CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9646 |
High |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9763 |
Low |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9584 |
Close |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9763 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0049 |
0.0009 |
21.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9602 |
0.9602 |
0.9602 |
|
R3 |
0.9602 |
0.9602 |
0.9602 |
|
R2 |
0.9602 |
0.9602 |
0.9602 |
|
R1 |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
PP |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
S1 |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
S2 |
0.9602 |
0.9602 |
0.9602 |
|
S3 |
0.9602 |
0.9602 |
0.9602 |
|
S4 |
0.9602 |
0.9602 |
0.9602 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0240 |
1.0181 |
0.9861 |
|
R3 |
1.0061 |
1.0002 |
0.9812 |
|
R2 |
0.9882 |
0.9882 |
0.9796 |
|
R1 |
0.9823 |
0.9823 |
0.9779 |
0.9853 |
PP |
0.9703 |
0.9703 |
0.9703 |
0.9718 |
S1 |
0.9644 |
0.9644 |
0.9747 |
0.9674 |
S2 |
0.9524 |
0.9524 |
0.9730 |
|
S3 |
0.9345 |
0.9465 |
0.9714 |
|
S4 |
0.9166 |
0.9286 |
0.9665 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9602 |
2.618 |
0.9602 |
1.618 |
0.9602 |
1.000 |
0.9602 |
0.618 |
0.9602 |
HIGH |
0.9602 |
0.618 |
0.9602 |
0.500 |
0.9602 |
0.382 |
0.9602 |
LOW |
0.9602 |
0.618 |
0.9602 |
1.000 |
0.9602 |
1.618 |
0.9602 |
2.618 |
0.9602 |
4.250 |
0.9602 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9602 |
0.9683 |
PP |
0.9602 |
0.9656 |
S1 |
0.9602 |
0.9629 |
|