CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9945 |
1.0018 |
0.0073 |
0.7% |
0.9700 |
High |
1.0001 |
1.0040 |
0.0039 |
0.4% |
1.0040 |
Low |
0.9933 |
0.9955 |
0.0022 |
0.2% |
0.9699 |
Close |
0.9985 |
0.9976 |
-0.0009 |
-0.1% |
0.9976 |
Range |
0.0068 |
0.0085 |
0.0017 |
25.0% |
0.0341 |
ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
301 |
67 |
-234 |
-77.7% |
771 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0245 |
1.0196 |
1.0023 |
|
R3 |
1.0160 |
1.0111 |
0.9999 |
|
R2 |
1.0075 |
1.0075 |
0.9992 |
|
R1 |
1.0026 |
1.0026 |
0.9984 |
1.0008 |
PP |
0.9990 |
0.9990 |
0.9990 |
0.9982 |
S1 |
0.9941 |
0.9941 |
0.9968 |
0.9923 |
S2 |
0.9905 |
0.9905 |
0.9960 |
|
S3 |
0.9820 |
0.9856 |
0.9953 |
|
S4 |
0.9735 |
0.9771 |
0.9929 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0928 |
1.0793 |
1.0164 |
|
R3 |
1.0587 |
1.0452 |
1.0070 |
|
R2 |
1.0246 |
1.0246 |
1.0039 |
|
R1 |
1.0111 |
1.0111 |
1.0007 |
1.0179 |
PP |
0.9905 |
0.9905 |
0.9905 |
0.9939 |
S1 |
0.9770 |
0.9770 |
0.9945 |
0.9838 |
S2 |
0.9564 |
0.9564 |
0.9913 |
|
S3 |
0.9223 |
0.9429 |
0.9882 |
|
S4 |
0.8882 |
0.9088 |
0.9788 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0401 |
2.618 |
1.0263 |
1.618 |
1.0178 |
1.000 |
1.0125 |
0.618 |
1.0093 |
HIGH |
1.0040 |
0.618 |
1.0008 |
0.500 |
0.9998 |
0.382 |
0.9987 |
LOW |
0.9955 |
0.618 |
0.9902 |
1.000 |
0.9870 |
1.618 |
0.9817 |
2.618 |
0.9732 |
4.250 |
0.9594 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9998 |
0.9973 |
PP |
0.9990 |
0.9971 |
S1 |
0.9983 |
0.9968 |
|