CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
0.9536 |
0.9757 |
0.0221 |
2.3% |
0.9325 |
High |
0.9536 |
0.9757 |
0.0221 |
2.3% |
0.9536 |
Low |
0.9536 |
0.9757 |
0.0221 |
2.3% |
0.9172 |
Close |
0.9536 |
0.9757 |
0.0221 |
2.3% |
0.9536 |
Range |
|
|
|
|
|
ATR |
0.0110 |
0.0117 |
0.0008 |
7.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9757 |
0.9757 |
0.9757 |
|
R3 |
0.9757 |
0.9757 |
0.9757 |
|
R2 |
0.9757 |
0.9757 |
0.9757 |
|
R1 |
0.9757 |
0.9757 |
0.9757 |
0.9757 |
PP |
0.9757 |
0.9757 |
0.9757 |
0.9757 |
S1 |
0.9757 |
0.9757 |
0.9757 |
0.9757 |
S2 |
0.9757 |
0.9757 |
0.9757 |
|
S3 |
0.9757 |
0.9757 |
0.9757 |
|
S4 |
0.9757 |
0.9757 |
0.9757 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0507 |
1.0385 |
0.9736 |
|
R3 |
1.0143 |
1.0021 |
0.9636 |
|
R2 |
0.9779 |
0.9779 |
0.9603 |
|
R1 |
0.9657 |
0.9657 |
0.9569 |
0.9718 |
PP |
0.9415 |
0.9415 |
0.9415 |
0.9445 |
S1 |
0.9293 |
0.9293 |
0.9503 |
0.9354 |
S2 |
0.9051 |
0.9051 |
0.9469 |
|
S3 |
0.8687 |
0.8929 |
0.9436 |
|
S4 |
0.8323 |
0.8565 |
0.9336 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9757 |
2.618 |
0.9757 |
1.618 |
0.9757 |
1.000 |
0.9757 |
0.618 |
0.9757 |
HIGH |
0.9757 |
0.618 |
0.9757 |
0.500 |
0.9757 |
0.382 |
0.9757 |
LOW |
0.9757 |
0.618 |
0.9757 |
1.000 |
0.9757 |
1.618 |
0.9757 |
2.618 |
0.9757 |
4.250 |
0.9757 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9757 |
0.9716 |
PP |
0.9757 |
0.9675 |
S1 |
0.9757 |
0.9635 |
|