CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9905 |
0.0007 |
0.1% |
0.9830 |
| High |
0.9930 |
1.0000 |
0.0070 |
0.7% |
0.9861 |
| Low |
0.9866 |
0.9905 |
0.0039 |
0.4% |
0.9550 |
| Close |
0.9928 |
1.0004 |
0.0076 |
0.8% |
0.9739 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0311 |
| ATR |
|
|
|
|
|
| Volume |
150 |
149 |
-1 |
-0.7% |
318 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0224 |
1.0056 |
|
| R3 |
1.0160 |
1.0129 |
1.0030 |
|
| R2 |
1.0065 |
1.0065 |
1.0021 |
|
| R1 |
1.0034 |
1.0034 |
1.0013 |
1.0050 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9977 |
| S1 |
0.9939 |
0.9939 |
0.9995 |
0.9955 |
| S2 |
0.9875 |
0.9875 |
0.9987 |
|
| S3 |
0.9780 |
0.9844 |
0.9978 |
|
| S4 |
0.9685 |
0.9749 |
0.9952 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0505 |
0.9910 |
|
| R3 |
1.0339 |
1.0194 |
0.9825 |
|
| R2 |
1.0028 |
1.0028 |
0.9796 |
|
| R1 |
0.9883 |
0.9883 |
0.9768 |
0.9800 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9675 |
| S1 |
0.9572 |
0.9572 |
0.9710 |
0.9489 |
| S2 |
0.9406 |
0.9406 |
0.9682 |
|
| S3 |
0.9095 |
0.9261 |
0.9653 |
|
| S4 |
0.8784 |
0.8950 |
0.9568 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0404 |
|
2.618 |
1.0249 |
|
1.618 |
1.0154 |
|
1.000 |
1.0095 |
|
0.618 |
1.0059 |
|
HIGH |
1.0000 |
|
0.618 |
0.9964 |
|
0.500 |
0.9953 |
|
0.382 |
0.9941 |
|
LOW |
0.9905 |
|
0.618 |
0.9846 |
|
1.000 |
0.9810 |
|
1.618 |
0.9751 |
|
2.618 |
0.9656 |
|
4.250 |
0.9501 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9987 |
0.9973 |
| PP |
0.9970 |
0.9942 |
| S1 |
0.9953 |
0.9911 |
|