CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0271 |
-0.0084 |
-0.8% |
1.0180 |
| High |
1.0359 |
1.0303 |
-0.0056 |
-0.5% |
1.0350 |
| Low |
1.0289 |
1.0189 |
-0.0100 |
-1.0% |
1.0102 |
| Close |
1.0286 |
1.0262 |
-0.0024 |
-0.2% |
1.0308 |
| Range |
0.0070 |
0.0114 |
0.0044 |
62.9% |
0.0248 |
| ATR |
0.0083 |
0.0086 |
0.0002 |
2.6% |
0.0000 |
| Volume |
193 |
34 |
-159 |
-82.4% |
524 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0593 |
1.0542 |
1.0325 |
|
| R3 |
1.0479 |
1.0428 |
1.0293 |
|
| R2 |
1.0365 |
1.0365 |
1.0283 |
|
| R1 |
1.0314 |
1.0314 |
1.0272 |
1.0283 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0236 |
| S1 |
1.0200 |
1.0200 |
1.0252 |
1.0169 |
| S2 |
1.0137 |
1.0137 |
1.0241 |
|
| S3 |
1.0023 |
1.0086 |
1.0231 |
|
| S4 |
0.9909 |
0.9972 |
1.0199 |
|
|
| 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 |
1.0788 |
|
2.618 |
1.0601 |
|
1.618 |
1.0487 |
|
1.000 |
1.0417 |
|
0.618 |
1.0373 |
|
HIGH |
1.0303 |
|
0.618 |
1.0259 |
|
0.500 |
1.0246 |
|
0.382 |
1.0233 |
|
LOW |
1.0189 |
|
0.618 |
1.0119 |
|
1.000 |
1.0075 |
|
1.618 |
1.0005 |
|
2.618 |
0.9891 |
|
4.250 |
0.9705 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0257 |
1.0274 |
| PP |
1.0251 |
1.0270 |
| S1 |
1.0246 |
1.0266 |
|