CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9634 |
0.9646 |
0.0012 |
0.1% |
0.9735 |
| High |
0.9634 |
0.9646 |
0.0012 |
0.1% |
0.9753 |
| Low |
0.9634 |
0.9646 |
0.0012 |
0.1% |
0.9634 |
| Close |
0.9634 |
0.9646 |
0.0012 |
0.1% |
0.9634 |
| Range |
|
|
|
|
|
| ATR |
0.0036 |
0.0034 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
60 |
1 |
-59 |
-98.3% |
123 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9646 |
0.9646 |
|
| R3 |
0.9646 |
0.9646 |
0.9646 |
|
| R2 |
0.9646 |
0.9646 |
0.9646 |
|
| R1 |
0.9646 |
0.9646 |
0.9646 |
0.9646 |
| PP |
0.9646 |
0.9646 |
0.9646 |
0.9646 |
| S1 |
0.9646 |
0.9646 |
0.9646 |
0.9646 |
| S2 |
0.9646 |
0.9646 |
0.9646 |
|
| S3 |
0.9646 |
0.9646 |
0.9646 |
|
| S4 |
0.9646 |
0.9646 |
0.9646 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
0.9951 |
0.9699 |
|
| R3 |
0.9912 |
0.9832 |
0.9667 |
|
| R2 |
0.9793 |
0.9793 |
0.9656 |
|
| R1 |
0.9713 |
0.9713 |
0.9645 |
0.9694 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9664 |
| S1 |
0.9594 |
0.9594 |
0.9623 |
0.9575 |
| S2 |
0.9555 |
0.9555 |
0.9612 |
|
| S3 |
0.9436 |
0.9475 |
0.9601 |
|
| S4 |
0.9317 |
0.9356 |
0.9569 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9646 |
|
2.618 |
0.9646 |
|
1.618 |
0.9646 |
|
1.000 |
0.9646 |
|
0.618 |
0.9646 |
|
HIGH |
0.9646 |
|
0.618 |
0.9646 |
|
0.500 |
0.9646 |
|
0.382 |
0.9646 |
|
LOW |
0.9646 |
|
0.618 |
0.9646 |
|
1.000 |
0.9646 |
|
1.618 |
0.9646 |
|
2.618 |
0.9646 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9646 |
0.9645 |
| PP |
0.9646 |
0.9643 |
| S1 |
0.9646 |
0.9642 |
|