CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0237 |
1.0313 |
0.0076 |
0.7% |
1.0117 |
High |
1.0237 |
1.0313 |
0.0076 |
0.7% |
1.0237 |
Low |
1.0237 |
1.0313 |
0.0076 |
0.7% |
1.0116 |
Close |
1.0237 |
1.0313 |
0.0076 |
0.7% |
1.0237 |
Range |
|
|
|
|
|
ATR |
0.0082 |
0.0081 |
0.0000 |
-0.5% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0313 |
1.0313 |
1.0313 |
|
R3 |
1.0313 |
1.0313 |
1.0313 |
|
R2 |
1.0313 |
1.0313 |
1.0313 |
|
R1 |
1.0313 |
1.0313 |
1.0313 |
1.0313 |
PP |
1.0313 |
1.0313 |
1.0313 |
1.0313 |
S1 |
1.0313 |
1.0313 |
1.0313 |
1.0313 |
S2 |
1.0313 |
1.0313 |
1.0313 |
|
S3 |
1.0313 |
1.0313 |
1.0313 |
|
S4 |
1.0313 |
1.0313 |
1.0313 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0560 |
1.0519 |
1.0304 |
|
R3 |
1.0439 |
1.0398 |
1.0270 |
|
R2 |
1.0318 |
1.0318 |
1.0259 |
|
R1 |
1.0277 |
1.0277 |
1.0248 |
1.0298 |
PP |
1.0197 |
1.0197 |
1.0197 |
1.0207 |
S1 |
1.0156 |
1.0156 |
1.0226 |
1.0177 |
S2 |
1.0076 |
1.0076 |
1.0215 |
|
S3 |
0.9955 |
1.0035 |
1.0204 |
|
S4 |
0.9834 |
0.9914 |
1.0170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0313 |
2.618 |
1.0313 |
1.618 |
1.0313 |
1.000 |
1.0313 |
0.618 |
1.0313 |
HIGH |
1.0313 |
0.618 |
1.0313 |
0.500 |
1.0313 |
0.382 |
1.0313 |
LOW |
1.0313 |
0.618 |
1.0313 |
1.000 |
1.0313 |
1.618 |
1.0313 |
2.618 |
1.0313 |
4.250 |
1.0313 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0313 |
1.0280 |
PP |
1.0313 |
1.0247 |
S1 |
1.0313 |
1.0215 |
|