CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0260 |
0.0002 |
0.0% |
1.0180 |
| High |
1.0281 |
1.0350 |
0.0069 |
0.7% |
1.0350 |
| Low |
1.0205 |
1.0260 |
0.0055 |
0.5% |
1.0102 |
| Close |
1.0240 |
1.0308 |
0.0068 |
0.7% |
1.0308 |
| Range |
0.0076 |
0.0090 |
0.0014 |
18.4% |
0.0248 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0000 |
| Volume |
170 |
105 |
-65 |
-38.2% |
524 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0532 |
1.0358 |
|
| R3 |
1.0486 |
1.0442 |
1.0333 |
|
| R2 |
1.0396 |
1.0396 |
1.0325 |
|
| R1 |
1.0352 |
1.0352 |
1.0316 |
1.0374 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0317 |
| S1 |
1.0262 |
1.0262 |
1.0300 |
1.0284 |
| S2 |
1.0216 |
1.0216 |
1.0292 |
|
| S3 |
1.0126 |
1.0172 |
1.0283 |
|
| S4 |
1.0036 |
1.0082 |
1.0259 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0901 |
1.0444 |
|
| R3 |
1.0749 |
1.0653 |
1.0376 |
|
| R2 |
1.0501 |
1.0501 |
1.0353 |
|
| R1 |
1.0405 |
1.0405 |
1.0331 |
1.0453 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0278 |
| S1 |
1.0157 |
1.0157 |
1.0285 |
1.0205 |
| S2 |
1.0005 |
1.0005 |
1.0263 |
|
| S3 |
0.9757 |
0.9909 |
1.0240 |
|
| S4 |
0.9509 |
0.9661 |
1.0172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0586 |
|
1.618 |
1.0496 |
|
1.000 |
1.0440 |
|
0.618 |
1.0406 |
|
HIGH |
1.0350 |
|
0.618 |
1.0316 |
|
0.500 |
1.0305 |
|
0.382 |
1.0294 |
|
LOW |
1.0260 |
|
0.618 |
1.0204 |
|
1.000 |
1.0170 |
|
1.618 |
1.0114 |
|
2.618 |
1.0024 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0283 |
| PP |
1.0306 |
1.0258 |
| S1 |
1.0305 |
1.0233 |
|