CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.8987 |
0.8880 |
-0.0107 |
-1.2% |
0.9025 |
High |
0.8992 |
0.8933 |
-0.0059 |
-0.7% |
0.9101 |
Low |
0.8869 |
0.8865 |
-0.0004 |
0.0% |
0.8865 |
Close |
0.8897 |
0.8877 |
-0.0020 |
-0.2% |
0.8877 |
Range |
0.0123 |
0.0068 |
-0.0055 |
-44.7% |
0.0236 |
ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
132 |
35 |
-97 |
-73.5% |
443 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9096 |
0.9054 |
0.8914 |
|
R3 |
0.9028 |
0.8986 |
0.8896 |
|
R2 |
0.8960 |
0.8960 |
0.8889 |
|
R1 |
0.8918 |
0.8918 |
0.8883 |
0.8905 |
PP |
0.8892 |
0.8892 |
0.8892 |
0.8885 |
S1 |
0.8850 |
0.8850 |
0.8871 |
0.8837 |
S2 |
0.8824 |
0.8824 |
0.8865 |
|
S3 |
0.8756 |
0.8782 |
0.8858 |
|
S4 |
0.8688 |
0.8714 |
0.8840 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9656 |
0.9502 |
0.9007 |
|
R3 |
0.9420 |
0.9266 |
0.8942 |
|
R2 |
0.9184 |
0.9184 |
0.8920 |
|
R1 |
0.9030 |
0.9030 |
0.8899 |
0.8989 |
PP |
0.8948 |
0.8948 |
0.8948 |
0.8927 |
S1 |
0.8794 |
0.8794 |
0.8855 |
0.8753 |
S2 |
0.8712 |
0.8712 |
0.8834 |
|
S3 |
0.8476 |
0.8558 |
0.8812 |
|
S4 |
0.8240 |
0.8322 |
0.8747 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9222 |
2.618 |
0.9111 |
1.618 |
0.9043 |
1.000 |
0.9001 |
0.618 |
0.8975 |
HIGH |
0.8933 |
0.618 |
0.8907 |
0.500 |
0.8899 |
0.382 |
0.8891 |
LOW |
0.8865 |
0.618 |
0.8823 |
1.000 |
0.8797 |
1.618 |
0.8755 |
2.618 |
0.8687 |
4.250 |
0.8576 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8899 |
0.8972 |
PP |
0.8892 |
0.8940 |
S1 |
0.8884 |
0.8909 |
|