CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9101 |
0.9025 |
-0.0076 |
-0.8% |
0.9126 |
High |
0.9101 |
0.9101 |
0.0000 |
0.0% |
0.9161 |
Low |
0.9064 |
0.9025 |
-0.0039 |
-0.4% |
0.9018 |
Close |
0.9069 |
0.9092 |
0.0023 |
0.3% |
0.9069 |
Range |
0.0037 |
0.0076 |
0.0039 |
105.4% |
0.0143 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
48 |
101 |
53 |
110.4% |
2,194 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9301 |
0.9272 |
0.9134 |
|
R3 |
0.9225 |
0.9196 |
0.9113 |
|
R2 |
0.9149 |
0.9149 |
0.9106 |
|
R1 |
0.9120 |
0.9120 |
0.9099 |
0.9135 |
PP |
0.9073 |
0.9073 |
0.9073 |
0.9080 |
S1 |
0.9044 |
0.9044 |
0.9085 |
0.9059 |
S2 |
0.8997 |
0.8997 |
0.9078 |
|
S3 |
0.8921 |
0.8968 |
0.9071 |
|
S4 |
0.8845 |
0.8892 |
0.9050 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9512 |
0.9433 |
0.9148 |
|
R3 |
0.9369 |
0.9290 |
0.9108 |
|
R2 |
0.9226 |
0.9226 |
0.9095 |
|
R1 |
0.9147 |
0.9147 |
0.9082 |
0.9115 |
PP |
0.9083 |
0.9083 |
0.9083 |
0.9067 |
S1 |
0.9004 |
0.9004 |
0.9056 |
0.8972 |
S2 |
0.8940 |
0.8940 |
0.9043 |
|
S3 |
0.8797 |
0.8861 |
0.9030 |
|
S4 |
0.8654 |
0.8718 |
0.8990 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9424 |
2.618 |
0.9300 |
1.618 |
0.9224 |
1.000 |
0.9177 |
0.618 |
0.9148 |
HIGH |
0.9101 |
0.618 |
0.9072 |
0.500 |
0.9063 |
0.382 |
0.9054 |
LOW |
0.9025 |
0.618 |
0.8978 |
1.000 |
0.8949 |
1.618 |
0.8902 |
2.618 |
0.8826 |
4.250 |
0.8702 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9082 |
0.9093 |
PP |
0.9073 |
0.9093 |
S1 |
0.9063 |
0.9092 |
|