CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9995 |
0.9857 |
-0.0138 |
-1.4% |
0.9869 |
High |
0.9996 |
0.9915 |
-0.0081 |
-0.8% |
1.0008 |
Low |
0.9834 |
0.9846 |
0.0012 |
0.1% |
0.9800 |
Close |
0.9837 |
0.9877 |
0.0040 |
0.4% |
1.0002 |
Range |
0.0162 |
0.0069 |
-0.0093 |
-57.4% |
0.0208 |
ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
404 |
628 |
224 |
55.4% |
1,089 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0086 |
1.0051 |
0.9915 |
|
R3 |
1.0017 |
0.9982 |
0.9896 |
|
R2 |
0.9948 |
0.9948 |
0.9890 |
|
R1 |
0.9913 |
0.9913 |
0.9883 |
0.9931 |
PP |
0.9879 |
0.9879 |
0.9879 |
0.9888 |
S1 |
0.9844 |
0.9844 |
0.9871 |
0.9862 |
S2 |
0.9810 |
0.9810 |
0.9864 |
|
S3 |
0.9741 |
0.9775 |
0.9858 |
|
S4 |
0.9672 |
0.9706 |
0.9839 |
|
|
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 |
1.0208 |
2.618 |
1.0096 |
1.618 |
1.0027 |
1.000 |
0.9984 |
0.618 |
0.9958 |
HIGH |
0.9915 |
0.618 |
0.9889 |
0.500 |
0.9881 |
0.382 |
0.9872 |
LOW |
0.9846 |
0.618 |
0.9803 |
1.000 |
0.9777 |
1.618 |
0.9734 |
2.618 |
0.9665 |
4.250 |
0.9553 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9881 |
0.9921 |
PP |
0.9879 |
0.9906 |
S1 |
0.9878 |
0.9892 |
|