CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0018 |
0.9971 |
-0.0047 |
-0.5% |
0.9700 |
High |
1.0040 |
1.0001 |
-0.0039 |
-0.4% |
1.0040 |
Low |
0.9955 |
0.9957 |
0.0002 |
0.0% |
0.9699 |
Close |
0.9976 |
0.9982 |
0.0006 |
0.1% |
0.9976 |
Range |
0.0085 |
0.0044 |
-0.0041 |
-48.2% |
0.0341 |
ATR |
0.0095 |
0.0091 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
67 |
131 |
64 |
95.5% |
771 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0112 |
1.0091 |
1.0006 |
|
R3 |
1.0068 |
1.0047 |
0.9994 |
|
R2 |
1.0024 |
1.0024 |
0.9990 |
|
R1 |
1.0003 |
1.0003 |
0.9986 |
1.0014 |
PP |
0.9980 |
0.9980 |
0.9980 |
0.9985 |
S1 |
0.9959 |
0.9959 |
0.9978 |
0.9970 |
S2 |
0.9936 |
0.9936 |
0.9974 |
|
S3 |
0.9892 |
0.9915 |
0.9970 |
|
S4 |
0.9848 |
0.9871 |
0.9958 |
|
|
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 |
1.0188 |
2.618 |
1.0116 |
1.618 |
1.0072 |
1.000 |
1.0045 |
0.618 |
1.0028 |
HIGH |
1.0001 |
0.618 |
0.9984 |
0.500 |
0.9979 |
0.382 |
0.9974 |
LOW |
0.9957 |
0.618 |
0.9930 |
1.000 |
0.9913 |
1.618 |
0.9886 |
2.618 |
0.9842 |
4.250 |
0.9770 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9981 |
0.9987 |
PP |
0.9980 |
0.9985 |
S1 |
0.9979 |
0.9984 |
|