CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 11-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0188 |
1.0166 |
-0.0022 |
-0.2% |
1.0028 |
High |
1.0188 |
1.0166 |
-0.0022 |
-0.2% |
1.0188 |
Low |
1.0188 |
1.0166 |
-0.0022 |
-0.2% |
1.0015 |
Close |
1.0188 |
1.0166 |
-0.0022 |
-0.2% |
1.0188 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0166 |
1.0166 |
1.0166 |
|
R3 |
1.0166 |
1.0166 |
1.0166 |
|
R2 |
1.0166 |
1.0166 |
1.0166 |
|
R1 |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
PP |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
S1 |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
S2 |
1.0166 |
1.0166 |
1.0166 |
|
S3 |
1.0166 |
1.0166 |
1.0166 |
|
S4 |
1.0166 |
1.0166 |
1.0166 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0649 |
1.0592 |
1.0283 |
|
R3 |
1.0476 |
1.0419 |
1.0236 |
|
R2 |
1.0303 |
1.0303 |
1.0220 |
|
R1 |
1.0246 |
1.0246 |
1.0204 |
1.0275 |
PP |
1.0130 |
1.0130 |
1.0130 |
1.0145 |
S1 |
1.0073 |
1.0073 |
1.0172 |
1.0102 |
S2 |
0.9957 |
0.9957 |
1.0156 |
|
S3 |
0.9784 |
0.9900 |
1.0140 |
|
S4 |
0.9611 |
0.9727 |
1.0093 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0166 |
2.618 |
1.0166 |
1.618 |
1.0166 |
1.000 |
1.0166 |
0.618 |
1.0166 |
HIGH |
1.0166 |
0.618 |
1.0166 |
0.500 |
1.0166 |
0.382 |
1.0166 |
LOW |
1.0166 |
0.618 |
1.0166 |
1.000 |
1.0166 |
1.618 |
1.0166 |
2.618 |
1.0166 |
4.250 |
1.0166 |
|
|
Fisher Pivots for day following 11-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0166 |
1.0163 |
PP |
1.0166 |
1.0159 |
S1 |
1.0166 |
1.0156 |
|