CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9074 |
0.8987 |
-0.0087 |
-1.0% |
0.9126 |
| High |
0.9078 |
0.8992 |
-0.0086 |
-0.9% |
0.9161 |
| Low |
0.8925 |
0.8869 |
-0.0056 |
-0.6% |
0.9018 |
| Close |
0.8933 |
0.8897 |
-0.0036 |
-0.4% |
0.9069 |
| Range |
0.0153 |
0.0123 |
-0.0030 |
-19.6% |
0.0143 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.5% |
0.0000 |
| Volume |
175 |
132 |
-43 |
-24.6% |
2,194 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9288 |
0.9216 |
0.8965 |
|
| R3 |
0.9165 |
0.9093 |
0.8931 |
|
| R2 |
0.9042 |
0.9042 |
0.8920 |
|
| R1 |
0.8970 |
0.8970 |
0.8908 |
0.8945 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8907 |
| S1 |
0.8847 |
0.8847 |
0.8886 |
0.8822 |
| S2 |
0.8796 |
0.8796 |
0.8874 |
|
| S3 |
0.8673 |
0.8724 |
0.8863 |
|
| S4 |
0.8550 |
0.8601 |
0.8829 |
|
|
| 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 |
0.9515 |
|
2.618 |
0.9314 |
|
1.618 |
0.9191 |
|
1.000 |
0.9115 |
|
0.618 |
0.9068 |
|
HIGH |
0.8992 |
|
0.618 |
0.8945 |
|
0.500 |
0.8931 |
|
0.382 |
0.8916 |
|
LOW |
0.8869 |
|
0.618 |
0.8793 |
|
1.000 |
0.8746 |
|
1.618 |
0.8670 |
|
2.618 |
0.8547 |
|
4.250 |
0.8346 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8985 |
| PP |
0.8919 |
0.8956 |
| S1 |
0.8908 |
0.8926 |
|