CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9780 |
-0.0007 |
-0.1% |
0.9699 |
| High |
0.9818 |
0.9814 |
-0.0004 |
0.0% |
0.9878 |
| Low |
0.9723 |
0.9780 |
0.0057 |
0.6% |
0.9662 |
| Close |
0.9755 |
0.9789 |
0.0034 |
0.3% |
0.9720 |
| Range |
0.0095 |
0.0034 |
-0.0061 |
-64.2% |
0.0216 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
63 |
114 |
51 |
81.0% |
475 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9877 |
0.9808 |
|
| R3 |
0.9862 |
0.9843 |
0.9798 |
|
| R2 |
0.9828 |
0.9828 |
0.9795 |
|
| R1 |
0.9809 |
0.9809 |
0.9792 |
0.9819 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9799 |
| S1 |
0.9775 |
0.9775 |
0.9786 |
0.9785 |
| S2 |
0.9760 |
0.9760 |
0.9783 |
|
| S3 |
0.9726 |
0.9741 |
0.9780 |
|
| S4 |
0.9692 |
0.9707 |
0.9770 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0277 |
0.9839 |
|
| R3 |
1.0185 |
1.0061 |
0.9779 |
|
| R2 |
0.9969 |
0.9969 |
0.9760 |
|
| R1 |
0.9845 |
0.9845 |
0.9740 |
0.9907 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9785 |
| S1 |
0.9629 |
0.9629 |
0.9700 |
0.9691 |
| S2 |
0.9537 |
0.9537 |
0.9680 |
|
| S3 |
0.9321 |
0.9413 |
0.9661 |
|
| S4 |
0.9105 |
0.9197 |
0.9601 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9903 |
|
1.618 |
0.9869 |
|
1.000 |
0.9848 |
|
0.618 |
0.9835 |
|
HIGH |
0.9814 |
|
0.618 |
0.9801 |
|
0.500 |
0.9797 |
|
0.382 |
0.9793 |
|
LOW |
0.9780 |
|
0.618 |
0.9759 |
|
1.000 |
0.9746 |
|
1.618 |
0.9725 |
|
2.618 |
0.9691 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9781 |
| PP |
0.9794 |
0.9773 |
| S1 |
0.9792 |
0.9765 |
|