CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
0.9723 |
0.9801 |
0.0078 |
0.8% |
0.9602 |
High |
0.9723 |
0.9801 |
0.0078 |
0.8% |
0.9801 |
Low |
0.9723 |
0.9801 |
0.0078 |
0.8% |
0.9602 |
Close |
0.9723 |
0.9801 |
0.0078 |
0.8% |
0.9801 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0053 |
0.0002 |
3.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9801 |
0.9801 |
0.9801 |
|
R3 |
0.9801 |
0.9801 |
0.9801 |
|
R2 |
0.9801 |
0.9801 |
0.9801 |
|
R1 |
0.9801 |
0.9801 |
0.9801 |
0.9801 |
PP |
0.9801 |
0.9801 |
0.9801 |
0.9801 |
S1 |
0.9801 |
0.9801 |
0.9801 |
0.9801 |
S2 |
0.9801 |
0.9801 |
0.9801 |
|
S3 |
0.9801 |
0.9801 |
0.9801 |
|
S4 |
0.9801 |
0.9801 |
0.9801 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0332 |
1.0265 |
0.9910 |
|
R3 |
1.0133 |
1.0066 |
0.9856 |
|
R2 |
0.9934 |
0.9934 |
0.9837 |
|
R1 |
0.9867 |
0.9867 |
0.9819 |
0.9901 |
PP |
0.9735 |
0.9735 |
0.9735 |
0.9751 |
S1 |
0.9668 |
0.9668 |
0.9783 |
0.9702 |
S2 |
0.9536 |
0.9536 |
0.9765 |
|
S3 |
0.9337 |
0.9469 |
0.9746 |
|
S4 |
0.9138 |
0.9270 |
0.9692 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9801 |
2.618 |
0.9801 |
1.618 |
0.9801 |
1.000 |
0.9801 |
0.618 |
0.9801 |
HIGH |
0.9801 |
0.618 |
0.9801 |
0.500 |
0.9801 |
0.382 |
0.9801 |
LOW |
0.9801 |
0.618 |
0.9801 |
1.000 |
0.9801 |
1.618 |
0.9801 |
2.618 |
0.9801 |
4.250 |
0.9801 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9801 |
0.9775 |
PP |
0.9801 |
0.9748 |
S1 |
0.9801 |
0.9722 |
|