CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0340 |
0.0051 |
0.5% |
1.0355 |
| High |
1.0329 |
1.0366 |
0.0037 |
0.4% |
1.0366 |
| Low |
1.0260 |
1.0310 |
0.0050 |
0.5% |
1.0189 |
| Close |
1.0335 |
1.0365 |
0.0030 |
0.3% |
1.0365 |
| Range |
0.0069 |
0.0056 |
-0.0013 |
-18.8% |
0.0177 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
43 |
37 |
-6 |
-14.0% |
481 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0496 |
1.0396 |
|
| R3 |
1.0459 |
1.0440 |
1.0380 |
|
| R2 |
1.0403 |
1.0403 |
1.0375 |
|
| R1 |
1.0384 |
1.0384 |
1.0370 |
1.0394 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0352 |
| S1 |
1.0328 |
1.0328 |
1.0360 |
1.0338 |
| S2 |
1.0291 |
1.0291 |
1.0355 |
|
| S3 |
1.0235 |
1.0272 |
1.0350 |
|
| S4 |
1.0179 |
1.0216 |
1.0334 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0778 |
1.0462 |
|
| R3 |
1.0661 |
1.0601 |
1.0414 |
|
| R2 |
1.0484 |
1.0484 |
1.0397 |
|
| R1 |
1.0424 |
1.0424 |
1.0381 |
1.0454 |
| PP |
1.0307 |
1.0307 |
1.0307 |
1.0322 |
| S1 |
1.0247 |
1.0247 |
1.0349 |
1.0277 |
| S2 |
1.0130 |
1.0130 |
1.0333 |
|
| S3 |
0.9953 |
1.0070 |
1.0316 |
|
| S4 |
0.9776 |
0.9893 |
1.0268 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0513 |
|
1.618 |
1.0457 |
|
1.000 |
1.0422 |
|
0.618 |
1.0401 |
|
HIGH |
1.0366 |
|
0.618 |
1.0345 |
|
0.500 |
1.0338 |
|
0.382 |
1.0331 |
|
LOW |
1.0310 |
|
0.618 |
1.0275 |
|
1.000 |
1.0254 |
|
1.618 |
1.0219 |
|
2.618 |
1.0163 |
|
4.250 |
1.0072 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0348 |
| PP |
1.0347 |
1.0330 |
| S1 |
1.0338 |
1.0313 |
|