CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9951 |
-0.0036 |
-0.4% |
0.9700 |
| High |
0.9987 |
0.9965 |
-0.0022 |
-0.2% |
1.0040 |
| Low |
0.9935 |
0.9865 |
-0.0070 |
-0.7% |
0.9699 |
| Close |
0.9941 |
0.9888 |
-0.0053 |
-0.5% |
0.9976 |
| Range |
0.0052 |
0.0100 |
0.0048 |
92.3% |
0.0341 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
165 |
112 |
-53 |
-32.1% |
771 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0147 |
0.9943 |
|
| R3 |
1.0106 |
1.0047 |
0.9916 |
|
| R2 |
1.0006 |
1.0006 |
0.9906 |
|
| R1 |
0.9947 |
0.9947 |
0.9897 |
0.9927 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9896 |
| S1 |
0.9847 |
0.9847 |
0.9879 |
0.9827 |
| S2 |
0.9806 |
0.9806 |
0.9870 |
|
| S3 |
0.9706 |
0.9747 |
0.9861 |
|
| S4 |
0.9606 |
0.9647 |
0.9833 |
|
|
| 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 |
1.0390 |
|
2.618 |
1.0227 |
|
1.618 |
1.0127 |
|
1.000 |
1.0065 |
|
0.618 |
1.0027 |
|
HIGH |
0.9965 |
|
0.618 |
0.9927 |
|
0.500 |
0.9915 |
|
0.382 |
0.9903 |
|
LOW |
0.9865 |
|
0.618 |
0.9803 |
|
1.000 |
0.9765 |
|
1.618 |
0.9703 |
|
2.618 |
0.9603 |
|
4.250 |
0.9440 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9915 |
0.9948 |
| PP |
0.9906 |
0.9928 |
| S1 |
0.9897 |
0.9908 |
|