CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0354 |
1.0430 |
0.0076 |
0.7% |
1.0166 |
High |
1.0354 |
1.0430 |
0.0076 |
0.7% |
1.0250 |
Low |
1.0354 |
1.0430 |
0.0076 |
0.7% |
1.0145 |
Close |
1.0354 |
1.0430 |
0.0076 |
0.7% |
1.0246 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0048 |
0.0002 |
4.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0430 |
1.0430 |
1.0430 |
|
R3 |
1.0430 |
1.0430 |
1.0430 |
|
R2 |
1.0430 |
1.0430 |
1.0430 |
|
R1 |
1.0430 |
1.0430 |
1.0430 |
1.0430 |
PP |
1.0430 |
1.0430 |
1.0430 |
1.0430 |
S1 |
1.0430 |
1.0430 |
1.0430 |
1.0430 |
S2 |
1.0430 |
1.0430 |
1.0430 |
|
S3 |
1.0430 |
1.0430 |
1.0430 |
|
S4 |
1.0430 |
1.0430 |
1.0430 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0529 |
1.0492 |
1.0304 |
|
R3 |
1.0424 |
1.0387 |
1.0275 |
|
R2 |
1.0319 |
1.0319 |
1.0265 |
|
R1 |
1.0282 |
1.0282 |
1.0256 |
1.0301 |
PP |
1.0214 |
1.0214 |
1.0214 |
1.0223 |
S1 |
1.0177 |
1.0177 |
1.0236 |
1.0196 |
S2 |
1.0109 |
1.0109 |
1.0227 |
|
S3 |
1.0004 |
1.0072 |
1.0217 |
|
S4 |
0.9899 |
0.9967 |
1.0188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0430 |
1.0190 |
0.0240 |
2.3% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.0430 |
1.0145 |
0.0285 |
2.7% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.0430 |
0.9924 |
0.0506 |
4.9% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
40 |
1.0430 |
0.9483 |
0.0947 |
9.1% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
60 |
1.0430 |
0.9483 |
0.0947 |
9.1% |
0.0001 |
0.0% |
100% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0430 |
2.618 |
1.0430 |
1.618 |
1.0430 |
1.000 |
1.0430 |
0.618 |
1.0430 |
HIGH |
1.0430 |
0.618 |
1.0430 |
0.500 |
1.0430 |
0.382 |
1.0430 |
LOW |
1.0430 |
0.618 |
1.0430 |
1.000 |
1.0430 |
1.618 |
1.0430 |
2.618 |
1.0430 |
4.250 |
1.0430 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0430 |
1.0390 |
PP |
1.0430 |
1.0350 |
S1 |
1.0430 |
1.0310 |
|