CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0636 |
0.0178 |
1.7% |
1.0468 |
| High |
1.0650 |
1.0710 |
0.0060 |
0.6% |
1.0504 |
| Low |
1.0447 |
1.0613 |
0.0166 |
1.6% |
1.0310 |
| Close |
1.0604 |
1.0681 |
0.0077 |
0.7% |
1.0494 |
| Range |
0.0203 |
0.0097 |
-0.0106 |
-52.2% |
0.0194 |
| ATR |
0.0111 |
0.0110 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
91,383 |
72,378 |
-19,005 |
-20.8% |
418,563 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0917 |
1.0734 |
|
| R3 |
1.0862 |
1.0820 |
1.0708 |
|
| R2 |
1.0765 |
1.0765 |
1.0699 |
|
| R1 |
1.0723 |
1.0723 |
1.0690 |
1.0744 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0679 |
| S1 |
1.0626 |
1.0626 |
1.0672 |
1.0647 |
| S2 |
1.0571 |
1.0571 |
1.0663 |
|
| S3 |
1.0474 |
1.0529 |
1.0654 |
|
| S4 |
1.0377 |
1.0432 |
1.0628 |
|
|
| 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 |
1.0710 |
1.0371 |
0.0339 |
3.2% |
0.0116 |
1.1% |
91% |
True |
False |
86,262 |
| 10 |
1.0710 |
1.0310 |
0.0400 |
3.7% |
0.0114 |
1.1% |
93% |
True |
False |
85,470 |
| 20 |
1.0710 |
1.0090 |
0.0620 |
5.8% |
0.0101 |
0.9% |
95% |
True |
False |
81,715 |
| 40 |
1.0710 |
0.9606 |
0.1104 |
10.3% |
0.0110 |
1.0% |
97% |
True |
False |
76,834 |
| 60 |
1.0710 |
0.9606 |
0.1104 |
10.3% |
0.0103 |
1.0% |
97% |
True |
False |
51,291 |
| 80 |
1.0710 |
0.9606 |
0.1104 |
10.3% |
0.0098 |
0.9% |
97% |
True |
False |
38,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.0964 |
|
1.618 |
1.0867 |
|
1.000 |
1.0807 |
|
0.618 |
1.0770 |
|
HIGH |
1.0710 |
|
0.618 |
1.0673 |
|
0.500 |
1.0662 |
|
0.382 |
1.0650 |
|
LOW |
1.0613 |
|
0.618 |
1.0553 |
|
1.000 |
1.0516 |
|
1.618 |
1.0456 |
|
2.618 |
1.0359 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0634 |
| PP |
1.0668 |
1.0587 |
| S1 |
1.0662 |
1.0541 |
|