CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8770 |
0.8788 |
0.0018 |
0.2% |
0.8721 |
| High |
0.8829 |
0.8788 |
-0.0041 |
-0.5% |
0.8721 |
| Low |
0.8770 |
0.8762 |
-0.0008 |
-0.1% |
0.8581 |
| Close |
0.8785 |
0.8781 |
-0.0004 |
0.0% |
0.8680 |
| Range |
0.0059 |
0.0026 |
-0.0033 |
-55.9% |
0.0140 |
| ATR |
|
|
|
|
|
| Volume |
33 |
190 |
157 |
475.8% |
195 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8844 |
0.8795 |
|
| R3 |
0.8829 |
0.8818 |
0.8788 |
|
| R2 |
0.8803 |
0.8803 |
0.8786 |
|
| R1 |
0.8792 |
0.8792 |
0.8783 |
0.8785 |
| PP |
0.8777 |
0.8777 |
0.8777 |
0.8773 |
| S1 |
0.8766 |
0.8766 |
0.8779 |
0.8759 |
| S2 |
0.8751 |
0.8751 |
0.8776 |
|
| S3 |
0.8725 |
0.8740 |
0.8774 |
|
| S4 |
0.8699 |
0.8714 |
0.8767 |
|
|
| 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 |
0.8899 |
|
2.618 |
0.8856 |
|
1.618 |
0.8830 |
|
1.000 |
0.8814 |
|
0.618 |
0.8804 |
|
HIGH |
0.8788 |
|
0.618 |
0.8778 |
|
0.500 |
0.8775 |
|
0.382 |
0.8772 |
|
LOW |
0.8762 |
|
0.618 |
0.8746 |
|
1.000 |
0.8736 |
|
1.618 |
0.8720 |
|
2.618 |
0.8694 |
|
4.250 |
0.8652 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8779 |
0.8771 |
| PP |
0.8777 |
0.8761 |
| S1 |
0.8775 |
0.8752 |
|