CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9999 |
0.0094 |
0.9% |
0.9760 |
| High |
1.0000 |
1.0067 |
0.0067 |
0.7% |
1.0067 |
| Low |
0.9905 |
0.9999 |
0.0094 |
0.9% |
0.9760 |
| Close |
1.0004 |
1.0035 |
0.0031 |
0.3% |
1.0035 |
| Range |
0.0095 |
0.0068 |
-0.0027 |
-28.4% |
0.0307 |
| ATR |
|
|
|
|
|
| Volume |
149 |
11 |
-138 |
-92.6% |
354 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0204 |
1.0072 |
|
| R3 |
1.0170 |
1.0136 |
1.0054 |
|
| R2 |
1.0102 |
1.0102 |
1.0047 |
|
| R1 |
1.0068 |
1.0068 |
1.0041 |
1.0085 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0042 |
| S1 |
1.0000 |
1.0000 |
1.0029 |
1.0017 |
| S2 |
0.9966 |
0.9966 |
1.0023 |
|
| S3 |
0.9898 |
0.9932 |
1.0016 |
|
| S4 |
0.9830 |
0.9864 |
0.9998 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0762 |
1.0204 |
|
| R3 |
1.0568 |
1.0455 |
1.0119 |
|
| R2 |
1.0261 |
1.0261 |
1.0091 |
|
| R1 |
1.0148 |
1.0148 |
1.0063 |
1.0205 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9982 |
| S1 |
0.9841 |
0.9841 |
1.0007 |
0.9898 |
| S2 |
0.9647 |
0.9647 |
0.9979 |
|
| S3 |
0.9340 |
0.9534 |
0.9951 |
|
| S4 |
0.9033 |
0.9227 |
0.9866 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0245 |
|
1.618 |
1.0177 |
|
1.000 |
1.0135 |
|
0.618 |
1.0109 |
|
HIGH |
1.0067 |
|
0.618 |
1.0041 |
|
0.500 |
1.0033 |
|
0.382 |
1.0025 |
|
LOW |
0.9999 |
|
0.618 |
0.9957 |
|
1.000 |
0.9931 |
|
1.618 |
0.9889 |
|
2.618 |
0.9821 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0012 |
| PP |
1.0034 |
0.9989 |
| S1 |
1.0033 |
0.9967 |
|