CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 20-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0257 |
1.0220 |
-0.0037 |
-0.4% |
1.0244 |
High |
1.0257 |
1.0220 |
-0.0037 |
-0.4% |
1.0324 |
Low |
1.0257 |
1.0220 |
-0.0037 |
-0.4% |
1.0152 |
Close |
1.0257 |
1.0220 |
-0.0037 |
-0.4% |
1.0257 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0220 |
1.0220 |
1.0220 |
|
R3 |
1.0220 |
1.0220 |
1.0220 |
|
R2 |
1.0220 |
1.0220 |
1.0220 |
|
R1 |
1.0220 |
1.0220 |
1.0220 |
1.0220 |
PP |
1.0220 |
1.0220 |
1.0220 |
1.0220 |
S1 |
1.0220 |
1.0220 |
1.0220 |
1.0220 |
S2 |
1.0220 |
1.0220 |
1.0220 |
|
S3 |
1.0220 |
1.0220 |
1.0220 |
|
S4 |
1.0220 |
1.0220 |
1.0220 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0760 |
1.0681 |
1.0352 |
|
R3 |
1.0588 |
1.0509 |
1.0304 |
|
R2 |
1.0416 |
1.0416 |
1.0289 |
|
R1 |
1.0337 |
1.0337 |
1.0273 |
1.0377 |
PP |
1.0244 |
1.0244 |
1.0244 |
1.0264 |
S1 |
1.0165 |
1.0165 |
1.0241 |
1.0205 |
S2 |
1.0072 |
1.0072 |
1.0225 |
|
S3 |
0.9900 |
0.9993 |
1.0210 |
|
S4 |
0.9728 |
0.9821 |
1.0162 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0220 |
2.618 |
1.0220 |
1.618 |
1.0220 |
1.000 |
1.0220 |
0.618 |
1.0220 |
HIGH |
1.0220 |
0.618 |
1.0220 |
0.500 |
1.0220 |
0.382 |
1.0220 |
LOW |
1.0220 |
0.618 |
1.0220 |
1.000 |
1.0220 |
1.618 |
1.0220 |
2.618 |
1.0220 |
4.250 |
1.0220 |
|
|
Fisher Pivots for day following 20-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0220 |
1.0215 |
PP |
1.0220 |
1.0210 |
S1 |
1.0220 |
1.0205 |
|