CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0480 |
0.0016 |
0.2% |
1.0468 |
| High |
1.0504 |
1.0499 |
-0.0005 |
0.0% |
1.0504 |
| Low |
1.0436 |
1.0380 |
-0.0056 |
-0.5% |
1.0310 |
| Close |
1.0494 |
1.0442 |
-0.0052 |
-0.5% |
1.0494 |
| Range |
0.0068 |
0.0119 |
0.0051 |
75.0% |
0.0194 |
| ATR |
0.0103 |
0.0105 |
0.0001 |
1.1% |
0.0000 |
| Volume |
65,915 |
116,952 |
51,037 |
77.4% |
418,563 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0797 |
1.0739 |
1.0507 |
|
| R3 |
1.0678 |
1.0620 |
1.0475 |
|
| R2 |
1.0559 |
1.0559 |
1.0464 |
|
| R1 |
1.0501 |
1.0501 |
1.0453 |
1.0471 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0425 |
| S1 |
1.0382 |
1.0382 |
1.0431 |
1.0352 |
| S2 |
1.0321 |
1.0321 |
1.0420 |
|
| S3 |
1.0202 |
1.0263 |
1.0409 |
|
| S4 |
1.0083 |
1.0144 |
1.0377 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0950 |
1.0601 |
|
| R3 |
1.0824 |
1.0756 |
1.0547 |
|
| R2 |
1.0630 |
1.0630 |
1.0530 |
|
| R1 |
1.0562 |
1.0562 |
1.0512 |
1.0596 |
| PP |
1.0436 |
1.0436 |
1.0436 |
1.0453 |
| S1 |
1.0368 |
1.0368 |
1.0476 |
1.0402 |
| S2 |
1.0242 |
1.0242 |
1.0458 |
|
| S3 |
1.0048 |
1.0174 |
1.0441 |
|
| S4 |
0.9854 |
0.9980 |
1.0387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0504 |
1.0310 |
0.0194 |
1.9% |
0.0104 |
1.0% |
68% |
False |
False |
95,329 |
| 10 |
1.0504 |
1.0200 |
0.0304 |
2.9% |
0.0106 |
1.0% |
80% |
False |
False |
87,130 |
| 20 |
1.0504 |
0.9935 |
0.0569 |
5.4% |
0.0097 |
0.9% |
89% |
False |
False |
82,406 |
| 40 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0109 |
1.0% |
93% |
False |
False |
70,658 |
| 60 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0101 |
1.0% |
93% |
False |
False |
47,154 |
| 80 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0096 |
0.9% |
93% |
False |
False |
35,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0811 |
|
1.618 |
1.0692 |
|
1.000 |
1.0618 |
|
0.618 |
1.0573 |
|
HIGH |
1.0499 |
|
0.618 |
1.0454 |
|
0.500 |
1.0440 |
|
0.382 |
1.0425 |
|
LOW |
1.0380 |
|
0.618 |
1.0306 |
|
1.000 |
1.0261 |
|
1.618 |
1.0187 |
|
2.618 |
1.0068 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0442 |
| PP |
1.0440 |
1.0442 |
| S1 |
1.0440 |
1.0442 |
|