CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9976 |
0.0086 |
0.9% |
0.9995 |
| High |
0.9988 |
1.0050 |
0.0062 |
0.6% |
1.0050 |
| Low |
0.9871 |
0.9969 |
0.0098 |
1.0% |
0.9834 |
| Close |
0.9963 |
1.0043 |
0.0080 |
0.8% |
1.0043 |
| Range |
0.0117 |
0.0081 |
-0.0036 |
-30.8% |
0.0216 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
340 |
404 |
64 |
18.8% |
1,776 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0234 |
1.0088 |
|
| R3 |
1.0183 |
1.0153 |
1.0065 |
|
| R2 |
1.0102 |
1.0102 |
1.0058 |
|
| R1 |
1.0072 |
1.0072 |
1.0050 |
1.0087 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0028 |
| S1 |
0.9991 |
0.9991 |
1.0036 |
1.0006 |
| S2 |
0.9940 |
0.9940 |
1.0028 |
|
| S3 |
0.9859 |
0.9910 |
1.0021 |
|
| S4 |
0.9778 |
0.9829 |
0.9998 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0624 |
1.0549 |
1.0162 |
|
| R3 |
1.0408 |
1.0333 |
1.0102 |
|
| R2 |
1.0192 |
1.0192 |
1.0083 |
|
| R1 |
1.0117 |
1.0117 |
1.0063 |
1.0155 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9994 |
| S1 |
0.9901 |
0.9901 |
1.0023 |
0.9939 |
| S2 |
0.9760 |
0.9760 |
1.0003 |
|
| S3 |
0.9544 |
0.9685 |
0.9984 |
|
| S4 |
0.9328 |
0.9469 |
0.9924 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0262 |
|
1.618 |
1.0181 |
|
1.000 |
1.0131 |
|
0.618 |
1.0100 |
|
HIGH |
1.0050 |
|
0.618 |
1.0019 |
|
0.500 |
1.0010 |
|
0.382 |
1.0000 |
|
LOW |
0.9969 |
|
0.618 |
0.9919 |
|
1.000 |
0.9888 |
|
1.618 |
0.9838 |
|
2.618 |
0.9757 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0011 |
| PP |
1.0021 |
0.9980 |
| S1 |
1.0010 |
0.9948 |
|