CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9880 |
0.0053 |
0.5% |
0.9971 |
| High |
0.9908 |
0.9985 |
0.0077 |
0.8% |
1.0030 |
| Low |
0.9824 |
0.9880 |
0.0056 |
0.6% |
0.9816 |
| Close |
0.9898 |
0.9983 |
0.0085 |
0.9% |
0.9869 |
| Range |
0.0084 |
0.0105 |
0.0021 |
25.0% |
0.0214 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
247 |
488 |
241 |
97.6% |
708 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0229 |
1.0041 |
|
| R3 |
1.0159 |
1.0124 |
1.0012 |
|
| R2 |
1.0054 |
1.0054 |
1.0002 |
|
| R1 |
1.0019 |
1.0019 |
0.9993 |
1.0037 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9958 |
| S1 |
0.9914 |
0.9914 |
0.9973 |
0.9932 |
| S2 |
0.9844 |
0.9844 |
0.9964 |
|
| S3 |
0.9739 |
0.9809 |
0.9954 |
|
| S4 |
0.9634 |
0.9704 |
0.9925 |
|
|
| 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 |
1.0431 |
|
2.618 |
1.0260 |
|
1.618 |
1.0155 |
|
1.000 |
1.0090 |
|
0.618 |
1.0050 |
|
HIGH |
0.9985 |
|
0.618 |
0.9945 |
|
0.500 |
0.9933 |
|
0.382 |
0.9920 |
|
LOW |
0.9880 |
|
0.618 |
0.9815 |
|
1.000 |
0.9775 |
|
1.618 |
0.9710 |
|
2.618 |
0.9605 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
0.9953 |
| PP |
0.9949 |
0.9923 |
| S1 |
0.9933 |
0.9893 |
|