CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9880 |
0.9985 |
0.0105 |
1.1% |
0.9869 |
High |
0.9985 |
1.0008 |
0.0023 |
0.2% |
1.0008 |
Low |
0.9880 |
0.9952 |
0.0072 |
0.7% |
0.9800 |
Close |
0.9983 |
1.0002 |
0.0019 |
0.2% |
1.0002 |
Range |
0.0105 |
0.0056 |
-0.0049 |
-46.7% |
0.0208 |
ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
488 |
98 |
-390 |
-79.9% |
1,089 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0155 |
1.0135 |
1.0033 |
|
R3 |
1.0099 |
1.0079 |
1.0017 |
|
R2 |
1.0043 |
1.0043 |
1.0012 |
|
R1 |
1.0023 |
1.0023 |
1.0007 |
1.0033 |
PP |
0.9987 |
0.9987 |
0.9987 |
0.9993 |
S1 |
0.9967 |
0.9967 |
0.9997 |
0.9977 |
S2 |
0.9931 |
0.9931 |
0.9992 |
|
S3 |
0.9875 |
0.9911 |
0.9987 |
|
S4 |
0.9819 |
0.9855 |
0.9971 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0561 |
1.0489 |
1.0116 |
|
R3 |
1.0353 |
1.0281 |
1.0059 |
|
R2 |
1.0145 |
1.0145 |
1.0040 |
|
R1 |
1.0073 |
1.0073 |
1.0021 |
1.0109 |
PP |
0.9937 |
0.9937 |
0.9937 |
0.9955 |
S1 |
0.9865 |
0.9865 |
0.9983 |
0.9901 |
S2 |
0.9729 |
0.9729 |
0.9964 |
|
S3 |
0.9521 |
0.9657 |
0.9945 |
|
S4 |
0.9313 |
0.9449 |
0.9888 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0246 |
2.618 |
1.0155 |
1.618 |
1.0099 |
1.000 |
1.0064 |
0.618 |
1.0043 |
HIGH |
1.0008 |
0.618 |
0.9987 |
0.500 |
0.9980 |
0.382 |
0.9973 |
LOW |
0.9952 |
0.618 |
0.9917 |
1.000 |
0.9896 |
1.618 |
0.9861 |
2.618 |
0.9805 |
4.250 |
0.9714 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9995 |
0.9973 |
PP |
0.9987 |
0.9945 |
S1 |
0.9980 |
0.9916 |
|