CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9976 |
1.0013 |
0.0037 |
0.4% |
0.9995 |
High |
1.0050 |
1.0059 |
0.0009 |
0.1% |
1.0050 |
Low |
0.9969 |
0.9990 |
0.0021 |
0.2% |
0.9834 |
Close |
1.0043 |
1.0058 |
0.0015 |
0.1% |
1.0043 |
Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0216 |
ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
404 |
389 |
-15 |
-3.7% |
1,776 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0243 |
1.0219 |
1.0096 |
|
R3 |
1.0174 |
1.0150 |
1.0077 |
|
R2 |
1.0105 |
1.0105 |
1.0071 |
|
R1 |
1.0081 |
1.0081 |
1.0064 |
1.0093 |
PP |
1.0036 |
1.0036 |
1.0036 |
1.0042 |
S1 |
1.0012 |
1.0012 |
1.0052 |
1.0024 |
S2 |
0.9967 |
0.9967 |
1.0045 |
|
S3 |
0.9898 |
0.9943 |
1.0039 |
|
S4 |
0.9829 |
0.9874 |
1.0020 |
|
|
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 |
1.0352 |
2.618 |
1.0240 |
1.618 |
1.0171 |
1.000 |
1.0128 |
0.618 |
1.0102 |
HIGH |
1.0059 |
0.618 |
1.0033 |
0.500 |
1.0025 |
0.382 |
1.0016 |
LOW |
0.9990 |
0.618 |
0.9947 |
1.000 |
0.9921 |
1.618 |
0.9878 |
2.618 |
0.9809 |
4.250 |
0.9697 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0047 |
1.0027 |
PP |
1.0036 |
0.9996 |
S1 |
1.0025 |
0.9965 |
|