CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9646 |
| High |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9763 |
| Low |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9584 |
| Close |
0.9763 |
0.9602 |
-0.0161 |
-1.6% |
0.9763 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0049 |
0.0009 |
21.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9602 |
0.9602 |
|
| R3 |
0.9602 |
0.9602 |
0.9602 |
|
| R2 |
0.9602 |
0.9602 |
0.9602 |
|
| R1 |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
| S1 |
0.9602 |
0.9602 |
0.9602 |
0.9602 |
| S2 |
0.9602 |
0.9602 |
0.9602 |
|
| S3 |
0.9602 |
0.9602 |
0.9602 |
|
| S4 |
0.9602 |
0.9602 |
0.9602 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0240 |
1.0181 |
0.9861 |
|
| R3 |
1.0061 |
1.0002 |
0.9812 |
|
| R2 |
0.9882 |
0.9882 |
0.9796 |
|
| R1 |
0.9823 |
0.9823 |
0.9779 |
0.9853 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9718 |
| S1 |
0.9644 |
0.9644 |
0.9747 |
0.9674 |
| S2 |
0.9524 |
0.9524 |
0.9730 |
|
| S3 |
0.9345 |
0.9465 |
0.9714 |
|
| S4 |
0.9166 |
0.9286 |
0.9665 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9602 |
|
2.618 |
0.9602 |
|
1.618 |
0.9602 |
|
1.000 |
0.9602 |
|
0.618 |
0.9602 |
|
HIGH |
0.9602 |
|
0.618 |
0.9602 |
|
0.500 |
0.9602 |
|
0.382 |
0.9602 |
|
LOW |
0.9602 |
|
0.618 |
0.9602 |
|
1.000 |
0.9602 |
|
1.618 |
0.9602 |
|
2.618 |
0.9602 |
|
4.250 |
0.9602 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9602 |
0.9683 |
| PP |
0.9602 |
0.9656 |
| S1 |
0.9602 |
0.9629 |
|