CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9044 |
0.8987 |
-0.0057 |
-0.6% |
0.8815 |
| High |
0.9099 |
0.9094 |
-0.0005 |
-0.1% |
0.9099 |
| Low |
0.9009 |
0.8974 |
-0.0035 |
-0.4% |
0.8787 |
| Close |
0.9028 |
0.9083 |
0.0055 |
0.6% |
0.9083 |
| Range |
0.0090 |
0.0120 |
0.0030 |
33.3% |
0.0312 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1,758 |
1,261 |
-497 |
-28.3% |
3,183 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9410 |
0.9367 |
0.9149 |
|
| R3 |
0.9290 |
0.9247 |
0.9116 |
|
| R2 |
0.9170 |
0.9170 |
0.9105 |
|
| R1 |
0.9127 |
0.9127 |
0.9094 |
0.9149 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9061 |
| S1 |
0.9007 |
0.9007 |
0.9072 |
0.9029 |
| S2 |
0.8930 |
0.8930 |
0.9061 |
|
| S3 |
0.8810 |
0.8887 |
0.9050 |
|
| S4 |
0.8690 |
0.8767 |
0.9017 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9816 |
0.9255 |
|
| R3 |
0.9614 |
0.9504 |
0.9169 |
|
| R2 |
0.9302 |
0.9302 |
0.9140 |
|
| R1 |
0.9192 |
0.9192 |
0.9112 |
0.9247 |
| PP |
0.8990 |
0.8990 |
0.8990 |
0.9017 |
| S1 |
0.8880 |
0.8880 |
0.9054 |
0.8935 |
| S2 |
0.8678 |
0.8678 |
0.9026 |
|
| S3 |
0.8366 |
0.8568 |
0.8997 |
|
| S4 |
0.8054 |
0.8256 |
0.8911 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9408 |
|
1.618 |
0.9288 |
|
1.000 |
0.9214 |
|
0.618 |
0.9168 |
|
HIGH |
0.9094 |
|
0.618 |
0.9048 |
|
0.500 |
0.9034 |
|
0.382 |
0.9020 |
|
LOW |
0.8974 |
|
0.618 |
0.8900 |
|
1.000 |
0.8854 |
|
1.618 |
0.8780 |
|
2.618 |
0.8660 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9067 |
| PP |
0.9050 |
0.9051 |
| S1 |
0.9034 |
0.9035 |
|