CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0798 |
0.0066 |
0.6% |
1.0578 |
| High |
1.0781 |
1.0806 |
0.0025 |
0.2% |
1.0781 |
| Low |
1.0699 |
1.0739 |
0.0040 |
0.4% |
1.0484 |
| Close |
1.0778 |
1.0765 |
-0.0013 |
-0.1% |
1.0778 |
| Range |
0.0082 |
0.0067 |
-0.0015 |
-18.3% |
0.0297 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
112 |
268 |
156 |
139.3% |
557 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0935 |
1.0802 |
|
| R3 |
1.0904 |
1.0868 |
1.0783 |
|
| R2 |
1.0837 |
1.0837 |
1.0777 |
|
| R1 |
1.0801 |
1.0801 |
1.0771 |
1.0786 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0762 |
| S1 |
1.0734 |
1.0734 |
1.0759 |
1.0719 |
| S2 |
1.0703 |
1.0703 |
1.0753 |
|
| S3 |
1.0636 |
1.0667 |
1.0747 |
|
| S4 |
1.0569 |
1.0600 |
1.0728 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1472 |
1.0941 |
|
| R3 |
1.1275 |
1.1175 |
1.0860 |
|
| R2 |
1.0978 |
1.0978 |
1.0832 |
|
| R1 |
1.0878 |
1.0878 |
1.0805 |
1.0928 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0706 |
| S1 |
1.0581 |
1.0581 |
1.0751 |
1.0631 |
| S2 |
1.0384 |
1.0384 |
1.0724 |
|
| S3 |
1.0087 |
1.0284 |
1.0696 |
|
| S4 |
0.9790 |
0.9987 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.0981 |
|
1.618 |
1.0914 |
|
1.000 |
1.0873 |
|
0.618 |
1.0847 |
|
HIGH |
1.0806 |
|
0.618 |
1.0780 |
|
0.500 |
1.0773 |
|
0.382 |
1.0765 |
|
LOW |
1.0739 |
|
0.618 |
1.0698 |
|
1.000 |
1.0672 |
|
1.618 |
1.0631 |
|
2.618 |
1.0564 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0773 |
1.0756 |
| PP |
1.0770 |
1.0747 |
| S1 |
1.0768 |
1.0739 |
|