CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0337 |
-0.0003 |
0.0% |
1.0355 |
| High |
1.0366 |
1.0365 |
-0.0001 |
0.0% |
1.0366 |
| Low |
1.0310 |
1.0280 |
-0.0030 |
-0.3% |
1.0189 |
| Close |
1.0365 |
1.0315 |
-0.0050 |
-0.5% |
1.0365 |
| Range |
0.0056 |
0.0085 |
0.0029 |
51.8% |
0.0177 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.5% |
0.0000 |
| Volume |
37 |
114 |
77 |
208.1% |
481 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0530 |
1.0362 |
|
| R3 |
1.0490 |
1.0445 |
1.0338 |
|
| R2 |
1.0405 |
1.0405 |
1.0331 |
|
| R1 |
1.0360 |
1.0360 |
1.0323 |
1.0340 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0310 |
| S1 |
1.0275 |
1.0275 |
1.0307 |
1.0255 |
| S2 |
1.0235 |
1.0235 |
1.0299 |
|
| S3 |
1.0150 |
1.0190 |
1.0292 |
|
| S4 |
1.0065 |
1.0105 |
1.0268 |
|
|
| 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 |
1.0726 |
|
2.618 |
1.0588 |
|
1.618 |
1.0503 |
|
1.000 |
1.0450 |
|
0.618 |
1.0418 |
|
HIGH |
1.0365 |
|
0.618 |
1.0333 |
|
0.500 |
1.0323 |
|
0.382 |
1.0312 |
|
LOW |
1.0280 |
|
0.618 |
1.0227 |
|
1.000 |
1.0195 |
|
1.618 |
1.0142 |
|
2.618 |
1.0057 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0314 |
| PP |
1.0320 |
1.0314 |
| S1 |
1.0318 |
1.0313 |
|