CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0101 |
0.0032 |
0.3% |
0.9760 |
| High |
1.0119 |
1.0148 |
0.0029 |
0.3% |
1.0067 |
| Low |
1.0069 |
1.0101 |
0.0032 |
0.3% |
0.9760 |
| Close |
1.0108 |
1.0149 |
0.0041 |
0.4% |
1.0035 |
| Range |
0.0050 |
0.0047 |
-0.0003 |
-6.0% |
0.0307 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
12 |
88 |
76 |
633.3% |
354 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0258 |
1.0175 |
|
| R3 |
1.0227 |
1.0211 |
1.0162 |
|
| R2 |
1.0180 |
1.0180 |
1.0158 |
|
| R1 |
1.0164 |
1.0164 |
1.0153 |
1.0172 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0137 |
| S1 |
1.0117 |
1.0117 |
1.0145 |
1.0125 |
| S2 |
1.0086 |
1.0086 |
1.0140 |
|
| S3 |
1.0039 |
1.0070 |
1.0136 |
|
| S4 |
0.9992 |
1.0023 |
1.0123 |
|
|
| 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 |
1.0348 |
|
2.618 |
1.0271 |
|
1.618 |
1.0224 |
|
1.000 |
1.0195 |
|
0.618 |
1.0177 |
|
HIGH |
1.0148 |
|
0.618 |
1.0130 |
|
0.500 |
1.0125 |
|
0.382 |
1.0119 |
|
LOW |
1.0101 |
|
0.618 |
1.0072 |
|
1.000 |
1.0054 |
|
1.618 |
1.0025 |
|
2.618 |
0.9978 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0131 |
| PP |
1.0133 |
1.0112 |
| S1 |
1.0125 |
1.0094 |
|