CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8674 |
0.8770 |
0.0096 |
1.1% |
0.8721 |
| High |
0.8721 |
0.8829 |
0.0108 |
1.2% |
0.8721 |
| Low |
0.8674 |
0.8770 |
0.0096 |
1.1% |
0.8581 |
| Close |
0.8709 |
0.8785 |
0.0076 |
0.9% |
0.8680 |
| Range |
0.0047 |
0.0059 |
0.0012 |
25.5% |
0.0140 |
| ATR |
|
|
|
|
|
| Volume |
17 |
33 |
16 |
94.1% |
195 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8972 |
0.8937 |
0.8817 |
|
| R3 |
0.8913 |
0.8878 |
0.8801 |
|
| R2 |
0.8854 |
0.8854 |
0.8796 |
|
| R1 |
0.8819 |
0.8819 |
0.8790 |
0.8837 |
| PP |
0.8795 |
0.8795 |
0.8795 |
0.8803 |
| S1 |
0.8760 |
0.8760 |
0.8780 |
0.8778 |
| S2 |
0.8736 |
0.8736 |
0.8774 |
|
| S3 |
0.8677 |
0.8701 |
0.8769 |
|
| S4 |
0.8618 |
0.8642 |
0.8753 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9081 |
0.9020 |
0.8757 |
|
| R3 |
0.8941 |
0.8880 |
0.8719 |
|
| R2 |
0.8801 |
0.8801 |
0.8706 |
|
| R1 |
0.8740 |
0.8740 |
0.8693 |
0.8701 |
| PP |
0.8661 |
0.8661 |
0.8661 |
0.8641 |
| S1 |
0.8600 |
0.8600 |
0.8667 |
0.8561 |
| S2 |
0.8521 |
0.8521 |
0.8654 |
|
| S3 |
0.8381 |
0.8460 |
0.8642 |
|
| S4 |
0.8241 |
0.8320 |
0.8603 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9080 |
|
2.618 |
0.8983 |
|
1.618 |
0.8924 |
|
1.000 |
0.8888 |
|
0.618 |
0.8865 |
|
HIGH |
0.8829 |
|
0.618 |
0.8806 |
|
0.500 |
0.8800 |
|
0.382 |
0.8793 |
|
LOW |
0.8770 |
|
0.618 |
0.8734 |
|
1.000 |
0.8711 |
|
1.618 |
0.8675 |
|
2.618 |
0.8616 |
|
4.250 |
0.8519 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8800 |
0.8770 |
| PP |
0.8795 |
0.8755 |
| S1 |
0.8790 |
0.8741 |
|