CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9971 |
0.9966 |
-0.0005 |
-0.1% |
0.9700 |
| High |
1.0001 |
1.0030 |
0.0029 |
0.3% |
1.0040 |
| Low |
0.9957 |
0.9960 |
0.0003 |
0.0% |
0.9699 |
| Close |
0.9982 |
0.9994 |
0.0012 |
0.1% |
0.9976 |
| Range |
0.0044 |
0.0070 |
0.0026 |
59.1% |
0.0341 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
131 |
127 |
-4 |
-3.1% |
771 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0169 |
1.0033 |
|
| R3 |
1.0135 |
1.0099 |
1.0013 |
|
| R2 |
1.0065 |
1.0065 |
1.0007 |
|
| R1 |
1.0029 |
1.0029 |
1.0000 |
1.0047 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0004 |
| S1 |
0.9959 |
0.9959 |
0.9988 |
0.9977 |
| S2 |
0.9925 |
0.9925 |
0.9981 |
|
| S3 |
0.9855 |
0.9889 |
0.9975 |
|
| S4 |
0.9785 |
0.9819 |
0.9956 |
|
|
| 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 |
1.0328 |
|
2.618 |
1.0213 |
|
1.618 |
1.0143 |
|
1.000 |
1.0100 |
|
0.618 |
1.0073 |
|
HIGH |
1.0030 |
|
0.618 |
1.0003 |
|
0.500 |
0.9995 |
|
0.382 |
0.9987 |
|
LOW |
0.9960 |
|
0.618 |
0.9917 |
|
1.000 |
0.9890 |
|
1.618 |
0.9847 |
|
2.618 |
0.9777 |
|
4.250 |
0.9663 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9998 |
| PP |
0.9995 |
0.9996 |
| S1 |
0.9994 |
0.9995 |
|