CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9409 |
0.9512 |
0.0103 |
1.1% |
0.9494 |
High |
0.9409 |
0.9512 |
0.0103 |
1.1% |
0.9692 |
Low |
0.9409 |
0.9512 |
0.0103 |
1.1% |
0.9445 |
Close |
0.9409 |
0.9512 |
0.0103 |
1.1% |
0.9445 |
Range |
|
|
|
|
|
ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9512 |
0.9512 |
0.9512 |
|
R3 |
0.9512 |
0.9512 |
0.9512 |
|
R2 |
0.9512 |
0.9512 |
0.9512 |
|
R1 |
0.9512 |
0.9512 |
0.9512 |
0.9512 |
PP |
0.9512 |
0.9512 |
0.9512 |
0.9512 |
S1 |
0.9512 |
0.9512 |
0.9512 |
0.9512 |
S2 |
0.9512 |
0.9512 |
0.9512 |
|
S3 |
0.9512 |
0.9512 |
0.9512 |
|
S4 |
0.9512 |
0.9512 |
0.9512 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0268 |
1.0104 |
0.9581 |
|
R3 |
1.0021 |
0.9857 |
0.9513 |
|
R2 |
0.9774 |
0.9774 |
0.9490 |
|
R1 |
0.9610 |
0.9610 |
0.9468 |
0.9569 |
PP |
0.9527 |
0.9527 |
0.9527 |
0.9507 |
S1 |
0.9363 |
0.9363 |
0.9422 |
0.9322 |
S2 |
0.9280 |
0.9280 |
0.9400 |
|
S3 |
0.9033 |
0.9116 |
0.9377 |
|
S4 |
0.8786 |
0.8869 |
0.9309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9512 |
2.618 |
0.9512 |
1.618 |
0.9512 |
1.000 |
0.9512 |
0.618 |
0.9512 |
HIGH |
0.9512 |
0.618 |
0.9512 |
0.500 |
0.9512 |
0.382 |
0.9512 |
LOW |
0.9512 |
0.618 |
0.9512 |
1.000 |
0.9512 |
1.618 |
0.9512 |
2.618 |
0.9512 |
4.250 |
0.9512 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9512 |
0.9455 |
PP |
0.9512 |
0.9399 |
S1 |
0.9512 |
0.9342 |
|