CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0276 |
0.0005 |
0.0% |
1.0180 |
| High |
1.0303 |
1.0295 |
-0.0008 |
-0.1% |
1.0350 |
| Low |
1.0189 |
1.0270 |
0.0081 |
0.8% |
1.0102 |
| Close |
1.0262 |
1.0289 |
0.0027 |
0.3% |
1.0308 |
| Range |
0.0114 |
0.0025 |
-0.0089 |
-78.1% |
0.0248 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
34 |
174 |
140 |
411.8% |
524 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0349 |
1.0303 |
|
| R3 |
1.0335 |
1.0324 |
1.0296 |
|
| R2 |
1.0310 |
1.0310 |
1.0294 |
|
| R1 |
1.0299 |
1.0299 |
1.0291 |
1.0305 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0287 |
| S1 |
1.0274 |
1.0274 |
1.0287 |
1.0280 |
| S2 |
1.0260 |
1.0260 |
1.0284 |
|
| S3 |
1.0235 |
1.0249 |
1.0282 |
|
| S4 |
1.0210 |
1.0224 |
1.0275 |
|
|
| 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 |
1.0401 |
|
2.618 |
1.0360 |
|
1.618 |
1.0335 |
|
1.000 |
1.0320 |
|
0.618 |
1.0310 |
|
HIGH |
1.0295 |
|
0.618 |
1.0285 |
|
0.500 |
1.0283 |
|
0.382 |
1.0280 |
|
LOW |
1.0270 |
|
0.618 |
1.0255 |
|
1.000 |
1.0245 |
|
1.618 |
1.0230 |
|
2.618 |
1.0205 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0284 |
| PP |
1.0285 |
1.0279 |
| S1 |
1.0283 |
1.0274 |
|