CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0120 |
0.0019 |
0.2% |
1.0034 |
| High |
1.0148 |
1.0146 |
-0.0002 |
0.0% |
1.0148 |
| Low |
1.0101 |
1.0118 |
0.0017 |
0.2% |
1.0012 |
| Close |
1.0149 |
1.0173 |
0.0024 |
0.2% |
1.0173 |
| Range |
0.0047 |
0.0028 |
-0.0019 |
-40.4% |
0.0136 |
| ATR |
0.0089 |
0.0085 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
88 |
66 |
-22 |
-25.0% |
217 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0229 |
1.0188 |
|
| R3 |
1.0202 |
1.0201 |
1.0181 |
|
| R2 |
1.0174 |
1.0174 |
1.0178 |
|
| R1 |
1.0173 |
1.0173 |
1.0176 |
1.0174 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0146 |
| S1 |
1.0145 |
1.0145 |
1.0170 |
1.0146 |
| S2 |
1.0118 |
1.0118 |
1.0168 |
|
| S3 |
1.0090 |
1.0117 |
1.0165 |
|
| S4 |
1.0062 |
1.0089 |
1.0158 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0482 |
1.0248 |
|
| R3 |
1.0383 |
1.0346 |
1.0210 |
|
| R2 |
1.0247 |
1.0247 |
1.0198 |
|
| R1 |
1.0210 |
1.0210 |
1.0185 |
1.0229 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0120 |
| S1 |
1.0074 |
1.0074 |
1.0161 |
1.0093 |
| S2 |
0.9975 |
0.9975 |
1.0148 |
|
| S3 |
0.9839 |
0.9938 |
1.0136 |
|
| S4 |
0.9703 |
0.9802 |
1.0098 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0265 |
|
2.618 |
1.0219 |
|
1.618 |
1.0191 |
|
1.000 |
1.0174 |
|
0.618 |
1.0163 |
|
HIGH |
1.0146 |
|
0.618 |
1.0135 |
|
0.500 |
1.0132 |
|
0.382 |
1.0129 |
|
LOW |
1.0118 |
|
0.618 |
1.0101 |
|
1.000 |
1.0090 |
|
1.618 |
1.0073 |
|
2.618 |
1.0045 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0152 |
| PP |
1.0146 |
1.0130 |
| S1 |
1.0132 |
1.0109 |
|