CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0361 |
-0.0050 |
-0.5% |
1.0301 |
| High |
1.0441 |
1.0459 |
0.0018 |
0.2% |
1.0500 |
| Low |
1.0310 |
1.0349 |
0.0039 |
0.4% |
1.0200 |
| Close |
1.0390 |
1.0418 |
0.0028 |
0.3% |
1.0437 |
| Range |
0.0131 |
0.0110 |
-0.0021 |
-16.0% |
0.0300 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.2% |
0.0000 |
| Volume |
118,992 |
88,130 |
-30,862 |
-25.9% |
389,144 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0688 |
1.0479 |
|
| R3 |
1.0629 |
1.0578 |
1.0448 |
|
| R2 |
1.0519 |
1.0519 |
1.0438 |
|
| R1 |
1.0468 |
1.0468 |
1.0428 |
1.0494 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0421 |
| S1 |
1.0358 |
1.0358 |
1.0408 |
1.0384 |
| S2 |
1.0299 |
1.0299 |
1.0398 |
|
| S3 |
1.0189 |
1.0248 |
1.0388 |
|
| S4 |
1.0079 |
1.0138 |
1.0358 |
|
|
| 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 |
1.0310 |
0.0190 |
1.8% |
0.0113 |
1.1% |
57% |
False |
False |
87,301 |
| 10 |
1.0500 |
1.0200 |
0.0300 |
2.9% |
0.0101 |
1.0% |
73% |
False |
False |
82,101 |
| 20 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0106 |
1.0% |
91% |
False |
False |
86,504 |
| 40 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0108 |
1.0% |
91% |
False |
False |
63,940 |
| 60 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0101 |
1.0% |
91% |
False |
False |
42,666 |
| 80 |
1.0500 |
0.9606 |
0.0894 |
8.6% |
0.0093 |
0.9% |
91% |
False |
False |
32,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0747 |
|
1.618 |
1.0637 |
|
1.000 |
1.0569 |
|
0.618 |
1.0527 |
|
HIGH |
1.0459 |
|
0.618 |
1.0417 |
|
0.500 |
1.0404 |
|
0.382 |
1.0391 |
|
LOW |
1.0349 |
|
0.618 |
1.0281 |
|
1.000 |
1.0239 |
|
1.618 |
1.0171 |
|
2.618 |
1.0061 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0414 |
| PP |
1.0409 |
1.0409 |
| S1 |
1.0404 |
1.0405 |
|