CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
0.9815 |
0.9924 |
0.0109 |
1.1% |
0.9726 |
High |
0.9878 |
0.9924 |
0.0046 |
0.5% |
0.9924 |
Low |
0.9815 |
0.9924 |
0.0109 |
1.1% |
0.9726 |
Close |
0.9893 |
0.9924 |
0.0031 |
0.3% |
0.9924 |
Range |
0.0063 |
0.0000 |
-0.0063 |
-100.0% |
0.0198 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
6 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9924 |
0.9924 |
0.9924 |
|
R3 |
0.9924 |
0.9924 |
0.9924 |
|
R2 |
0.9924 |
0.9924 |
0.9924 |
|
R1 |
0.9924 |
0.9924 |
0.9924 |
0.9924 |
PP |
0.9924 |
0.9924 |
0.9924 |
0.9924 |
S1 |
0.9924 |
0.9924 |
0.9924 |
0.9924 |
S2 |
0.9924 |
0.9924 |
0.9924 |
|
S3 |
0.9924 |
0.9924 |
0.9924 |
|
S4 |
0.9924 |
0.9924 |
0.9924 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0452 |
1.0386 |
1.0033 |
|
R3 |
1.0254 |
1.0188 |
0.9978 |
|
R2 |
1.0056 |
1.0056 |
0.9960 |
|
R1 |
0.9990 |
0.9990 |
0.9942 |
1.0023 |
PP |
0.9858 |
0.9858 |
0.9858 |
0.9875 |
S1 |
0.9792 |
0.9792 |
0.9906 |
0.9825 |
S2 |
0.9660 |
0.9660 |
0.9888 |
|
S3 |
0.9462 |
0.9594 |
0.9870 |
|
S4 |
0.9264 |
0.9396 |
0.9815 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9924 |
2.618 |
0.9924 |
1.618 |
0.9924 |
1.000 |
0.9924 |
0.618 |
0.9924 |
HIGH |
0.9924 |
0.618 |
0.9924 |
0.500 |
0.9924 |
0.382 |
0.9924 |
LOW |
0.9924 |
0.618 |
0.9924 |
1.000 |
0.9924 |
1.618 |
0.9924 |
2.618 |
0.9924 |
4.250 |
0.9924 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9924 |
0.9906 |
PP |
0.9924 |
0.9888 |
S1 |
0.9924 |
0.9870 |
|