CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0458 |
0.0028 |
0.3% |
1.0468 |
| High |
1.0462 |
1.0650 |
0.0188 |
1.8% |
1.0504 |
| Low |
1.0371 |
1.0447 |
0.0076 |
0.7% |
1.0310 |
| Close |
1.0447 |
1.0604 |
0.0157 |
1.5% |
1.0494 |
| Range |
0.0091 |
0.0203 |
0.0112 |
123.1% |
0.0194 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
6.9% |
0.0000 |
| Volume |
84,684 |
91,383 |
6,699 |
7.9% |
418,563 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1093 |
1.0716 |
|
| R3 |
1.0973 |
1.0890 |
1.0660 |
|
| R2 |
1.0770 |
1.0770 |
1.0641 |
|
| R1 |
1.0687 |
1.0687 |
1.0623 |
1.0729 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0588 |
| S1 |
1.0484 |
1.0484 |
1.0585 |
1.0526 |
| S2 |
1.0364 |
1.0364 |
1.0567 |
|
| S3 |
1.0161 |
1.0281 |
1.0548 |
|
| S4 |
0.9958 |
1.0078 |
1.0492 |
|
|
| 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 |
1.0650 |
1.0371 |
0.0279 |
2.6% |
0.0115 |
1.1% |
84% |
True |
False |
89,118 |
| 10 |
1.0650 |
1.0310 |
0.0340 |
3.2% |
0.0114 |
1.1% |
86% |
True |
False |
88,209 |
| 20 |
1.0650 |
1.0015 |
0.0635 |
6.0% |
0.0102 |
1.0% |
93% |
True |
False |
83,009 |
| 40 |
1.0650 |
0.9606 |
0.1044 |
9.8% |
0.0110 |
1.0% |
96% |
True |
False |
75,034 |
| 60 |
1.0650 |
0.9606 |
0.1044 |
9.8% |
0.0102 |
1.0% |
96% |
True |
False |
50,087 |
| 80 |
1.0650 |
0.9606 |
0.1044 |
9.8% |
0.0098 |
0.9% |
96% |
True |
False |
37,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1181 |
|
1.618 |
1.0978 |
|
1.000 |
1.0853 |
|
0.618 |
1.0775 |
|
HIGH |
1.0650 |
|
0.618 |
1.0572 |
|
0.500 |
1.0549 |
|
0.382 |
1.0525 |
|
LOW |
1.0447 |
|
0.618 |
1.0322 |
|
1.000 |
1.0244 |
|
1.618 |
1.0119 |
|
2.618 |
0.9916 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0573 |
| PP |
1.0567 |
1.0542 |
| S1 |
1.0549 |
1.0511 |
|