CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0243 |
1.0309 |
0.0066 |
0.6% |
1.0128 |
High |
1.0243 |
1.0309 |
0.0066 |
0.6% |
1.0309 |
Low |
1.0243 |
1.0309 |
0.0066 |
0.6% |
1.0124 |
Close |
1.0243 |
1.0309 |
0.0066 |
0.6% |
1.0309 |
Range |
|
|
|
|
|
ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0309 |
1.0309 |
1.0309 |
|
R3 |
1.0309 |
1.0309 |
1.0309 |
|
R2 |
1.0309 |
1.0309 |
1.0309 |
|
R1 |
1.0309 |
1.0309 |
1.0309 |
1.0309 |
PP |
1.0309 |
1.0309 |
1.0309 |
1.0309 |
S1 |
1.0309 |
1.0309 |
1.0309 |
1.0309 |
S2 |
1.0309 |
1.0309 |
1.0309 |
|
S3 |
1.0309 |
1.0309 |
1.0309 |
|
S4 |
1.0309 |
1.0309 |
1.0309 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0802 |
1.0741 |
1.0411 |
|
R3 |
1.0617 |
1.0556 |
1.0360 |
|
R2 |
1.0432 |
1.0432 |
1.0343 |
|
R1 |
1.0371 |
1.0371 |
1.0326 |
1.0402 |
PP |
1.0247 |
1.0247 |
1.0247 |
1.0263 |
S1 |
1.0186 |
1.0186 |
1.0292 |
1.0217 |
S2 |
1.0062 |
1.0062 |
1.0275 |
|
S3 |
0.9877 |
1.0001 |
1.0258 |
|
S4 |
0.9692 |
0.9816 |
1.0207 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0309 |
2.618 |
1.0309 |
1.618 |
1.0309 |
1.000 |
1.0309 |
0.618 |
1.0309 |
HIGH |
1.0309 |
0.618 |
1.0309 |
0.500 |
1.0309 |
0.382 |
1.0309 |
LOW |
1.0309 |
0.618 |
1.0309 |
1.000 |
1.0309 |
1.618 |
1.0309 |
2.618 |
1.0309 |
4.250 |
1.0309 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0309 |
1.0278 |
PP |
1.0309 |
1.0247 |
S1 |
1.0309 |
1.0217 |
|