CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
0.9860 |
-0.0091 |
-0.9% |
0.9971 |
| High |
0.9965 |
0.9881 |
-0.0084 |
-0.8% |
1.0030 |
| Low |
0.9865 |
0.9816 |
-0.0049 |
-0.5% |
0.9816 |
| Close |
0.9888 |
0.9869 |
-0.0019 |
-0.2% |
0.9869 |
| Range |
0.0100 |
0.0065 |
-0.0035 |
-35.0% |
0.0214 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
112 |
173 |
61 |
54.5% |
708 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0025 |
0.9905 |
|
| R3 |
0.9985 |
0.9960 |
0.9887 |
|
| R2 |
0.9920 |
0.9920 |
0.9881 |
|
| R1 |
0.9895 |
0.9895 |
0.9875 |
0.9908 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9862 |
| S1 |
0.9830 |
0.9830 |
0.9863 |
0.9843 |
| S2 |
0.9790 |
0.9790 |
0.9857 |
|
| S3 |
0.9725 |
0.9765 |
0.9851 |
|
| S4 |
0.9660 |
0.9700 |
0.9833 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0422 |
0.9987 |
|
| R3 |
1.0333 |
1.0208 |
0.9928 |
|
| R2 |
1.0119 |
1.0119 |
0.9908 |
|
| R1 |
0.9994 |
0.9994 |
0.9889 |
0.9950 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9883 |
| S1 |
0.9780 |
0.9780 |
0.9849 |
0.9736 |
| S2 |
0.9691 |
0.9691 |
0.9830 |
|
| S3 |
0.9477 |
0.9566 |
0.9810 |
|
| S4 |
0.9263 |
0.9352 |
0.9751 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0051 |
|
1.618 |
0.9986 |
|
1.000 |
0.9946 |
|
0.618 |
0.9921 |
|
HIGH |
0.9881 |
|
0.618 |
0.9856 |
|
0.500 |
0.9849 |
|
0.382 |
0.9841 |
|
LOW |
0.9816 |
|
0.618 |
0.9776 |
|
1.000 |
0.9751 |
|
1.618 |
0.9711 |
|
2.618 |
0.9646 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9902 |
| PP |
0.9855 |
0.9891 |
| S1 |
0.9849 |
0.9880 |
|