CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0116 |
-0.0033 |
-0.3% |
1.0034 |
| High |
1.0154 |
1.0230 |
0.0076 |
0.7% |
1.0148 |
| Low |
1.0102 |
1.0116 |
0.0014 |
0.1% |
1.0012 |
| Close |
1.0129 |
1.0224 |
0.0095 |
0.9% |
1.0173 |
| Range |
0.0052 |
0.0114 |
0.0062 |
119.2% |
0.0136 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
3.0% |
0.0000 |
| Volume |
195 |
27 |
-168 |
-86.2% |
217 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0492 |
1.0287 |
|
| R3 |
1.0418 |
1.0378 |
1.0255 |
|
| R2 |
1.0304 |
1.0304 |
1.0245 |
|
| R1 |
1.0264 |
1.0264 |
1.0234 |
1.0284 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0200 |
| S1 |
1.0150 |
1.0150 |
1.0214 |
1.0170 |
| S2 |
1.0076 |
1.0076 |
1.0203 |
|
| S3 |
0.9962 |
1.0036 |
1.0193 |
|
| S4 |
0.9848 |
0.9922 |
1.0161 |
|
|
| 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 |
1.0715 |
|
2.618 |
1.0528 |
|
1.618 |
1.0414 |
|
1.000 |
1.0344 |
|
0.618 |
1.0300 |
|
HIGH |
1.0230 |
|
0.618 |
1.0186 |
|
0.500 |
1.0173 |
|
0.382 |
1.0160 |
|
LOW |
1.0116 |
|
0.618 |
1.0046 |
|
1.000 |
1.0002 |
|
1.618 |
0.9932 |
|
2.618 |
0.9818 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0205 |
| PP |
1.0190 |
1.0185 |
| S1 |
1.0173 |
1.0166 |
|