CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 13-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0197 |
1.0244 |
0.0047 |
0.5% |
1.0314 |
High |
1.0197 |
1.0244 |
0.0047 |
0.5% |
1.0347 |
Low |
1.0197 |
1.0244 |
0.0047 |
0.5% |
1.0197 |
Close |
1.0197 |
1.0244 |
0.0047 |
0.5% |
1.0197 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0244 |
1.0244 |
1.0244 |
|
R3 |
1.0244 |
1.0244 |
1.0244 |
|
R2 |
1.0244 |
1.0244 |
1.0244 |
|
R1 |
1.0244 |
1.0244 |
1.0244 |
1.0244 |
PP |
1.0244 |
1.0244 |
1.0244 |
1.0244 |
S1 |
1.0244 |
1.0244 |
1.0244 |
1.0244 |
S2 |
1.0244 |
1.0244 |
1.0244 |
|
S3 |
1.0244 |
1.0244 |
1.0244 |
|
S4 |
1.0244 |
1.0244 |
1.0244 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0697 |
1.0597 |
1.0280 |
|
R3 |
1.0547 |
1.0447 |
1.0238 |
|
R2 |
1.0397 |
1.0397 |
1.0225 |
|
R1 |
1.0297 |
1.0297 |
1.0211 |
1.0272 |
PP |
1.0247 |
1.0247 |
1.0247 |
1.0235 |
S1 |
1.0147 |
1.0147 |
1.0183 |
1.0122 |
S2 |
1.0097 |
1.0097 |
1.0170 |
|
S3 |
0.9947 |
0.9997 |
1.0156 |
|
S4 |
0.9797 |
0.9847 |
1.0115 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0244 |
2.618 |
1.0244 |
1.618 |
1.0244 |
1.000 |
1.0244 |
0.618 |
1.0244 |
HIGH |
1.0244 |
0.618 |
1.0244 |
0.500 |
1.0244 |
0.382 |
1.0244 |
LOW |
1.0244 |
0.618 |
1.0244 |
1.000 |
1.0244 |
1.618 |
1.0244 |
2.618 |
1.0244 |
4.250 |
1.0244 |
|
|
Fisher Pivots for day following 13-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0244 |
1.0241 |
PP |
1.0244 |
1.0237 |
S1 |
1.0244 |
1.0234 |
|