CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9133 |
0.0007 |
0.1% |
0.8815 |
| High |
0.9157 |
0.9133 |
-0.0024 |
-0.3% |
0.9099 |
| Low |
0.9126 |
0.9018 |
-0.0108 |
-1.2% |
0.8787 |
| Close |
0.9149 |
0.9056 |
-0.0093 |
-1.0% |
0.9083 |
| Range |
0.0031 |
0.0115 |
0.0084 |
271.0% |
0.0312 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
4.0% |
0.0000 |
| Volume |
1,170 |
837 |
-333 |
-28.5% |
3,183 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9350 |
0.9119 |
|
| R3 |
0.9299 |
0.9235 |
0.9088 |
|
| R2 |
0.9184 |
0.9184 |
0.9077 |
|
| R1 |
0.9120 |
0.9120 |
0.9067 |
0.9095 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9056 |
| S1 |
0.9005 |
0.9005 |
0.9045 |
0.8980 |
| S2 |
0.8954 |
0.8954 |
0.9035 |
|
| S3 |
0.8839 |
0.8890 |
0.9024 |
|
| S4 |
0.8724 |
0.8775 |
0.8993 |
|
|
| 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 |
0.9622 |
|
2.618 |
0.9434 |
|
1.618 |
0.9319 |
|
1.000 |
0.9248 |
|
0.618 |
0.9204 |
|
HIGH |
0.9133 |
|
0.618 |
0.9089 |
|
0.500 |
0.9076 |
|
0.382 |
0.9062 |
|
LOW |
0.9018 |
|
0.618 |
0.8947 |
|
1.000 |
0.8903 |
|
1.618 |
0.8832 |
|
2.618 |
0.8717 |
|
4.250 |
0.8529 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9076 |
0.9066 |
| PP |
0.9069 |
0.9062 |
| S1 |
0.9063 |
0.9059 |
|