CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9887 |
0.9827 |
-0.0060 |
-0.6% |
0.9971 |
| High |
0.9905 |
0.9908 |
0.0003 |
0.0% |
1.0030 |
| Low |
0.9800 |
0.9824 |
0.0024 |
0.2% |
0.9816 |
| Close |
0.9817 |
0.9898 |
0.0081 |
0.8% |
0.9869 |
| Range |
0.0105 |
0.0084 |
-0.0021 |
-20.0% |
0.0214 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.4% |
0.0000 |
| Volume |
109 |
247 |
138 |
126.6% |
708 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0097 |
0.9944 |
|
| R3 |
1.0045 |
1.0013 |
0.9921 |
|
| R2 |
0.9961 |
0.9961 |
0.9913 |
|
| R1 |
0.9929 |
0.9929 |
0.9906 |
0.9945 |
| PP |
0.9877 |
0.9877 |
0.9877 |
0.9885 |
| S1 |
0.9845 |
0.9845 |
0.9890 |
0.9861 |
| S2 |
0.9793 |
0.9793 |
0.9883 |
|
| S3 |
0.9709 |
0.9761 |
0.9875 |
|
| S4 |
0.9625 |
0.9677 |
0.9852 |
|
|
| 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 |
1.0265 |
|
2.618 |
1.0128 |
|
1.618 |
1.0044 |
|
1.000 |
0.9992 |
|
0.618 |
0.9960 |
|
HIGH |
0.9908 |
|
0.618 |
0.9876 |
|
0.500 |
0.9866 |
|
0.382 |
0.9856 |
|
LOW |
0.9824 |
|
0.618 |
0.9772 |
|
1.000 |
0.9740 |
|
1.618 |
0.9688 |
|
2.618 |
0.9604 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9884 |
| PP |
0.9877 |
0.9870 |
| S1 |
0.9866 |
0.9856 |
|