CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0660 |
-0.0031 |
-0.3% |
1.0480 |
| High |
1.0713 |
1.0728 |
0.0015 |
0.1% |
1.0710 |
| Low |
1.0619 |
1.0613 |
-0.0006 |
-0.1% |
1.0371 |
| Close |
1.0657 |
1.0712 |
0.0055 |
0.5% |
1.0681 |
| Range |
0.0094 |
0.0115 |
0.0021 |
22.3% |
0.0339 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
| Volume |
73,781 |
79,335 |
5,554 |
7.5% |
365,397 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0986 |
1.0775 |
|
| R3 |
1.0914 |
1.0871 |
1.0744 |
|
| R2 |
1.0799 |
1.0799 |
1.0733 |
|
| R1 |
1.0756 |
1.0756 |
1.0723 |
1.0778 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0695 |
| S1 |
1.0641 |
1.0641 |
1.0701 |
1.0663 |
| S2 |
1.0569 |
1.0569 |
1.0691 |
|
| S3 |
1.0454 |
1.0526 |
1.0680 |
|
| S4 |
1.0339 |
1.0411 |
1.0649 |
|
|
| 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 |
1.0728 |
1.0371 |
0.0357 |
3.3% |
0.0120 |
1.1% |
96% |
True |
False |
80,312 |
| 10 |
1.0728 |
1.0310 |
0.0418 |
3.9% |
0.0112 |
1.0% |
96% |
True |
False |
87,820 |
| 20 |
1.0728 |
1.0109 |
0.0619 |
5.8% |
0.0102 |
1.0% |
97% |
True |
False |
81,536 |
| 40 |
1.0728 |
0.9606 |
0.1122 |
10.5% |
0.0111 |
1.0% |
99% |
True |
False |
80,643 |
| 60 |
1.0728 |
0.9606 |
0.1122 |
10.5% |
0.0103 |
1.0% |
99% |
True |
False |
53,840 |
| 80 |
1.0728 |
0.9606 |
0.1122 |
10.5% |
0.0100 |
0.9% |
99% |
True |
False |
40,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1029 |
|
1.618 |
1.0914 |
|
1.000 |
1.0843 |
|
0.618 |
1.0799 |
|
HIGH |
1.0728 |
|
0.618 |
1.0684 |
|
0.500 |
1.0671 |
|
0.382 |
1.0657 |
|
LOW |
1.0613 |
|
0.618 |
1.0542 |
|
1.000 |
1.0498 |
|
1.618 |
1.0427 |
|
2.618 |
1.0312 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0698 |
| PP |
1.0684 |
1.0684 |
| S1 |
1.0671 |
1.0671 |
|