CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 27-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0459 |
1.0526 |
0.0067 |
0.6% |
1.0220 |
High |
1.0459 |
1.0526 |
0.0067 |
0.6% |
1.0430 |
Low |
1.0459 |
1.0526 |
0.0067 |
0.6% |
1.0190 |
Close |
1.0459 |
1.0526 |
0.0067 |
0.6% |
1.0430 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0526 |
1.0526 |
1.0526 |
|
R3 |
1.0526 |
1.0526 |
1.0526 |
|
R2 |
1.0526 |
1.0526 |
1.0526 |
|
R1 |
1.0526 |
1.0526 |
1.0526 |
1.0526 |
PP |
1.0526 |
1.0526 |
1.0526 |
1.0526 |
S1 |
1.0526 |
1.0526 |
1.0526 |
1.0526 |
S2 |
1.0526 |
1.0526 |
1.0526 |
|
S3 |
1.0526 |
1.0526 |
1.0526 |
|
S4 |
1.0526 |
1.0526 |
1.0526 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1070 |
1.0990 |
1.0562 |
|
R3 |
1.0830 |
1.0750 |
1.0496 |
|
R2 |
1.0590 |
1.0590 |
1.0474 |
|
R1 |
1.0510 |
1.0510 |
1.0452 |
1.0550 |
PP |
1.0350 |
1.0350 |
1.0350 |
1.0370 |
S1 |
1.0270 |
1.0270 |
1.0408 |
1.0310 |
S2 |
1.0110 |
1.0110 |
1.0386 |
|
S3 |
0.9870 |
1.0030 |
1.0364 |
|
S4 |
0.9630 |
0.9790 |
1.0298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0526 |
1.0354 |
0.0172 |
1.6% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0526 |
1.0170 |
0.0356 |
3.4% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.0526 |
0.9996 |
0.0530 |
5.0% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
40 |
1.0526 |
0.9483 |
0.1043 |
9.9% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
60 |
1.0526 |
0.9483 |
0.1043 |
9.9% |
0.0001 |
0.0% |
100% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0526 |
2.618 |
1.0526 |
1.618 |
1.0526 |
1.000 |
1.0526 |
0.618 |
1.0526 |
HIGH |
1.0526 |
0.618 |
1.0526 |
0.500 |
1.0526 |
0.382 |
1.0526 |
LOW |
1.0526 |
0.618 |
1.0526 |
1.000 |
1.0526 |
1.618 |
1.0526 |
2.618 |
1.0526 |
4.250 |
1.0526 |
|
|
Fisher Pivots for day following 27-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0526 |
1.0506 |
PP |
1.0526 |
1.0486 |
S1 |
1.0526 |
1.0467 |
|