CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0034 |
1.0039 |
0.0005 |
0.0% |
0.9760 |
| High |
1.0060 |
1.0084 |
0.0024 |
0.2% |
1.0067 |
| Low |
1.0012 |
1.0039 |
0.0027 |
0.3% |
0.9760 |
| Close |
1.0055 |
1.0072 |
0.0017 |
0.2% |
1.0035 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0307 |
| ATR |
0.0000 |
0.0095 |
0.0095 |
|
0.0000 |
| Volume |
32 |
19 |
-13 |
-40.6% |
354 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0181 |
1.0097 |
|
| R3 |
1.0155 |
1.0136 |
1.0084 |
|
| R2 |
1.0110 |
1.0110 |
1.0080 |
|
| R1 |
1.0091 |
1.0091 |
1.0076 |
1.0101 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0070 |
| S1 |
1.0046 |
1.0046 |
1.0068 |
1.0056 |
| S2 |
1.0020 |
1.0020 |
1.0064 |
|
| S3 |
0.9975 |
1.0001 |
1.0060 |
|
| S4 |
0.9930 |
0.9956 |
1.0047 |
|
|
| 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 |
1.0275 |
|
2.618 |
1.0202 |
|
1.618 |
1.0157 |
|
1.000 |
1.0129 |
|
0.618 |
1.0112 |
|
HIGH |
1.0084 |
|
0.618 |
1.0067 |
|
0.500 |
1.0062 |
|
0.382 |
1.0056 |
|
LOW |
1.0039 |
|
0.618 |
1.0011 |
|
1.000 |
0.9994 |
|
1.618 |
0.9966 |
|
2.618 |
0.9921 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0062 |
| PP |
1.0065 |
1.0052 |
| S1 |
1.0062 |
1.0042 |
|