CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0274 |
-0.0063 |
-0.6% |
1.0355 |
| High |
1.0365 |
1.0329 |
-0.0036 |
-0.3% |
1.0366 |
| Low |
1.0280 |
1.0247 |
-0.0033 |
-0.3% |
1.0189 |
| Close |
1.0315 |
1.0320 |
0.0005 |
0.0% |
1.0365 |
| Range |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0177 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
| Volume |
114 |
85 |
-29 |
-25.4% |
481 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0514 |
1.0365 |
|
| R3 |
1.0463 |
1.0432 |
1.0343 |
|
| R2 |
1.0381 |
1.0381 |
1.0335 |
|
| R1 |
1.0350 |
1.0350 |
1.0328 |
1.0366 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0306 |
| S1 |
1.0268 |
1.0268 |
1.0312 |
1.0284 |
| S2 |
1.0217 |
1.0217 |
1.0305 |
|
| S3 |
1.0135 |
1.0186 |
1.0297 |
|
| S4 |
1.0053 |
1.0104 |
1.0275 |
|
|
| 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 |
1.0678 |
|
2.618 |
1.0544 |
|
1.618 |
1.0462 |
|
1.000 |
1.0411 |
|
0.618 |
1.0380 |
|
HIGH |
1.0329 |
|
0.618 |
1.0298 |
|
0.500 |
1.0288 |
|
0.382 |
1.0278 |
|
LOW |
1.0247 |
|
0.618 |
1.0196 |
|
1.000 |
1.0165 |
|
1.618 |
1.0114 |
|
2.618 |
1.0032 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0316 |
| PP |
1.0299 |
1.0311 |
| S1 |
1.0288 |
1.0307 |
|