CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0724 |
1.0797 |
0.0073 |
0.7% |
1.0480 |
| High |
1.0815 |
1.0886 |
0.0071 |
0.7% |
1.0710 |
| Low |
1.0712 |
1.0783 |
0.0071 |
0.7% |
1.0371 |
| Close |
1.0783 |
1.0848 |
0.0065 |
0.6% |
1.0681 |
| Range |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0339 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
82,601 |
92,862 |
10,261 |
12.4% |
365,397 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1101 |
1.0905 |
|
| R3 |
1.1045 |
1.0998 |
1.0876 |
|
| R2 |
1.0942 |
1.0942 |
1.0867 |
|
| R1 |
1.0895 |
1.0895 |
1.0857 |
1.0919 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0851 |
| S1 |
1.0792 |
1.0792 |
1.0839 |
1.0816 |
| S2 |
1.0736 |
1.0736 |
1.0829 |
|
| S3 |
1.0633 |
1.0689 |
1.0820 |
|
| S4 |
1.0530 |
1.0586 |
1.0791 |
|
|
| 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 |
1.0886 |
1.0613 |
0.0273 |
2.5% |
0.0102 |
0.9% |
86% |
True |
False |
80,191 |
| 10 |
1.0886 |
1.0371 |
0.0515 |
4.7% |
0.0109 |
1.0% |
93% |
True |
False |
84,654 |
| 20 |
1.0886 |
1.0200 |
0.0686 |
6.3% |
0.0105 |
1.0% |
94% |
True |
False |
83,378 |
| 40 |
1.0886 |
0.9606 |
0.1280 |
11.8% |
0.0112 |
1.0% |
97% |
True |
False |
84,997 |
| 60 |
1.0886 |
0.9606 |
0.1280 |
11.8% |
0.0102 |
0.9% |
97% |
True |
False |
56,761 |
| 80 |
1.0886 |
0.9606 |
0.1280 |
11.8% |
0.0101 |
0.9% |
97% |
True |
False |
42,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1156 |
|
1.618 |
1.1053 |
|
1.000 |
1.0989 |
|
0.618 |
1.0950 |
|
HIGH |
1.0886 |
|
0.618 |
1.0847 |
|
0.500 |
1.0835 |
|
0.382 |
1.0822 |
|
LOW |
1.0783 |
|
0.618 |
1.0719 |
|
1.000 |
1.0680 |
|
1.618 |
1.0616 |
|
2.618 |
1.0513 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0815 |
| PP |
1.0839 |
1.0782 |
| S1 |
1.0835 |
1.0750 |
|