CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9945 |
1.0018 |
0.0073 |
0.7% |
0.9700 |
| High |
1.0001 |
1.0040 |
0.0039 |
0.4% |
1.0040 |
| Low |
0.9933 |
0.9955 |
0.0022 |
0.2% |
0.9699 |
| Close |
0.9985 |
0.9976 |
-0.0009 |
-0.1% |
0.9976 |
| Range |
0.0068 |
0.0085 |
0.0017 |
25.0% |
0.0341 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
301 |
67 |
-234 |
-77.7% |
771 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0196 |
1.0023 |
|
| R3 |
1.0160 |
1.0111 |
0.9999 |
|
| R2 |
1.0075 |
1.0075 |
0.9992 |
|
| R1 |
1.0026 |
1.0026 |
0.9984 |
1.0008 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9982 |
| S1 |
0.9941 |
0.9941 |
0.9968 |
0.9923 |
| S2 |
0.9905 |
0.9905 |
0.9960 |
|
| S3 |
0.9820 |
0.9856 |
0.9953 |
|
| S4 |
0.9735 |
0.9771 |
0.9929 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0793 |
1.0164 |
|
| R3 |
1.0587 |
1.0452 |
1.0070 |
|
| R2 |
1.0246 |
1.0246 |
1.0039 |
|
| R1 |
1.0111 |
1.0111 |
1.0007 |
1.0179 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9939 |
| S1 |
0.9770 |
0.9770 |
0.9945 |
0.9838 |
| S2 |
0.9564 |
0.9564 |
0.9913 |
|
| S3 |
0.9223 |
0.9429 |
0.9882 |
|
| S4 |
0.8882 |
0.9088 |
0.9788 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0263 |
|
1.618 |
1.0178 |
|
1.000 |
1.0125 |
|
0.618 |
1.0093 |
|
HIGH |
1.0040 |
|
0.618 |
1.0008 |
|
0.500 |
0.9998 |
|
0.382 |
0.9987 |
|
LOW |
0.9955 |
|
0.618 |
0.9902 |
|
1.000 |
0.9870 |
|
1.618 |
0.9817 |
|
2.618 |
0.9732 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
0.9973 |
| PP |
0.9990 |
0.9971 |
| S1 |
0.9983 |
0.9968 |
|