CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9945 |
-0.0021 |
-0.2% |
0.9713 |
| High |
0.9966 |
1.0001 |
0.0035 |
0.4% |
0.9831 |
| Low |
0.9896 |
0.9933 |
0.0037 |
0.4% |
0.9699 |
| Close |
0.9920 |
0.9985 |
0.0065 |
0.7% |
0.9772 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0132 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
174 |
301 |
127 |
73.0% |
353 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0149 |
1.0022 |
|
| R3 |
1.0109 |
1.0081 |
1.0004 |
|
| R2 |
1.0041 |
1.0041 |
0.9997 |
|
| R1 |
1.0013 |
1.0013 |
0.9991 |
1.0027 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9980 |
| S1 |
0.9945 |
0.9945 |
0.9979 |
0.9959 |
| S2 |
0.9905 |
0.9905 |
0.9973 |
|
| S3 |
0.9837 |
0.9877 |
0.9966 |
|
| S4 |
0.9769 |
0.9809 |
0.9948 |
|
|
| 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 |
1.0290 |
|
2.618 |
1.0179 |
|
1.618 |
1.0111 |
|
1.000 |
1.0069 |
|
0.618 |
1.0043 |
|
HIGH |
1.0001 |
|
0.618 |
0.9975 |
|
0.500 |
0.9967 |
|
0.382 |
0.9959 |
|
LOW |
0.9933 |
|
0.618 |
0.9891 |
|
1.000 |
0.9865 |
|
1.618 |
0.9823 |
|
2.618 |
0.9755 |
|
4.250 |
0.9644 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
0.9961 |
| PP |
0.9973 |
0.9936 |
| S1 |
0.9967 |
0.9912 |
|