CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 02-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0398 |
1.0315 |
-0.0083 |
-0.8% |
1.0313 |
High |
1.0398 |
1.0315 |
-0.0083 |
-0.8% |
1.0398 |
Low |
1.0398 |
1.0315 |
-0.0083 |
-0.8% |
1.0313 |
Close |
1.0419 |
1.0315 |
-0.0104 |
-1.0% |
1.0315 |
Range |
|
|
|
|
|
ATR |
0.0073 |
0.0075 |
0.0002 |
3.0% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
21 |
|
Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0315 |
1.0315 |
1.0315 |
|
R3 |
1.0315 |
1.0315 |
1.0315 |
|
R2 |
1.0315 |
1.0315 |
1.0315 |
|
R1 |
1.0315 |
1.0315 |
1.0315 |
1.0315 |
PP |
1.0315 |
1.0315 |
1.0315 |
1.0315 |
S1 |
1.0315 |
1.0315 |
1.0315 |
1.0315 |
S2 |
1.0315 |
1.0315 |
1.0315 |
|
S3 |
1.0315 |
1.0315 |
1.0315 |
|
S4 |
1.0315 |
1.0315 |
1.0315 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0597 |
1.0541 |
1.0362 |
|
R3 |
1.0512 |
1.0456 |
1.0338 |
|
R2 |
1.0427 |
1.0427 |
1.0331 |
|
R1 |
1.0371 |
1.0371 |
1.0323 |
1.0399 |
PP |
1.0342 |
1.0342 |
1.0342 |
1.0356 |
S1 |
1.0286 |
1.0286 |
1.0307 |
1.0314 |
S2 |
1.0257 |
1.0257 |
1.0299 |
|
S3 |
1.0172 |
1.0201 |
1.0292 |
|
S4 |
1.0087 |
1.0116 |
1.0268 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0315 |
2.618 |
1.0315 |
1.618 |
1.0315 |
1.000 |
1.0315 |
0.618 |
1.0315 |
HIGH |
1.0315 |
0.618 |
1.0315 |
0.500 |
1.0315 |
0.382 |
1.0315 |
LOW |
1.0315 |
0.618 |
1.0315 |
1.000 |
1.0315 |
1.618 |
1.0315 |
2.618 |
1.0315 |
4.250 |
1.0315 |
|
|
Fisher Pivots for day following 02-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0315 |
1.0357 |
PP |
1.0315 |
1.0343 |
S1 |
1.0315 |
1.0329 |
|