CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9860 |
0.9869 |
0.0009 |
0.1% |
0.9971 |
High |
0.9881 |
0.9912 |
0.0031 |
0.3% |
1.0030 |
Low |
0.9816 |
0.9856 |
0.0040 |
0.4% |
0.9816 |
Close |
0.9869 |
0.9881 |
0.0012 |
0.1% |
0.9869 |
Range |
0.0065 |
0.0056 |
-0.0009 |
-13.8% |
0.0214 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
173 |
147 |
-26 |
-15.0% |
708 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0051 |
1.0022 |
0.9912 |
|
R3 |
0.9995 |
0.9966 |
0.9896 |
|
R2 |
0.9939 |
0.9939 |
0.9891 |
|
R1 |
0.9910 |
0.9910 |
0.9886 |
0.9925 |
PP |
0.9883 |
0.9883 |
0.9883 |
0.9890 |
S1 |
0.9854 |
0.9854 |
0.9876 |
0.9869 |
S2 |
0.9827 |
0.9827 |
0.9871 |
|
S3 |
0.9771 |
0.9798 |
0.9866 |
|
S4 |
0.9715 |
0.9742 |
0.9850 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0547 |
1.0422 |
0.9987 |
|
R3 |
1.0333 |
1.0208 |
0.9928 |
|
R2 |
1.0119 |
1.0119 |
0.9908 |
|
R1 |
0.9994 |
0.9994 |
0.9889 |
0.9950 |
PP |
0.9905 |
0.9905 |
0.9905 |
0.9883 |
S1 |
0.9780 |
0.9780 |
0.9849 |
0.9736 |
S2 |
0.9691 |
0.9691 |
0.9830 |
|
S3 |
0.9477 |
0.9566 |
0.9810 |
|
S4 |
0.9263 |
0.9352 |
0.9751 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0150 |
2.618 |
1.0059 |
1.618 |
1.0003 |
1.000 |
0.9968 |
0.618 |
0.9947 |
HIGH |
0.9912 |
0.618 |
0.9891 |
0.500 |
0.9884 |
0.382 |
0.9877 |
LOW |
0.9856 |
0.618 |
0.9821 |
1.000 |
0.9800 |
1.618 |
0.9765 |
2.618 |
0.9709 |
4.250 |
0.9618 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9884 |
0.9891 |
PP |
0.9883 |
0.9887 |
S1 |
0.9882 |
0.9884 |
|