CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9074 |
0.0049 |
0.5% |
0.9126 |
| High |
0.9101 |
0.9078 |
-0.0023 |
-0.3% |
0.9161 |
| Low |
0.9025 |
0.8925 |
-0.0100 |
-1.1% |
0.9018 |
| Close |
0.9092 |
0.8933 |
-0.0159 |
-1.7% |
0.9069 |
| Range |
0.0076 |
0.0153 |
0.0077 |
101.3% |
0.0143 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
6.8% |
0.0000 |
| Volume |
101 |
175 |
74 |
73.3% |
2,194 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9338 |
0.9017 |
|
| R3 |
0.9285 |
0.9185 |
0.8975 |
|
| R2 |
0.9132 |
0.9132 |
0.8961 |
|
| R1 |
0.9032 |
0.9032 |
0.8947 |
0.9006 |
| PP |
0.8979 |
0.8979 |
0.8979 |
0.8965 |
| S1 |
0.8879 |
0.8879 |
0.8919 |
0.8853 |
| S2 |
0.8826 |
0.8826 |
0.8905 |
|
| S3 |
0.8673 |
0.8726 |
0.8891 |
|
| S4 |
0.8520 |
0.8573 |
0.8849 |
|
|
| 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 |
0.9728 |
|
2.618 |
0.9479 |
|
1.618 |
0.9326 |
|
1.000 |
0.9231 |
|
0.618 |
0.9173 |
|
HIGH |
0.9078 |
|
0.618 |
0.9020 |
|
0.500 |
0.9002 |
|
0.382 |
0.8983 |
|
LOW |
0.8925 |
|
0.618 |
0.8830 |
|
1.000 |
0.8772 |
|
1.618 |
0.8677 |
|
2.618 |
0.8524 |
|
4.250 |
0.8275 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9013 |
| PP |
0.8979 |
0.8986 |
| S1 |
0.8956 |
0.8960 |
|