CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0324 |
1.0302 |
-0.0022 |
-0.2% |
1.0326 |
High |
1.0324 |
1.0302 |
-0.0022 |
-0.2% |
1.0441 |
Low |
1.0324 |
1.0302 |
-0.0022 |
-0.2% |
1.0318 |
Close |
1.0324 |
1.0302 |
-0.0022 |
-0.2% |
1.0324 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0060 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0302 |
1.0302 |
1.0302 |
|
R3 |
1.0302 |
1.0302 |
1.0302 |
|
R2 |
1.0302 |
1.0302 |
1.0302 |
|
R1 |
1.0302 |
1.0302 |
1.0302 |
1.0302 |
PP |
1.0302 |
1.0302 |
1.0302 |
1.0302 |
S1 |
1.0302 |
1.0302 |
1.0302 |
1.0302 |
S2 |
1.0302 |
1.0302 |
1.0302 |
|
S3 |
1.0302 |
1.0302 |
1.0302 |
|
S4 |
1.0302 |
1.0302 |
1.0302 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0730 |
1.0650 |
1.0392 |
|
R3 |
1.0607 |
1.0527 |
1.0358 |
|
R2 |
1.0484 |
1.0484 |
1.0347 |
|
R1 |
1.0404 |
1.0404 |
1.0335 |
1.0383 |
PP |
1.0361 |
1.0361 |
1.0361 |
1.0350 |
S1 |
1.0281 |
1.0281 |
1.0313 |
1.0260 |
S2 |
1.0238 |
1.0238 |
1.0301 |
|
S3 |
1.0115 |
1.0158 |
1.0290 |
|
S4 |
0.9992 |
1.0035 |
1.0256 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0302 |
2.618 |
1.0302 |
1.618 |
1.0302 |
1.000 |
1.0302 |
0.618 |
1.0302 |
HIGH |
1.0302 |
0.618 |
1.0302 |
0.500 |
1.0302 |
0.382 |
1.0302 |
LOW |
1.0302 |
0.618 |
1.0302 |
1.000 |
1.0302 |
1.618 |
1.0302 |
2.618 |
1.0302 |
4.250 |
1.0302 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0302 |
1.0351 |
PP |
1.0302 |
1.0335 |
S1 |
1.0302 |
1.0318 |
|