CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8978 |
0.0163 |
1.8% |
0.8674 |
| High |
0.8972 |
0.8978 |
0.0006 |
0.1% |
0.8850 |
| Low |
0.8787 |
0.8967 |
0.0180 |
2.0% |
0.8674 |
| Close |
0.8956 |
0.8957 |
0.0001 |
0.0% |
0.8826 |
| Range |
0.0185 |
0.0011 |
-0.0174 |
-94.1% |
0.0176 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
36 |
126 |
90 |
250.0% |
257 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9000 |
0.8990 |
0.8963 |
|
| R3 |
0.8989 |
0.8979 |
0.8960 |
|
| R2 |
0.8978 |
0.8978 |
0.8959 |
|
| R1 |
0.8968 |
0.8968 |
0.8958 |
0.8968 |
| PP |
0.8967 |
0.8967 |
0.8967 |
0.8967 |
| S1 |
0.8957 |
0.8957 |
0.8956 |
0.8957 |
| S2 |
0.8956 |
0.8956 |
0.8955 |
|
| S3 |
0.8945 |
0.8946 |
0.8954 |
|
| S4 |
0.8934 |
0.8935 |
0.8951 |
|
|
| 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 |
0.9025 |
|
2.618 |
0.9007 |
|
1.618 |
0.8996 |
|
1.000 |
0.8989 |
|
0.618 |
0.8985 |
|
HIGH |
0.8978 |
|
0.618 |
0.8974 |
|
0.500 |
0.8973 |
|
0.382 |
0.8971 |
|
LOW |
0.8967 |
|
0.618 |
0.8960 |
|
1.000 |
0.8956 |
|
1.618 |
0.8949 |
|
2.618 |
0.8938 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.8932 |
| PP |
0.8967 |
0.8907 |
| S1 |
0.8962 |
0.8883 |
|