CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0003 |
1.0038 |
0.0035 |
0.3% |
0.9995 |
High |
1.0050 |
1.0063 |
0.0013 |
0.1% |
1.0050 |
Low |
0.9955 |
1.0004 |
0.0049 |
0.5% |
0.9834 |
Close |
1.0037 |
1.0026 |
-0.0011 |
-0.1% |
1.0043 |
Range |
0.0095 |
0.0059 |
-0.0036 |
-37.9% |
0.0216 |
ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
876 |
1,866 |
990 |
113.0% |
1,776 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0208 |
1.0176 |
1.0058 |
|
R3 |
1.0149 |
1.0117 |
1.0042 |
|
R2 |
1.0090 |
1.0090 |
1.0037 |
|
R1 |
1.0058 |
1.0058 |
1.0031 |
1.0045 |
PP |
1.0031 |
1.0031 |
1.0031 |
1.0024 |
S1 |
0.9999 |
0.9999 |
1.0021 |
0.9986 |
S2 |
0.9972 |
0.9972 |
1.0015 |
|
S3 |
0.9913 |
0.9940 |
1.0010 |
|
S4 |
0.9854 |
0.9881 |
0.9994 |
|
|
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 |
1.0314 |
2.618 |
1.0217 |
1.618 |
1.0158 |
1.000 |
1.0122 |
0.618 |
1.0099 |
HIGH |
1.0063 |
0.618 |
1.0040 |
0.500 |
1.0034 |
0.382 |
1.0027 |
LOW |
1.0004 |
0.618 |
0.9968 |
1.000 |
0.9945 |
1.618 |
0.9909 |
2.618 |
0.9850 |
4.250 |
0.9753 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0034 |
1.0022 |
PP |
1.0031 |
1.0017 |
S1 |
1.0029 |
1.0013 |
|