CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9822 |
0.9966 |
0.0144 |
1.5% |
0.9713 |
| High |
0.9978 |
0.9966 |
-0.0012 |
-0.1% |
0.9831 |
| Low |
0.9822 |
0.9896 |
0.0074 |
0.8% |
0.9699 |
| Close |
0.9955 |
0.9920 |
-0.0035 |
-0.4% |
0.9772 |
| Range |
0.0156 |
0.0070 |
-0.0086 |
-55.1% |
0.0132 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
40 |
174 |
134 |
335.0% |
353 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0099 |
0.9959 |
|
| R3 |
1.0067 |
1.0029 |
0.9939 |
|
| R2 |
0.9997 |
0.9997 |
0.9933 |
|
| R1 |
0.9959 |
0.9959 |
0.9926 |
0.9943 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9920 |
| S1 |
0.9889 |
0.9889 |
0.9914 |
0.9873 |
| S2 |
0.9857 |
0.9857 |
0.9907 |
|
| S3 |
0.9787 |
0.9819 |
0.9901 |
|
| S4 |
0.9717 |
0.9749 |
0.9882 |
|
|
| 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 |
1.0264 |
|
2.618 |
1.0149 |
|
1.618 |
1.0079 |
|
1.000 |
1.0036 |
|
0.618 |
1.0009 |
|
HIGH |
0.9966 |
|
0.618 |
0.9939 |
|
0.500 |
0.9931 |
|
0.382 |
0.9923 |
|
LOW |
0.9896 |
|
0.618 |
0.9853 |
|
1.000 |
0.9826 |
|
1.618 |
0.9783 |
|
2.618 |
0.9713 |
|
4.250 |
0.9599 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9931 |
0.9893 |
| PP |
0.9927 |
0.9866 |
| S1 |
0.9924 |
0.9839 |
|