CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0480 |
1.0430 |
-0.0050 |
-0.5% |
1.0468 |
| High |
1.0499 |
1.0462 |
-0.0037 |
-0.4% |
1.0504 |
| Low |
1.0380 |
1.0371 |
-0.0009 |
-0.1% |
1.0310 |
| Close |
1.0442 |
1.0447 |
0.0005 |
0.0% |
1.0494 |
| Range |
0.0119 |
0.0091 |
-0.0028 |
-23.5% |
0.0194 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
116,952 |
84,684 |
-32,268 |
-27.6% |
418,563 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0700 |
1.0664 |
1.0497 |
|
| R3 |
1.0609 |
1.0573 |
1.0472 |
|
| R2 |
1.0518 |
1.0518 |
1.0464 |
|
| R1 |
1.0482 |
1.0482 |
1.0455 |
1.0500 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0436 |
| S1 |
1.0391 |
1.0391 |
1.0439 |
1.0409 |
| S2 |
1.0336 |
1.0336 |
1.0430 |
|
| S3 |
1.0245 |
1.0300 |
1.0422 |
|
| S4 |
1.0154 |
1.0209 |
1.0397 |
|
|
| 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 |
1.0349 |
0.0155 |
1.5% |
0.0096 |
0.9% |
63% |
False |
False |
88,467 |
| 10 |
1.0504 |
1.0229 |
0.0275 |
2.6% |
0.0107 |
1.0% |
79% |
False |
False |
86,914 |
| 20 |
1.0504 |
0.9963 |
0.0541 |
5.2% |
0.0097 |
0.9% |
89% |
False |
False |
82,937 |
| 40 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0107 |
1.0% |
94% |
False |
False |
72,765 |
| 60 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0100 |
1.0% |
94% |
False |
False |
48,565 |
| 80 |
1.0504 |
0.9606 |
0.0898 |
8.6% |
0.0097 |
0.9% |
94% |
False |
False |
36,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0700 |
|
1.618 |
1.0609 |
|
1.000 |
1.0553 |
|
0.618 |
1.0518 |
|
HIGH |
1.0462 |
|
0.618 |
1.0427 |
|
0.500 |
1.0417 |
|
0.382 |
1.0406 |
|
LOW |
1.0371 |
|
0.618 |
1.0315 |
|
1.000 |
1.0280 |
|
1.618 |
1.0224 |
|
2.618 |
1.0133 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0437 |
1.0444 |
| PP |
1.0427 |
1.0441 |
| S1 |
1.0417 |
1.0438 |
|