CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9987 |
0.0021 |
0.2% |
0.9700 |
| High |
1.0030 |
0.9987 |
-0.0043 |
-0.4% |
1.0040 |
| Low |
0.9960 |
0.9935 |
-0.0025 |
-0.3% |
0.9699 |
| Close |
0.9994 |
0.9941 |
-0.0053 |
-0.5% |
0.9976 |
| Range |
0.0070 |
0.0052 |
-0.0018 |
-25.7% |
0.0341 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
127 |
165 |
38 |
29.9% |
771 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0078 |
0.9970 |
|
| R3 |
1.0058 |
1.0026 |
0.9955 |
|
| R2 |
1.0006 |
1.0006 |
0.9951 |
|
| R1 |
0.9974 |
0.9974 |
0.9946 |
0.9964 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9950 |
| S1 |
0.9922 |
0.9922 |
0.9936 |
0.9912 |
| S2 |
0.9902 |
0.9902 |
0.9931 |
|
| S3 |
0.9850 |
0.9870 |
0.9927 |
|
| S4 |
0.9798 |
0.9818 |
0.9912 |
|
|
| 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 |
1.0208 |
|
2.618 |
1.0123 |
|
1.618 |
1.0071 |
|
1.000 |
1.0039 |
|
0.618 |
1.0019 |
|
HIGH |
0.9987 |
|
0.618 |
0.9967 |
|
0.500 |
0.9961 |
|
0.382 |
0.9955 |
|
LOW |
0.9935 |
|
0.618 |
0.9903 |
|
1.000 |
0.9883 |
|
1.618 |
0.9851 |
|
2.618 |
0.9799 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9961 |
0.9983 |
| PP |
0.9954 |
0.9969 |
| S1 |
0.9948 |
0.9955 |
|