CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.8788 |
0.8789 |
0.0001 |
0.0% |
0.8721 |
High |
0.8788 |
0.8850 |
0.0062 |
0.7% |
0.8721 |
Low |
0.8762 |
0.8789 |
0.0027 |
0.3% |
0.8581 |
Close |
0.8781 |
0.8826 |
0.0045 |
0.5% |
0.8680 |
Range |
0.0026 |
0.0061 |
0.0035 |
134.6% |
0.0140 |
ATR |
|
|
|
|
|
Volume |
190 |
17 |
-173 |
-91.1% |
195 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9005 |
0.8976 |
0.8860 |
|
R3 |
0.8944 |
0.8915 |
0.8843 |
|
R2 |
0.8883 |
0.8883 |
0.8837 |
|
R1 |
0.8854 |
0.8854 |
0.8832 |
0.8869 |
PP |
0.8822 |
0.8822 |
0.8822 |
0.8829 |
S1 |
0.8793 |
0.8793 |
0.8820 |
0.8808 |
S2 |
0.8761 |
0.8761 |
0.8815 |
|
S3 |
0.8700 |
0.8732 |
0.8809 |
|
S4 |
0.8639 |
0.8671 |
0.8792 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9081 |
0.9020 |
0.8757 |
|
R3 |
0.8941 |
0.8880 |
0.8719 |
|
R2 |
0.8801 |
0.8801 |
0.8706 |
|
R1 |
0.8740 |
0.8740 |
0.8693 |
0.8701 |
PP |
0.8661 |
0.8661 |
0.8661 |
0.8641 |
S1 |
0.8600 |
0.8600 |
0.8667 |
0.8561 |
S2 |
0.8521 |
0.8521 |
0.8654 |
|
S3 |
0.8381 |
0.8460 |
0.8642 |
|
S4 |
0.8241 |
0.8320 |
0.8603 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9109 |
2.618 |
0.9010 |
1.618 |
0.8949 |
1.000 |
0.8911 |
0.618 |
0.8888 |
HIGH |
0.8850 |
0.618 |
0.8827 |
0.500 |
0.8820 |
0.382 |
0.8812 |
LOW |
0.8789 |
0.618 |
0.8751 |
1.000 |
0.8728 |
1.618 |
0.8690 |
2.618 |
0.8629 |
4.250 |
0.8530 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8824 |
0.8819 |
PP |
0.8822 |
0.8813 |
S1 |
0.8820 |
0.8806 |
|