CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0116 |
1.0258 |
0.0142 |
1.4% |
1.0034 |
| High |
1.0230 |
1.0281 |
0.0051 |
0.5% |
1.0148 |
| Low |
1.0116 |
1.0205 |
0.0089 |
0.9% |
1.0012 |
| Close |
1.0224 |
1.0240 |
0.0016 |
0.2% |
1.0173 |
| Range |
0.0114 |
0.0076 |
-0.0038 |
-33.3% |
0.0136 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
27 |
170 |
143 |
529.6% |
217 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0431 |
1.0282 |
|
| R3 |
1.0394 |
1.0355 |
1.0261 |
|
| R2 |
1.0318 |
1.0318 |
1.0254 |
|
| R1 |
1.0279 |
1.0279 |
1.0247 |
1.0261 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0233 |
| S1 |
1.0203 |
1.0203 |
1.0233 |
1.0185 |
| S2 |
1.0166 |
1.0166 |
1.0226 |
|
| S3 |
1.0090 |
1.0127 |
1.0219 |
|
| S4 |
1.0014 |
1.0051 |
1.0198 |
|
|
| 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 |
1.0604 |
|
2.618 |
1.0480 |
|
1.618 |
1.0404 |
|
1.000 |
1.0357 |
|
0.618 |
1.0328 |
|
HIGH |
1.0281 |
|
0.618 |
1.0252 |
|
0.500 |
1.0243 |
|
0.382 |
1.0234 |
|
LOW |
1.0205 |
|
0.618 |
1.0158 |
|
1.000 |
1.0129 |
|
1.618 |
1.0082 |
|
2.618 |
1.0006 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0224 |
| PP |
1.0242 |
1.0208 |
| S1 |
1.0241 |
1.0192 |
|