CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
1.0057 |
0.0044 |
0.4% |
0.9995 |
| High |
1.0059 |
1.0071 |
0.0012 |
0.1% |
1.0050 |
| Low |
0.9990 |
0.9993 |
0.0003 |
0.0% |
0.9834 |
| Close |
1.0058 |
1.0007 |
-0.0051 |
-0.5% |
1.0043 |
| Range |
0.0069 |
0.0078 |
0.0009 |
13.0% |
0.0216 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
389 |
422 |
33 |
8.5% |
1,776 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0210 |
1.0050 |
|
| R3 |
1.0180 |
1.0132 |
1.0028 |
|
| R2 |
1.0102 |
1.0102 |
1.0021 |
|
| R1 |
1.0054 |
1.0054 |
1.0014 |
1.0039 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0016 |
| S1 |
0.9976 |
0.9976 |
1.0000 |
0.9961 |
| S2 |
0.9946 |
0.9946 |
0.9993 |
|
| S3 |
0.9868 |
0.9898 |
0.9986 |
|
| S4 |
0.9790 |
0.9820 |
0.9964 |
|
|
| 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 |
1.0403 |
|
2.618 |
1.0275 |
|
1.618 |
1.0197 |
|
1.000 |
1.0149 |
|
0.618 |
1.0119 |
|
HIGH |
1.0071 |
|
0.618 |
1.0041 |
|
0.500 |
1.0032 |
|
0.382 |
1.0023 |
|
LOW |
0.9993 |
|
0.618 |
0.9945 |
|
1.000 |
0.9915 |
|
1.618 |
0.9867 |
|
2.618 |
0.9789 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0020 |
| PP |
1.0024 |
1.0016 |
| S1 |
1.0015 |
1.0011 |
|