CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9822 |
0.0122 |
1.3% |
0.9713 |
| High |
0.9819 |
0.9978 |
0.0159 |
1.6% |
0.9831 |
| Low |
0.9699 |
0.9822 |
0.0123 |
1.3% |
0.9699 |
| Close |
0.9809 |
0.9955 |
0.0146 |
1.5% |
0.9772 |
| Range |
0.0120 |
0.0156 |
0.0036 |
30.0% |
0.0132 |
| ATR |
0.0093 |
0.0099 |
0.0005 |
5.8% |
0.0000 |
| Volume |
189 |
40 |
-149 |
-78.8% |
353 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0327 |
1.0041 |
|
| R3 |
1.0230 |
1.0171 |
0.9998 |
|
| R2 |
1.0074 |
1.0074 |
0.9984 |
|
| R1 |
1.0015 |
1.0015 |
0.9969 |
1.0045 |
| PP |
0.9918 |
0.9918 |
0.9918 |
0.9933 |
| S1 |
0.9859 |
0.9859 |
0.9941 |
0.9889 |
| S2 |
0.9762 |
0.9762 |
0.9926 |
|
| S3 |
0.9606 |
0.9703 |
0.9912 |
|
| S4 |
0.9450 |
0.9547 |
0.9869 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0100 |
0.9845 |
|
| R3 |
1.0031 |
0.9968 |
0.9808 |
|
| R2 |
0.9899 |
0.9899 |
0.9796 |
|
| R1 |
0.9836 |
0.9836 |
0.9784 |
0.9868 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9783 |
| S1 |
0.9704 |
0.9704 |
0.9760 |
0.9736 |
| S2 |
0.9635 |
0.9635 |
0.9748 |
|
| S3 |
0.9503 |
0.9572 |
0.9736 |
|
| S4 |
0.9371 |
0.9440 |
0.9699 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0386 |
|
1.618 |
1.0230 |
|
1.000 |
1.0134 |
|
0.618 |
1.0074 |
|
HIGH |
0.9978 |
|
0.618 |
0.9918 |
|
0.500 |
0.9900 |
|
0.382 |
0.9882 |
|
LOW |
0.9822 |
|
0.618 |
0.9726 |
|
1.000 |
0.9666 |
|
1.618 |
0.9570 |
|
2.618 |
0.9414 |
|
4.250 |
0.9159 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9937 |
0.9916 |
| PP |
0.9918 |
0.9877 |
| S1 |
0.9900 |
0.9839 |
|