CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0205 |
0.0105 |
1.0% |
1.0220 |
High |
1.0100 |
1.0205 |
0.0105 |
1.0% |
1.0260 |
Low |
1.0100 |
1.0205 |
0.0105 |
1.0% |
1.0150 |
Close |
1.0097 |
1.0205 |
0.0108 |
1.1% |
1.0157 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0060 |
0.0004 |
6.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0205 |
1.0205 |
1.0205 |
|
R3 |
1.0205 |
1.0205 |
1.0205 |
|
R2 |
1.0205 |
1.0205 |
1.0205 |
|
R1 |
1.0205 |
1.0205 |
1.0205 |
1.0205 |
PP |
1.0205 |
1.0205 |
1.0205 |
1.0205 |
S1 |
1.0205 |
1.0205 |
1.0205 |
1.0205 |
S2 |
1.0205 |
1.0205 |
1.0205 |
|
S3 |
1.0205 |
1.0205 |
1.0205 |
|
S4 |
1.0205 |
1.0205 |
1.0205 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0519 |
1.0448 |
1.0218 |
|
R3 |
1.0409 |
1.0338 |
1.0187 |
|
R2 |
1.0299 |
1.0299 |
1.0177 |
|
R1 |
1.0228 |
1.0228 |
1.0167 |
1.0209 |
PP |
1.0189 |
1.0189 |
1.0189 |
1.0179 |
S1 |
1.0118 |
1.0118 |
1.0147 |
1.0099 |
S2 |
1.0079 |
1.0079 |
1.0137 |
|
S3 |
0.9969 |
1.0008 |
1.0127 |
|
S4 |
0.9859 |
0.9898 |
1.0097 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0205 |
2.618 |
1.0205 |
1.618 |
1.0205 |
1.000 |
1.0205 |
0.618 |
1.0205 |
HIGH |
1.0205 |
0.618 |
1.0205 |
0.500 |
1.0205 |
0.382 |
1.0205 |
LOW |
1.0205 |
0.618 |
1.0205 |
1.000 |
1.0205 |
1.618 |
1.0205 |
2.618 |
1.0205 |
4.250 |
1.0205 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0205 |
1.0188 |
PP |
1.0205 |
1.0170 |
S1 |
1.0205 |
1.0153 |
|