CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0109 |
1.0123 |
0.0014 |
0.1% |
0.9944 |
High |
1.0109 |
1.0123 |
0.0014 |
0.1% |
1.0058 |
Low |
1.0109 |
1.0123 |
0.0014 |
0.1% |
0.9944 |
Close |
1.0109 |
1.0123 |
0.0014 |
0.1% |
1.0058 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0045 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0123 |
1.0123 |
1.0123 |
|
R3 |
1.0123 |
1.0123 |
1.0123 |
|
R2 |
1.0123 |
1.0123 |
1.0123 |
|
R1 |
1.0123 |
1.0123 |
1.0123 |
1.0123 |
PP |
1.0123 |
1.0123 |
1.0123 |
1.0123 |
S1 |
1.0123 |
1.0123 |
1.0123 |
1.0123 |
S2 |
1.0123 |
1.0123 |
1.0123 |
|
S3 |
1.0123 |
1.0123 |
1.0123 |
|
S4 |
1.0123 |
1.0123 |
1.0123 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0362 |
1.0324 |
1.0121 |
|
R3 |
1.0248 |
1.0210 |
1.0089 |
|
R2 |
1.0134 |
1.0134 |
1.0079 |
|
R1 |
1.0096 |
1.0096 |
1.0068 |
1.0115 |
PP |
1.0020 |
1.0020 |
1.0020 |
1.0030 |
S1 |
0.9982 |
0.9982 |
1.0048 |
1.0001 |
S2 |
0.9906 |
0.9906 |
1.0037 |
|
S3 |
0.9792 |
0.9868 |
1.0027 |
|
S4 |
0.9678 |
0.9754 |
0.9995 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0123 |
2.618 |
1.0123 |
1.618 |
1.0123 |
1.000 |
1.0123 |
0.618 |
1.0123 |
HIGH |
1.0123 |
0.618 |
1.0123 |
0.500 |
1.0123 |
0.382 |
1.0123 |
LOW |
1.0123 |
0.618 |
1.0123 |
1.000 |
1.0123 |
1.618 |
1.0123 |
2.618 |
1.0123 |
4.250 |
1.0123 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0123 |
1.0105 |
PP |
1.0123 |
1.0087 |
S1 |
1.0123 |
1.0069 |
|