CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
1.0069 |
0.0030 |
0.3% |
0.9760 |
| High |
1.0084 |
1.0119 |
0.0035 |
0.3% |
1.0067 |
| Low |
1.0039 |
1.0069 |
0.0030 |
0.3% |
0.9760 |
| Close |
1.0072 |
1.0108 |
0.0036 |
0.4% |
1.0035 |
| Range |
0.0045 |
0.0050 |
0.0005 |
11.1% |
0.0307 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
19 |
12 |
-7 |
-36.8% |
354 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0228 |
1.0136 |
|
| R3 |
1.0199 |
1.0178 |
1.0122 |
|
| R2 |
1.0149 |
1.0149 |
1.0117 |
|
| R1 |
1.0128 |
1.0128 |
1.0113 |
1.0139 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0104 |
| S1 |
1.0078 |
1.0078 |
1.0103 |
1.0089 |
| S2 |
1.0049 |
1.0049 |
1.0099 |
|
| S3 |
0.9999 |
1.0028 |
1.0094 |
|
| S4 |
0.9949 |
0.9978 |
1.0081 |
|
|
| 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 |
1.0332 |
|
2.618 |
1.0250 |
|
1.618 |
1.0200 |
|
1.000 |
1.0169 |
|
0.618 |
1.0150 |
|
HIGH |
1.0119 |
|
0.618 |
1.0100 |
|
0.500 |
1.0094 |
|
0.382 |
1.0088 |
|
LOW |
1.0069 |
|
0.618 |
1.0038 |
|
1.000 |
1.0019 |
|
1.618 |
0.9988 |
|
2.618 |
0.9938 |
|
4.250 |
0.9857 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0094 |
| PP |
1.0099 |
1.0080 |
| S1 |
1.0094 |
1.0066 |
|