CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9105 |
0.9066 |
-0.0039 |
-0.4% |
0.8815 |
| High |
0.9105 |
0.9161 |
0.0056 |
0.6% |
0.9099 |
| Low |
0.9056 |
0.9066 |
0.0010 |
0.1% |
0.8787 |
| Close |
0.9081 |
0.9161 |
0.0080 |
0.9% |
0.9083 |
| Range |
0.0049 |
0.0095 |
0.0046 |
93.9% |
0.0312 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
95 |
44 |
-51 |
-53.7% |
3,183 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9383 |
0.9213 |
|
| R3 |
0.9319 |
0.9288 |
0.9187 |
|
| R2 |
0.9224 |
0.9224 |
0.9178 |
|
| R1 |
0.9193 |
0.9193 |
0.9170 |
0.9209 |
| PP |
0.9129 |
0.9129 |
0.9129 |
0.9137 |
| S1 |
0.9098 |
0.9098 |
0.9152 |
0.9114 |
| S2 |
0.9034 |
0.9034 |
0.9144 |
|
| S3 |
0.8939 |
0.9003 |
0.9135 |
|
| S4 |
0.8844 |
0.8908 |
0.9109 |
|
|
| 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 |
0.9565 |
|
2.618 |
0.9410 |
|
1.618 |
0.9315 |
|
1.000 |
0.9256 |
|
0.618 |
0.9220 |
|
HIGH |
0.9161 |
|
0.618 |
0.9125 |
|
0.500 |
0.9114 |
|
0.382 |
0.9102 |
|
LOW |
0.9066 |
|
0.618 |
0.9007 |
|
1.000 |
0.8971 |
|
1.618 |
0.8912 |
|
2.618 |
0.8817 |
|
4.250 |
0.8662 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9137 |
| PP |
0.9129 |
0.9113 |
| S1 |
0.9114 |
0.9090 |
|