CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.0069 |
0.9980 |
-0.0089 |
-0.9% |
0.9757 |
High |
1.0069 |
0.9980 |
-0.0089 |
-0.9% |
0.9975 |
Low |
1.0069 |
0.9980 |
-0.0089 |
-0.9% |
0.9731 |
Close |
0.9935 |
0.9980 |
0.0045 |
0.5% |
1.0069 |
Range |
|
|
|
|
|
ATR |
0.0097 |
0.0093 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9980 |
0.9980 |
0.9980 |
|
R3 |
0.9980 |
0.9980 |
0.9980 |
|
R2 |
0.9980 |
0.9980 |
0.9980 |
|
R1 |
0.9980 |
0.9980 |
0.9980 |
0.9980 |
PP |
0.9980 |
0.9980 |
0.9980 |
0.9980 |
S1 |
0.9980 |
0.9980 |
0.9980 |
0.9980 |
S2 |
0.9980 |
0.9980 |
0.9980 |
|
S3 |
0.9980 |
0.9980 |
0.9980 |
|
S4 |
0.9980 |
0.9980 |
0.9980 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0657 |
1.0607 |
1.0203 |
|
R3 |
1.0413 |
1.0363 |
1.0136 |
|
R2 |
1.0169 |
1.0169 |
1.0114 |
|
R1 |
1.0119 |
1.0119 |
1.0091 |
1.0144 |
PP |
0.9925 |
0.9925 |
0.9925 |
0.9938 |
S1 |
0.9875 |
0.9875 |
1.0047 |
0.9900 |
S2 |
0.9681 |
0.9681 |
1.0024 |
|
S3 |
0.9437 |
0.9631 |
1.0002 |
|
S4 |
0.9193 |
0.9387 |
0.9935 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9980 |
2.618 |
0.9980 |
1.618 |
0.9980 |
1.000 |
0.9980 |
0.618 |
0.9980 |
HIGH |
0.9980 |
0.618 |
0.9980 |
0.500 |
0.9980 |
0.382 |
0.9980 |
LOW |
0.9980 |
0.618 |
0.9980 |
1.000 |
0.9980 |
1.618 |
0.9980 |
2.618 |
0.9980 |
4.250 |
0.9980 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9980 |
1.0022 |
PP |
0.9980 |
1.0008 |
S1 |
0.9980 |
0.9994 |
|