CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0289 |
0.0013 |
0.1% |
1.0180 |
| High |
1.0295 |
1.0329 |
0.0034 |
0.3% |
1.0350 |
| Low |
1.0270 |
1.0260 |
-0.0010 |
-0.1% |
1.0102 |
| Close |
1.0289 |
1.0335 |
0.0046 |
0.4% |
1.0308 |
| Range |
0.0025 |
0.0069 |
0.0044 |
176.0% |
0.0248 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
174 |
43 |
-131 |
-75.3% |
524 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0494 |
1.0373 |
|
| R3 |
1.0446 |
1.0425 |
1.0354 |
|
| R2 |
1.0377 |
1.0377 |
1.0348 |
|
| R1 |
1.0356 |
1.0356 |
1.0341 |
1.0367 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0313 |
| S1 |
1.0287 |
1.0287 |
1.0329 |
1.0298 |
| S2 |
1.0239 |
1.0239 |
1.0322 |
|
| S3 |
1.0170 |
1.0218 |
1.0316 |
|
| S4 |
1.0101 |
1.0149 |
1.0297 |
|
|
| 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 |
1.0622 |
|
2.618 |
1.0510 |
|
1.618 |
1.0441 |
|
1.000 |
1.0398 |
|
0.618 |
1.0372 |
|
HIGH |
1.0329 |
|
0.618 |
1.0303 |
|
0.500 |
1.0295 |
|
0.382 |
1.0286 |
|
LOW |
1.0260 |
|
0.618 |
1.0217 |
|
1.000 |
1.0191 |
|
1.618 |
1.0148 |
|
2.618 |
1.0079 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0310 |
| PP |
1.0308 |
1.0284 |
| S1 |
1.0295 |
1.0259 |
|