
79,871 |
| 20 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0111 |
1.1% |
88% |
False |
False |
91,820 |
| 40 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0108 |
1.0% |
88% |
False |
False |
61,740 |
| 60 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0101 |
1.0% |
88% |
False |
False |
41,201 |
| 80 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0093 |
0.9% |
88% |
False |
False |
30,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0784 |
|
1.618 |
1.0653 |
|
1.000 |
1.0572 |
|
0.618 |
1.0522 |
|
HIGH |
1.0441 |
|
0.618 |
1.0391 |
|
0.500 |
1.0376 |
|
0.382 |
1.0360 |
|
LOW |
1.0310 |
|
0.618 |
1.0229 |
|
1.000 |
1.0179 |
|
1.618 |
1.0098 |
|
2.618 |
0.9967 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0405 |
| PP |
1.0380 |
1.0400 |
| S1 |
1.0376 |
1.0395 |
|