CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9665 |
0.9744 |
0.0079 |
0.8% |
0.9735 |
High |
0.9665 |
0.9744 |
0.0079 |
0.8% |
0.9753 |
Low |
0.9665 |
0.9744 |
0.0079 |
0.8% |
0.9634 |
Close |
0.9665 |
0.9744 |
0.0079 |
0.8% |
0.9634 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0042 |
0.0003 |
7.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
123 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9744 |
0.9744 |
0.9744 |
|
R3 |
0.9744 |
0.9744 |
0.9744 |
|
R2 |
0.9744 |
0.9744 |
0.9744 |
|
R1 |
0.9744 |
0.9744 |
0.9744 |
0.9744 |
PP |
0.9744 |
0.9744 |
0.9744 |
0.9744 |
S1 |
0.9744 |
0.9744 |
0.9744 |
0.9744 |
S2 |
0.9744 |
0.9744 |
0.9744 |
|
S3 |
0.9744 |
0.9744 |
0.9744 |
|
S4 |
0.9744 |
0.9744 |
0.9744 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0031 |
0.9951 |
0.9699 |
|
R3 |
0.9912 |
0.9832 |
0.9667 |
|
R2 |
0.9793 |
0.9793 |
0.9656 |
|
R1 |
0.9713 |
0.9713 |
0.9645 |
0.9694 |
PP |
0.9674 |
0.9674 |
0.9674 |
0.9664 |
S1 |
0.9594 |
0.9594 |
0.9623 |
0.9575 |
S2 |
0.9555 |
0.9555 |
0.9612 |
|
S3 |
0.9436 |
0.9475 |
0.9601 |
|
S4 |
0.9317 |
0.9356 |
0.9569 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9744 |
2.618 |
0.9744 |
1.618 |
0.9744 |
1.000 |
0.9744 |
0.618 |
0.9744 |
HIGH |
0.9744 |
0.618 |
0.9744 |
0.500 |
0.9744 |
0.382 |
0.9744 |
LOW |
0.9744 |
0.618 |
0.9744 |
1.000 |
0.9744 |
1.618 |
0.9744 |
2.618 |
0.9744 |
4.250 |
0.9744 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9744 |
0.9717 |
PP |
0.9744 |
0.9691 |
S1 |
0.9744 |
0.9664 |
|