CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
0.9998 |
0.9986 |
-0.0012 |
-0.1% |
1.0013 |
High |
1.0012 |
1.0012 |
0.0000 |
0.0% |
1.0071 |
Low |
0.9933 |
0.9941 |
0.0008 |
0.1% |
0.9953 |
Close |
0.9985 |
0.9989 |
0.0004 |
0.0% |
1.0006 |
Range |
0.0079 |
0.0071 |
-0.0008 |
-10.1% |
0.0118 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
26,203 |
47,700 |
21,497 |
82.0% |
5,482 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0194 |
1.0162 |
1.0028 |
|
R3 |
1.0123 |
1.0091 |
1.0009 |
|
R2 |
1.0052 |
1.0052 |
1.0002 |
|
R1 |
1.0020 |
1.0020 |
0.9996 |
1.0036 |
PP |
0.9981 |
0.9981 |
0.9981 |
0.9989 |
S1 |
0.9949 |
0.9949 |
0.9982 |
0.9965 |
S2 |
0.9910 |
0.9910 |
0.9976 |
|
S3 |
0.9839 |
0.9878 |
0.9969 |
|
S4 |
0.9768 |
0.9807 |
0.9950 |
|
|
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 |
1.0314 |
2.618 |
1.0198 |
1.618 |
1.0127 |
1.000 |
1.0083 |
0.618 |
1.0056 |
HIGH |
1.0012 |
0.618 |
0.9985 |
0.500 |
0.9977 |
0.382 |
0.9968 |
LOW |
0.9941 |
0.618 |
0.9897 |
1.000 |
0.9870 |
1.618 |
0.9826 |
2.618 |
0.9755 |
4.250 |
0.9639 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9985 |
0.9997 |
PP |
0.9981 |
0.9994 |
S1 |
0.9977 |
0.9992 |
|