CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9101 |
0.0035 |
0.4% |
0.9126 |
| High |
0.9161 |
0.9101 |
-0.0060 |
-0.7% |
0.9161 |
| Low |
0.9066 |
0.9064 |
-0.0002 |
0.0% |
0.9018 |
| Close |
0.9161 |
0.9069 |
-0.0092 |
-1.0% |
0.9069 |
| Range |
0.0095 |
0.0037 |
-0.0058 |
-61.1% |
0.0143 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.0% |
0.0000 |
| Volume |
44 |
48 |
4 |
9.1% |
2,194 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9166 |
0.9089 |
|
| R3 |
0.9152 |
0.9129 |
0.9079 |
|
| R2 |
0.9115 |
0.9115 |
0.9076 |
|
| R1 |
0.9092 |
0.9092 |
0.9072 |
0.9085 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9075 |
| S1 |
0.9055 |
0.9055 |
0.9066 |
0.9048 |
| S2 |
0.9041 |
0.9041 |
0.9062 |
|
| S3 |
0.9004 |
0.9018 |
0.9059 |
|
| S4 |
0.8967 |
0.8981 |
0.9049 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9433 |
0.9148 |
|
| R3 |
0.9369 |
0.9290 |
0.9108 |
|
| R2 |
0.9226 |
0.9226 |
0.9095 |
|
| R1 |
0.9147 |
0.9147 |
0.9082 |
0.9115 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9067 |
| S1 |
0.9004 |
0.9004 |
0.9056 |
0.8972 |
| S2 |
0.8940 |
0.8940 |
0.9043 |
|
| S3 |
0.8797 |
0.8861 |
0.9030 |
|
| S4 |
0.8654 |
0.8718 |
0.8990 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9258 |
|
2.618 |
0.9198 |
|
1.618 |
0.9161 |
|
1.000 |
0.9138 |
|
0.618 |
0.9124 |
|
HIGH |
0.9101 |
|
0.618 |
0.9087 |
|
0.500 |
0.9083 |
|
0.382 |
0.9078 |
|
LOW |
0.9064 |
|
0.618 |
0.9041 |
|
1.000 |
0.9027 |
|
1.618 |
0.9004 |
|
2.618 |
0.8967 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9083 |
0.9109 |
| PP |
0.9078 |
0.9095 |
| S1 |
0.9074 |
0.9082 |
|