CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8788 |
0.8789 |
0.0001 |
0.0% |
0.8721 |
| High |
0.8788 |
0.8850 |
0.0062 |
0.7% |
0.8721 |
| Low |
0.8762 |
0.8789 |
0.0027 |
0.3% |
0.8581 |
| Close |
0.8781 |
0.8826 |
0.0045 |
0.5% |
0.8680 |
| Range |
0.0026 |
0.0061 |
0.0035 |
134.6% |
0.0140 |
| ATR |
|
|
|
|
|
| Volume |
190 |
17 |
-173 |
-91.1% |
195 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9005 |
0.8976 |
0.8860 |
|
| R3 |
0.8944 |
0.8915 |
0.8843 |
|
| R2 |
0.8883 |
0.8883 |
0.8837 |
|
| R1 |
0.8854 |
0.8854 |
0.8832 |
0.8869 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8829 |
| S1 |
0.8793 |
0.8793 |
0.8820 |
0.8808 |
| S2 |
0.8761 |
0.8761 |
0.8815 |
|
| S3 |
0.8700 |
0.8732 |
0.8809 |
|
| S4 |
0.8639 |
0.8671 |
0.8792 |
|
|
| 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 |
0.9109 |
|
2.618 |
0.9010 |
|
1.618 |
0.8949 |
|
1.000 |
0.8911 |
|
0.618 |
0.8888 |
|
HIGH |
0.8850 |
|
0.618 |
0.8827 |
|
0.500 |
0.8820 |
|
0.382 |
0.8812 |
|
LOW |
0.8789 |
|
0.618 |
0.8751 |
|
1.000 |
0.8728 |
|
1.618 |
0.8690 |
|
2.618 |
0.8629 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8824 |
0.8819 |
| PP |
0.8822 |
0.8813 |
| S1 |
0.8820 |
0.8806 |
|