CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0578 |
0.0043 |
0.4% |
1.0337 |
| High |
1.0565 |
1.0578 |
0.0013 |
0.1% |
1.0565 |
| Low |
1.0535 |
1.0502 |
-0.0033 |
-0.3% |
1.0247 |
| Close |
1.0550 |
1.0527 |
-0.0023 |
-0.2% |
1.0550 |
| Range |
0.0030 |
0.0076 |
0.0046 |
153.3% |
0.0318 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
194 |
95 |
-99 |
-51.0% |
429 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0721 |
1.0569 |
|
| R3 |
1.0688 |
1.0645 |
1.0548 |
|
| R2 |
1.0612 |
1.0612 |
1.0541 |
|
| R1 |
1.0569 |
1.0569 |
1.0534 |
1.0553 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0527 |
| S1 |
1.0493 |
1.0493 |
1.0520 |
1.0477 |
| S2 |
1.0460 |
1.0460 |
1.0513 |
|
| S3 |
1.0384 |
1.0417 |
1.0506 |
|
| S4 |
1.0308 |
1.0341 |
1.0485 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1297 |
1.0725 |
|
| R3 |
1.1090 |
1.0979 |
1.0637 |
|
| R2 |
1.0772 |
1.0772 |
1.0608 |
|
| R1 |
1.0661 |
1.0661 |
1.0579 |
1.0717 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0482 |
| S1 |
1.0343 |
1.0343 |
1.0521 |
1.0399 |
| S2 |
1.0136 |
1.0136 |
1.0492 |
|
| S3 |
0.9818 |
1.0025 |
1.0463 |
|
| S4 |
0.9500 |
0.9707 |
1.0375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0777 |
|
1.618 |
1.0701 |
|
1.000 |
1.0654 |
|
0.618 |
1.0625 |
|
HIGH |
1.0578 |
|
0.618 |
1.0549 |
|
0.500 |
1.0540 |
|
0.382 |
1.0531 |
|
LOW |
1.0502 |
|
0.618 |
1.0455 |
|
1.000 |
1.0426 |
|
1.618 |
1.0379 |
|
2.618 |
1.0303 |
|
4.250 |
1.0179 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0511 |
| PP |
1.0536 |
1.0495 |
| S1 |
1.0531 |
1.0479 |
|