CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0347 |
1.0243 |
-0.0104 |
-1.0% |
1.0270 |
High |
1.0347 |
1.0243 |
-0.0104 |
-1.0% |
1.0338 |
Low |
1.0347 |
1.0243 |
-0.0104 |
-1.0% |
1.0256 |
Close |
1.0347 |
1.0243 |
-0.0104 |
-1.0% |
1.0338 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0057 |
0.0004 |
6.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0243 |
1.0243 |
1.0243 |
|
R3 |
1.0243 |
1.0243 |
1.0243 |
|
R2 |
1.0243 |
1.0243 |
1.0243 |
|
R1 |
1.0243 |
1.0243 |
1.0243 |
1.0243 |
PP |
1.0243 |
1.0243 |
1.0243 |
1.0243 |
S1 |
1.0243 |
1.0243 |
1.0243 |
1.0243 |
S2 |
1.0243 |
1.0243 |
1.0243 |
|
S3 |
1.0243 |
1.0243 |
1.0243 |
|
S4 |
1.0243 |
1.0243 |
1.0243 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0557 |
1.0529 |
1.0383 |
|
R3 |
1.0475 |
1.0447 |
1.0361 |
|
R2 |
1.0393 |
1.0393 |
1.0353 |
|
R1 |
1.0365 |
1.0365 |
1.0346 |
1.0379 |
PP |
1.0311 |
1.0311 |
1.0311 |
1.0318 |
S1 |
1.0283 |
1.0283 |
1.0330 |
1.0297 |
S2 |
1.0229 |
1.0229 |
1.0323 |
|
S3 |
1.0147 |
1.0201 |
1.0315 |
|
S4 |
1.0065 |
1.0119 |
1.0293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0243 |
2.618 |
1.0243 |
1.618 |
1.0243 |
1.000 |
1.0243 |
0.618 |
1.0243 |
HIGH |
1.0243 |
0.618 |
1.0243 |
0.500 |
1.0243 |
0.382 |
1.0243 |
LOW |
1.0243 |
0.618 |
1.0243 |
1.000 |
1.0243 |
1.618 |
1.0243 |
2.618 |
1.0243 |
4.250 |
1.0243 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0243 |
1.0295 |
PP |
1.0243 |
1.0278 |
S1 |
1.0243 |
1.0260 |
|