CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9768 |
0.0143 |
1.5% |
0.9996 |
| High |
0.9752 |
0.9826 |
0.0074 |
0.8% |
0.9996 |
| Low |
0.9625 |
0.9759 |
0.0134 |
1.4% |
0.9721 |
| Close |
0.9776 |
0.9792 |
0.0016 |
0.2% |
0.9760 |
| Range |
0.0127 |
0.0067 |
-0.0060 |
-47.2% |
0.0275 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
174 |
138 |
-36 |
-20.7% |
439 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9993 |
0.9960 |
0.9829 |
|
| R3 |
0.9926 |
0.9893 |
0.9810 |
|
| R2 |
0.9859 |
0.9859 |
0.9804 |
|
| R1 |
0.9826 |
0.9826 |
0.9798 |
0.9843 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9801 |
| S1 |
0.9759 |
0.9759 |
0.9786 |
0.9776 |
| S2 |
0.9725 |
0.9725 |
0.9780 |
|
| S3 |
0.9658 |
0.9692 |
0.9774 |
|
| S4 |
0.9591 |
0.9625 |
0.9755 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0480 |
0.9911 |
|
| R3 |
1.0376 |
1.0205 |
0.9836 |
|
| R2 |
1.0101 |
1.0101 |
0.9810 |
|
| R1 |
0.9930 |
0.9930 |
0.9785 |
0.9878 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9800 |
| S1 |
0.9655 |
0.9655 |
0.9735 |
0.9603 |
| S2 |
0.9551 |
0.9551 |
0.9710 |
|
| S3 |
0.9276 |
0.9380 |
0.9684 |
|
| S4 |
0.9001 |
0.9105 |
0.9609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0111 |
|
2.618 |
1.0001 |
|
1.618 |
0.9934 |
|
1.000 |
0.9893 |
|
0.618 |
0.9867 |
|
HIGH |
0.9826 |
|
0.618 |
0.9800 |
|
0.500 |
0.9793 |
|
0.382 |
0.9785 |
|
LOW |
0.9759 |
|
0.618 |
0.9718 |
|
1.000 |
0.9692 |
|
1.618 |
0.9651 |
|
2.618 |
0.9584 |
|
4.250 |
0.9474 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9770 |
| PP |
0.9792 |
0.9748 |
| S1 |
0.9792 |
0.9726 |
|