CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0691 |
0.0055 |
0.5% |
1.0480 |
| High |
1.0710 |
1.0713 |
0.0003 |
0.0% |
1.0710 |
| Low |
1.0613 |
1.0619 |
0.0006 |
0.1% |
1.0371 |
| Close |
1.0681 |
1.0657 |
-0.0024 |
-0.2% |
1.0681 |
| Range |
0.0097 |
0.0094 |
-0.0003 |
-3.1% |
0.0339 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
72,378 |
73,781 |
1,403 |
1.9% |
365,397 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0895 |
1.0709 |
|
| R3 |
1.0851 |
1.0801 |
1.0683 |
|
| R2 |
1.0757 |
1.0757 |
1.0674 |
|
| R1 |
1.0707 |
1.0707 |
1.0666 |
1.0685 |
| PP |
1.0663 |
1.0663 |
1.0663 |
1.0652 |
| S1 |
1.0613 |
1.0613 |
1.0648 |
1.0591 |
| S2 |
1.0569 |
1.0569 |
1.0640 |
|
| S3 |
1.0475 |
1.0519 |
1.0631 |
|
| S4 |
1.0381 |
1.0425 |
1.0605 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1482 |
1.0867 |
|
| R3 |
1.1265 |
1.1143 |
1.0774 |
|
| R2 |
1.0926 |
1.0926 |
1.0743 |
|
| R1 |
1.0804 |
1.0804 |
1.0712 |
1.0865 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0618 |
| S1 |
1.0465 |
1.0465 |
1.0650 |
1.0526 |
| S2 |
1.0248 |
1.0248 |
1.0619 |
|
| S3 |
0.9909 |
1.0126 |
1.0588 |
|
| S4 |
0.9570 |
0.9787 |
1.0495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0713 |
1.0371 |
0.0342 |
3.2% |
0.0121 |
1.1% |
84% |
True |
False |
87,835 |
| 10 |
1.0713 |
1.0310 |
0.0403 |
3.8% |
0.0110 |
1.0% |
86% |
True |
False |
85,774 |
| 20 |
1.0713 |
1.0109 |
0.0604 |
5.7% |
0.0101 |
0.9% |
91% |
True |
False |
80,983 |
| 40 |
1.0713 |
0.9606 |
0.1107 |
10.4% |
0.0110 |
1.0% |
95% |
True |
False |
78,669 |
| 60 |
1.0713 |
0.9606 |
0.1107 |
10.4% |
0.0103 |
1.0% |
95% |
True |
False |
52,519 |
| 80 |
1.0713 |
0.9606 |
0.1107 |
10.4% |
0.0099 |
0.9% |
95% |
True |
False |
39,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.0959 |
|
1.618 |
1.0865 |
|
1.000 |
1.0807 |
|
0.618 |
1.0771 |
|
HIGH |
1.0713 |
|
0.618 |
1.0677 |
|
0.500 |
1.0666 |
|
0.382 |
1.0655 |
|
LOW |
1.0619 |
|
0.618 |
1.0561 |
|
1.000 |
1.0525 |
|
1.618 |
1.0467 |
|
2.618 |
1.0373 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0631 |
| PP |
1.0663 |
1.0606 |
| S1 |
1.0660 |
1.0580 |
|