CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9999 |
1.0034 |
0.0035 |
0.4% |
0.9760 |
| High |
1.0067 |
1.0060 |
-0.0007 |
-0.1% |
1.0067 |
| Low |
0.9999 |
1.0012 |
0.0013 |
0.1% |
0.9760 |
| Close |
1.0035 |
1.0055 |
0.0020 |
0.2% |
1.0035 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0307 |
| ATR |
|
|
|
|
|
| Volume |
11 |
32 |
21 |
190.9% |
354 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0169 |
1.0081 |
|
| R3 |
1.0138 |
1.0121 |
1.0068 |
|
| R2 |
1.0090 |
1.0090 |
1.0064 |
|
| R1 |
1.0073 |
1.0073 |
1.0059 |
1.0082 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0047 |
| S1 |
1.0025 |
1.0025 |
1.0051 |
1.0034 |
| S2 |
0.9994 |
0.9994 |
1.0046 |
|
| S3 |
0.9946 |
0.9977 |
1.0042 |
|
| S4 |
0.9898 |
0.9929 |
1.0029 |
|
|
| 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 |
1.0264 |
|
2.618 |
1.0186 |
|
1.618 |
1.0138 |
|
1.000 |
1.0108 |
|
0.618 |
1.0090 |
|
HIGH |
1.0060 |
|
0.618 |
1.0042 |
|
0.500 |
1.0036 |
|
0.382 |
1.0030 |
|
LOW |
1.0012 |
|
0.618 |
0.9982 |
|
1.000 |
0.9964 |
|
1.618 |
0.9934 |
|
2.618 |
0.9886 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0049 |
1.0032 |
| PP |
1.0042 |
1.0009 |
| S1 |
1.0036 |
0.9986 |
|