CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0867 |
0.0070 |
0.6% |
1.0691 |
| High |
1.0886 |
1.0920 |
0.0034 |
0.3% |
1.0920 |
| Low |
1.0783 |
1.0823 |
0.0040 |
0.4% |
1.0613 |
| Close |
1.0848 |
1.0913 |
0.0065 |
0.6% |
1.0913 |
| Range |
0.0103 |
0.0097 |
-0.0006 |
-5.8% |
0.0307 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
92,862 |
75,814 |
-17,048 |
-18.4% |
404,393 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1142 |
1.0966 |
|
| R3 |
1.1079 |
1.1045 |
1.0940 |
|
| R2 |
1.0982 |
1.0982 |
1.0931 |
|
| R1 |
1.0948 |
1.0948 |
1.0922 |
1.0965 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0894 |
| S1 |
1.0851 |
1.0851 |
1.0904 |
1.0868 |
| S2 |
1.0788 |
1.0788 |
1.0895 |
|
| S3 |
1.0691 |
1.0754 |
1.0886 |
|
| S4 |
1.0594 |
1.0657 |
1.0860 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1632 |
1.1082 |
|
| R3 |
1.1429 |
1.1325 |
1.0997 |
|
| R2 |
1.1122 |
1.1122 |
1.0969 |
|
| R1 |
1.1018 |
1.1018 |
1.0941 |
1.1070 |
| PP |
1.0815 |
1.0815 |
1.0815 |
1.0842 |
| S1 |
1.0711 |
1.0711 |
1.0885 |
1.0763 |
| S2 |
1.0508 |
1.0508 |
1.0857 |
|
| S3 |
1.0201 |
1.0404 |
1.0829 |
|
| S4 |
0.9894 |
1.0097 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0920 |
1.0613 |
0.0307 |
2.8% |
0.0102 |
0.9% |
98% |
True |
False |
80,878 |
| 10 |
1.0920 |
1.0371 |
0.0549 |
5.0% |
0.0109 |
1.0% |
99% |
True |
False |
83,570 |
| 20 |
1.0920 |
1.0200 |
0.0720 |
6.6% |
0.0106 |
1.0% |
99% |
True |
False |
83,501 |
| 40 |
1.0920 |
0.9606 |
0.1314 |
12.0% |
0.0113 |
1.0% |
99% |
True |
False |
86,845 |
| 60 |
1.0920 |
0.9606 |
0.1314 |
12.0% |
0.0102 |
0.9% |
99% |
True |
False |
58,022 |
| 80 |
1.0920 |
0.9606 |
0.1314 |
12.0% |
0.0100 |
0.9% |
99% |
True |
False |
43,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1332 |
|
2.618 |
1.1174 |
|
1.618 |
1.1077 |
|
1.000 |
1.1017 |
|
0.618 |
1.0980 |
|
HIGH |
1.0920 |
|
0.618 |
1.0883 |
|
0.500 |
1.0872 |
|
0.382 |
1.0860 |
|
LOW |
1.0823 |
|
0.618 |
1.0763 |
|
1.000 |
1.0726 |
|
1.618 |
1.0666 |
|
2.618 |
1.0569 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0881 |
| PP |
1.0885 |
1.0848 |
| S1 |
1.0872 |
1.0816 |
|