CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0535 |
0.0156 |
1.5% |
1.0355 |
| High |
1.0485 |
1.0565 |
0.0080 |
0.8% |
1.0366 |
| Low |
1.0379 |
1.0535 |
0.0156 |
1.5% |
1.0189 |
| Close |
1.0474 |
1.0550 |
0.0076 |
0.7% |
1.0365 |
| Range |
0.0106 |
0.0030 |
-0.0076 |
-71.7% |
0.0177 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.4% |
0.0000 |
| Volume |
36 |
194 |
158 |
438.9% |
481 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0625 |
1.0567 |
|
| R3 |
1.0610 |
1.0595 |
1.0558 |
|
| R2 |
1.0580 |
1.0580 |
1.0556 |
|
| R1 |
1.0565 |
1.0565 |
1.0553 |
1.0573 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0554 |
| S1 |
1.0535 |
1.0535 |
1.0547 |
1.0543 |
| S2 |
1.0520 |
1.0520 |
1.0545 |
|
| S3 |
1.0490 |
1.0505 |
1.0542 |
|
| S4 |
1.0460 |
1.0475 |
1.0534 |
|
|
| 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 |
1.0693 |
|
2.618 |
1.0644 |
|
1.618 |
1.0614 |
|
1.000 |
1.0595 |
|
0.618 |
1.0584 |
|
HIGH |
1.0565 |
|
0.618 |
1.0554 |
|
0.500 |
1.0550 |
|
0.382 |
1.0546 |
|
LOW |
1.0535 |
|
0.618 |
1.0516 |
|
1.000 |
1.0505 |
|
1.618 |
1.0486 |
|
2.618 |
1.0456 |
|
4.250 |
1.0408 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0502 |
| PP |
1.0550 |
1.0454 |
| S1 |
1.0550 |
1.0406 |
|