CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.9044 |
0.0073 |
0.8% |
0.8674 |
| High |
0.9055 |
0.9099 |
0.0044 |
0.5% |
0.8850 |
| Low |
0.8971 |
0.9009 |
0.0038 |
0.4% |
0.8674 |
| Close |
0.9050 |
0.9028 |
-0.0022 |
-0.2% |
0.8826 |
| Range |
0.0084 |
0.0090 |
0.0006 |
7.1% |
0.0176 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2 |
1,758 |
1,756 |
87,800.0% |
257 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9262 |
0.9078 |
|
| R3 |
0.9225 |
0.9172 |
0.9053 |
|
| R2 |
0.9135 |
0.9135 |
0.9045 |
|
| R1 |
0.9082 |
0.9082 |
0.9036 |
0.9064 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9036 |
| S1 |
0.8992 |
0.8992 |
0.9020 |
0.8974 |
| S2 |
0.8955 |
0.8955 |
0.9012 |
|
| S3 |
0.8865 |
0.8902 |
0.9003 |
|
| S4 |
0.8775 |
0.8812 |
0.8979 |
|
|
| 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 |
0.9482 |
|
2.618 |
0.9335 |
|
1.618 |
0.9245 |
|
1.000 |
0.9189 |
|
0.618 |
0.9155 |
|
HIGH |
0.9099 |
|
0.618 |
0.9065 |
|
0.500 |
0.9054 |
|
0.382 |
0.9043 |
|
LOW |
0.9009 |
|
0.618 |
0.8953 |
|
1.000 |
0.8919 |
|
1.618 |
0.8863 |
|
2.618 |
0.8773 |
|
4.250 |
0.8627 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9054 |
0.9033 |
| PP |
0.9045 |
0.9031 |
| S1 |
0.9037 |
0.9030 |
|