CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0028 |
0.9998 |
-0.0030 |
-0.3% |
1.0013 |
High |
1.0060 |
1.0012 |
-0.0048 |
-0.5% |
1.0071 |
Low |
0.9969 |
0.9933 |
-0.0036 |
-0.4% |
0.9953 |
Close |
0.9991 |
0.9985 |
-0.0006 |
-0.1% |
1.0006 |
Range |
0.0091 |
0.0079 |
-0.0012 |
-13.2% |
0.0118 |
ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
22,300 |
26,203 |
3,903 |
17.5% |
5,482 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0214 |
1.0178 |
1.0028 |
|
R3 |
1.0135 |
1.0099 |
1.0007 |
|
R2 |
1.0056 |
1.0056 |
0.9999 |
|
R1 |
1.0020 |
1.0020 |
0.9992 |
0.9999 |
PP |
0.9977 |
0.9977 |
0.9977 |
0.9966 |
S1 |
0.9941 |
0.9941 |
0.9978 |
0.9920 |
S2 |
0.9898 |
0.9898 |
0.9971 |
|
S3 |
0.9819 |
0.9862 |
0.9963 |
|
S4 |
0.9740 |
0.9783 |
0.9942 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0364 |
1.0303 |
1.0071 |
|
R3 |
1.0246 |
1.0185 |
1.0038 |
|
R2 |
1.0128 |
1.0128 |
1.0028 |
|
R1 |
1.0067 |
1.0067 |
1.0017 |
1.0039 |
PP |
1.0010 |
1.0010 |
1.0010 |
0.9996 |
S1 |
0.9949 |
0.9949 |
0.9995 |
0.9921 |
S2 |
0.9892 |
0.9892 |
0.9984 |
|
S3 |
0.9774 |
0.9831 |
0.9974 |
|
S4 |
0.9656 |
0.9713 |
0.9941 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0348 |
2.618 |
1.0219 |
1.618 |
1.0140 |
1.000 |
1.0091 |
0.618 |
1.0061 |
HIGH |
1.0012 |
0.618 |
0.9982 |
0.500 |
0.9973 |
0.382 |
0.9963 |
LOW |
0.9933 |
0.618 |
0.9884 |
1.000 |
0.9854 |
1.618 |
0.9805 |
2.618 |
0.9726 |
4.250 |
0.9597 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9981 |
0.9997 |
PP |
0.9977 |
0.9993 |
S1 |
0.9973 |
0.9989 |
|