CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9869 |
0.9887 |
0.0018 |
0.2% |
0.9971 |
| High |
0.9912 |
0.9905 |
-0.0007 |
-0.1% |
1.0030 |
| Low |
0.9856 |
0.9800 |
-0.0056 |
-0.6% |
0.9816 |
| Close |
0.9881 |
0.9817 |
-0.0064 |
-0.6% |
0.9869 |
| Range |
0.0056 |
0.0105 |
0.0049 |
87.5% |
0.0214 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.7% |
0.0000 |
| Volume |
147 |
109 |
-38 |
-25.9% |
708 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0091 |
0.9875 |
|
| R3 |
1.0051 |
0.9986 |
0.9846 |
|
| R2 |
0.9946 |
0.9946 |
0.9836 |
|
| R1 |
0.9881 |
0.9881 |
0.9827 |
0.9861 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9831 |
| S1 |
0.9776 |
0.9776 |
0.9807 |
0.9756 |
| S2 |
0.9736 |
0.9736 |
0.9798 |
|
| S3 |
0.9631 |
0.9671 |
0.9788 |
|
| S4 |
0.9526 |
0.9566 |
0.9759 |
|
|
| 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 |
1.0351 |
|
2.618 |
1.0180 |
|
1.618 |
1.0075 |
|
1.000 |
1.0010 |
|
0.618 |
0.9970 |
|
HIGH |
0.9905 |
|
0.618 |
0.9865 |
|
0.500 |
0.9853 |
|
0.382 |
0.9840 |
|
LOW |
0.9800 |
|
0.618 |
0.9735 |
|
1.000 |
0.9695 |
|
1.618 |
0.9630 |
|
2.618 |
0.9525 |
|
4.250 |
0.9354 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9856 |
| PP |
0.9841 |
0.9843 |
| S1 |
0.9829 |
0.9830 |
|