CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9133 |
0.9105 |
-0.0028 |
-0.3% |
0.8815 |
High |
0.9133 |
0.9105 |
-0.0028 |
-0.3% |
0.9099 |
Low |
0.9018 |
0.9056 |
0.0038 |
0.4% |
0.8787 |
Close |
0.9056 |
0.9081 |
0.0025 |
0.3% |
0.9083 |
Range |
0.0115 |
0.0049 |
-0.0066 |
-57.4% |
0.0312 |
ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
837 |
95 |
-742 |
-88.6% |
3,183 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9228 |
0.9203 |
0.9108 |
|
R3 |
0.9179 |
0.9154 |
0.9094 |
|
R2 |
0.9130 |
0.9130 |
0.9090 |
|
R1 |
0.9105 |
0.9105 |
0.9085 |
0.9093 |
PP |
0.9081 |
0.9081 |
0.9081 |
0.9075 |
S1 |
0.9056 |
0.9056 |
0.9077 |
0.9044 |
S2 |
0.9032 |
0.9032 |
0.9072 |
|
S3 |
0.8983 |
0.9007 |
0.9068 |
|
S4 |
0.8934 |
0.8958 |
0.9054 |
|
|
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 |
0.9313 |
2.618 |
0.9233 |
1.618 |
0.9184 |
1.000 |
0.9154 |
0.618 |
0.9135 |
HIGH |
0.9105 |
0.618 |
0.9086 |
0.500 |
0.9081 |
0.382 |
0.9075 |
LOW |
0.9056 |
0.618 |
0.9026 |
1.000 |
0.9007 |
1.618 |
0.8977 |
2.618 |
0.8928 |
4.250 |
0.8848 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9081 |
0.9088 |
PP |
0.9081 |
0.9085 |
S1 |
0.9081 |
0.9083 |
|