CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0517 |
1.0597 |
0.0080 |
0.8% |
1.0337 |
| High |
1.0596 |
1.0677 |
0.0081 |
0.8% |
1.0565 |
| Low |
1.0484 |
1.0580 |
0.0096 |
0.9% |
1.0247 |
| Close |
1.0581 |
1.0650 |
0.0069 |
0.7% |
1.0550 |
| Range |
0.0112 |
0.0097 |
-0.0015 |
-13.4% |
0.0318 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
77 |
69 |
-8 |
-10.4% |
429 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0885 |
1.0703 |
|
| R3 |
1.0830 |
1.0788 |
1.0677 |
|
| R2 |
1.0733 |
1.0733 |
1.0668 |
|
| R1 |
1.0691 |
1.0691 |
1.0659 |
1.0712 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0646 |
| S1 |
1.0594 |
1.0594 |
1.0641 |
1.0615 |
| S2 |
1.0539 |
1.0539 |
1.0632 |
|
| S3 |
1.0442 |
1.0497 |
1.0623 |
|
| S4 |
1.0345 |
1.0400 |
1.0597 |
|
|
| 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 |
1.1089 |
|
2.618 |
1.0931 |
|
1.618 |
1.0834 |
|
1.000 |
1.0774 |
|
0.618 |
1.0737 |
|
HIGH |
1.0677 |
|
0.618 |
1.0640 |
|
0.500 |
1.0629 |
|
0.382 |
1.0617 |
|
LOW |
1.0580 |
|
0.618 |
1.0520 |
|
1.000 |
1.0483 |
|
1.618 |
1.0423 |
|
2.618 |
1.0326 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0627 |
| PP |
1.0636 |
1.0604 |
| S1 |
1.0629 |
1.0581 |
|