CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8789 |
0.8815 |
0.0026 |
0.3% |
0.8674 |
| High |
0.8850 |
0.8972 |
0.0122 |
1.4% |
0.8850 |
| Low |
0.8789 |
0.8787 |
-0.0002 |
0.0% |
0.8674 |
| Close |
0.8826 |
0.8956 |
0.0130 |
1.5% |
0.8826 |
| Range |
0.0061 |
0.0185 |
0.0124 |
203.3% |
0.0176 |
| ATR |
0.0000 |
0.0084 |
0.0084 |
|
0.0000 |
| Volume |
17 |
36 |
19 |
111.8% |
257 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9393 |
0.9058 |
|
| R3 |
0.9275 |
0.9208 |
0.9007 |
|
| R2 |
0.9090 |
0.9090 |
0.8990 |
|
| R1 |
0.9023 |
0.9023 |
0.8973 |
0.9057 |
| PP |
0.8905 |
0.8905 |
0.8905 |
0.8922 |
| S1 |
0.8838 |
0.8838 |
0.8939 |
0.8872 |
| S2 |
0.8720 |
0.8720 |
0.8922 |
|
| S3 |
0.8535 |
0.8653 |
0.8905 |
|
| S4 |
0.8350 |
0.8468 |
0.8854 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9245 |
0.8923 |
|
| R3 |
0.9135 |
0.9069 |
0.8874 |
|
| R2 |
0.8959 |
0.8959 |
0.8858 |
|
| R1 |
0.8893 |
0.8893 |
0.8842 |
0.8926 |
| PP |
0.8783 |
0.8783 |
0.8783 |
0.8800 |
| S1 |
0.8717 |
0.8717 |
0.8810 |
0.8750 |
| S2 |
0.8607 |
0.8607 |
0.8794 |
|
| S3 |
0.8431 |
0.8541 |
0.8778 |
|
| S4 |
0.8255 |
0.8365 |
0.8729 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9758 |
|
2.618 |
0.9456 |
|
1.618 |
0.9271 |
|
1.000 |
0.9157 |
|
0.618 |
0.9086 |
|
HIGH |
0.8972 |
|
0.618 |
0.8901 |
|
0.500 |
0.8880 |
|
0.382 |
0.8858 |
|
LOW |
0.8787 |
|
0.618 |
0.8673 |
|
1.000 |
0.8602 |
|
1.618 |
0.8488 |
|
2.618 |
0.8303 |
|
4.250 |
0.8001 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8926 |
| PP |
0.8905 |
0.8897 |
| S1 |
0.8880 |
0.8867 |
|