CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0597 |
1.0691 |
0.0094 |
0.9% |
1.0337 |
| High |
1.0677 |
1.0746 |
0.0069 |
0.6% |
1.0565 |
| Low |
1.0580 |
1.0671 |
0.0091 |
0.9% |
1.0247 |
| Close |
1.0650 |
1.0713 |
0.0063 |
0.6% |
1.0550 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0318 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
69 |
204 |
135 |
195.7% |
429 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0899 |
1.0754 |
|
| R3 |
1.0860 |
1.0824 |
1.0734 |
|
| R2 |
1.0785 |
1.0785 |
1.0727 |
|
| R1 |
1.0749 |
1.0749 |
1.0720 |
1.0767 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0719 |
| S1 |
1.0674 |
1.0674 |
1.0706 |
1.0692 |
| S2 |
1.0635 |
1.0635 |
1.0699 |
|
| S3 |
1.0560 |
1.0599 |
1.0692 |
|
| S4 |
1.0485 |
1.0524 |
1.0672 |
|
|
| 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 |
1.1065 |
|
2.618 |
1.0942 |
|
1.618 |
1.0867 |
|
1.000 |
1.0821 |
|
0.618 |
1.0792 |
|
HIGH |
1.0746 |
|
0.618 |
1.0717 |
|
0.500 |
1.0709 |
|
0.382 |
1.0700 |
|
LOW |
1.0671 |
|
0.618 |
1.0625 |
|
1.000 |
1.0596 |
|
1.618 |
1.0550 |
|
2.618 |
1.0475 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0680 |
| PP |
1.0710 |
1.0648 |
| S1 |
1.0709 |
1.0615 |
|