CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8978 |
0.8971 |
-0.0007 |
-0.1% |
0.8674 |
| High |
0.8978 |
0.9055 |
0.0077 |
0.9% |
0.8850 |
| Low |
0.8967 |
0.8971 |
0.0004 |
0.0% |
0.8674 |
| Close |
0.8957 |
0.9050 |
0.0093 |
1.0% |
0.8826 |
| Range |
0.0011 |
0.0084 |
0.0073 |
663.6% |
0.0176 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.6% |
0.0000 |
| Volume |
126 |
2 |
-124 |
-98.4% |
257 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9248 |
0.9096 |
|
| R3 |
0.9193 |
0.9164 |
0.9073 |
|
| R2 |
0.9109 |
0.9109 |
0.9065 |
|
| R1 |
0.9080 |
0.9080 |
0.9058 |
0.9095 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9033 |
| S1 |
0.8996 |
0.8996 |
0.9042 |
0.9011 |
| S2 |
0.8941 |
0.8941 |
0.9035 |
|
| S3 |
0.8857 |
0.8912 |
0.9027 |
|
| S4 |
0.8773 |
0.8828 |
0.9004 |
|
|
| 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 |
0.9412 |
|
2.618 |
0.9275 |
|
1.618 |
0.9191 |
|
1.000 |
0.9139 |
|
0.618 |
0.9107 |
|
HIGH |
0.9055 |
|
0.618 |
0.9023 |
|
0.500 |
0.9013 |
|
0.382 |
0.9003 |
|
LOW |
0.8971 |
|
0.618 |
0.8919 |
|
1.000 |
0.8887 |
|
1.618 |
0.8835 |
|
2.618 |
0.8751 |
|
4.250 |
0.8614 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9038 |
0.9007 |
| PP |
0.9025 |
0.8964 |
| S1 |
0.9013 |
0.8921 |
|