CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0418 |
0.0057 |
0.6% |
1.0301 |
| High |
1.0459 |
1.0474 |
0.0015 |
0.1% |
1.0500 |
| Low |
1.0349 |
1.0382 |
0.0033 |
0.3% |
1.0200 |
| Close |
1.0418 |
1.0464 |
0.0046 |
0.4% |
1.0437 |
| Range |
0.0110 |
0.0092 |
-0.0018 |
-16.4% |
0.0300 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88,130 |
86,658 |
-1,472 |
-1.7% |
389,144 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0682 |
1.0515 |
|
| R3 |
1.0624 |
1.0590 |
1.0489 |
|
| R2 |
1.0532 |
1.0532 |
1.0481 |
|
| R1 |
1.0498 |
1.0498 |
1.0472 |
1.0515 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0449 |
| S1 |
1.0406 |
1.0406 |
1.0456 |
1.0423 |
| S2 |
1.0348 |
1.0348 |
1.0447 |
|
| S3 |
1.0256 |
1.0314 |
1.0439 |
|
| S4 |
1.0164 |
1.0222 |
1.0413 |
|
|
| 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% |
81% |
False |
False |
84,678 |
| 10 |
1.0500 |
1.0200 |
0.0300 |
2.9% |
0.0104 |
1.0% |
88% |
False |
False |
83,433 |
| 20 |
1.0500 |
0.9677 |
0.0823 |
7.9% |
0.0103 |
1.0% |
96% |
False |
False |
83,830 |
| 40 |
1.0500 |
0.9606 |
0.0894 |
8.5% |
0.0108 |
1.0% |
96% |
False |
False |
66,101 |
| 60 |
1.0500 |
0.9606 |
0.0894 |
8.5% |
0.0101 |
1.0% |
96% |
False |
False |
44,109 |
| 80 |
1.0500 |
0.9606 |
0.0894 |
8.5% |
0.0094 |
0.9% |
96% |
False |
False |
33,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0715 |
|
1.618 |
1.0623 |
|
1.000 |
1.0566 |
|
0.618 |
1.0531 |
|
HIGH |
1.0474 |
|
0.618 |
1.0439 |
|
0.500 |
1.0428 |
|
0.382 |
1.0417 |
|
LOW |
1.0382 |
|
0.618 |
1.0325 |
|
1.000 |
1.0290 |
|
1.618 |
1.0233 |
|
2.618 |
1.0141 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0452 |
1.0440 |
| PP |
1.0440 |
1.0416 |
| S1 |
1.0428 |
1.0392 |
|