CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8987 |
0.9126 |
0.0139 |
1.5% |
0.8815 |
| High |
0.9094 |
0.9157 |
0.0063 |
0.7% |
0.9099 |
| Low |
0.8974 |
0.9126 |
0.0152 |
1.7% |
0.8787 |
| Close |
0.9083 |
0.9149 |
0.0066 |
0.7% |
0.9083 |
| Range |
0.0120 |
0.0031 |
-0.0089 |
-74.2% |
0.0312 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,261 |
1,170 |
-91 |
-7.2% |
3,183 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9224 |
0.9166 |
|
| R3 |
0.9206 |
0.9193 |
0.9158 |
|
| R2 |
0.9175 |
0.9175 |
0.9155 |
|
| R1 |
0.9162 |
0.9162 |
0.9152 |
0.9169 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9147 |
| S1 |
0.9131 |
0.9131 |
0.9146 |
0.9138 |
| S2 |
0.9113 |
0.9113 |
0.9143 |
|
| S3 |
0.9082 |
0.9100 |
0.9140 |
|
| S4 |
0.9051 |
0.9069 |
0.9132 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9816 |
0.9255 |
|
| R3 |
0.9614 |
0.9504 |
0.9169 |
|
| R2 |
0.9302 |
0.9302 |
0.9140 |
|
| R1 |
0.9192 |
0.9192 |
0.9112 |
0.9247 |
| PP |
0.8990 |
0.8990 |
0.8990 |
0.9017 |
| S1 |
0.8880 |
0.8880 |
0.9054 |
0.8935 |
| S2 |
0.8678 |
0.8678 |
0.9026 |
|
| S3 |
0.8366 |
0.8568 |
0.8997 |
|
| S4 |
0.8054 |
0.8256 |
0.8911 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9289 |
|
2.618 |
0.9238 |
|
1.618 |
0.9207 |
|
1.000 |
0.9188 |
|
0.618 |
0.9176 |
|
HIGH |
0.9157 |
|
0.618 |
0.9145 |
|
0.500 |
0.9142 |
|
0.382 |
0.9138 |
|
LOW |
0.9126 |
|
0.618 |
0.9107 |
|
1.000 |
0.9095 |
|
1.618 |
0.9076 |
|
2.618 |
0.9045 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9147 |
0.9121 |
| PP |
0.9144 |
0.9093 |
| S1 |
0.9142 |
0.9066 |
|