CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0180 |
0.0060 |
0.6% |
1.0034 |
| High |
1.0146 |
1.0181 |
0.0035 |
0.3% |
1.0148 |
| Low |
1.0118 |
1.0125 |
0.0007 |
0.1% |
1.0012 |
| Close |
1.0173 |
1.0143 |
-0.0030 |
-0.3% |
1.0173 |
| Range |
0.0028 |
0.0056 |
0.0028 |
100.0% |
0.0136 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
66 |
27 |
-39 |
-59.1% |
217 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0286 |
1.0174 |
|
| R3 |
1.0262 |
1.0230 |
1.0158 |
|
| R2 |
1.0206 |
1.0206 |
1.0153 |
|
| R1 |
1.0174 |
1.0174 |
1.0148 |
1.0162 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0144 |
| S1 |
1.0118 |
1.0118 |
1.0138 |
1.0106 |
| S2 |
1.0094 |
1.0094 |
1.0133 |
|
| S3 |
1.0038 |
1.0062 |
1.0128 |
|
| S4 |
0.9982 |
1.0006 |
1.0112 |
|
|
| 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 |
1.0419 |
|
2.618 |
1.0328 |
|
1.618 |
1.0272 |
|
1.000 |
1.0237 |
|
0.618 |
1.0216 |
|
HIGH |
1.0181 |
|
0.618 |
1.0160 |
|
0.500 |
1.0153 |
|
0.382 |
1.0146 |
|
LOW |
1.0125 |
|
0.618 |
1.0090 |
|
1.000 |
1.0069 |
|
1.618 |
1.0034 |
|
2.618 |
0.9978 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0142 |
| PP |
1.0150 |
1.0142 |
| S1 |
1.0146 |
1.0141 |
|