CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.8880 |
0.8913 |
0.0033 |
0.4% |
0.9025 |
High |
0.8933 |
0.8913 |
-0.0020 |
-0.2% |
0.9101 |
Low |
0.8865 |
0.8889 |
0.0024 |
0.3% |
0.8865 |
Close |
0.8877 |
0.8909 |
0.0032 |
0.4% |
0.8877 |
Range |
0.0068 |
0.0024 |
-0.0044 |
-64.7% |
0.0236 |
ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.3% |
0.0000 |
Volume |
35 |
46 |
11 |
31.4% |
443 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8976 |
0.8966 |
0.8922 |
|
R3 |
0.8952 |
0.8942 |
0.8916 |
|
R2 |
0.8928 |
0.8928 |
0.8913 |
|
R1 |
0.8918 |
0.8918 |
0.8911 |
0.8911 |
PP |
0.8904 |
0.8904 |
0.8904 |
0.8900 |
S1 |
0.8894 |
0.8894 |
0.8907 |
0.8887 |
S2 |
0.8880 |
0.8880 |
0.8905 |
|
S3 |
0.8856 |
0.8870 |
0.8902 |
|
S4 |
0.8832 |
0.8846 |
0.8896 |
|
|
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 |
0.9015 |
2.618 |
0.8976 |
1.618 |
0.8952 |
1.000 |
0.8937 |
0.618 |
0.8928 |
HIGH |
0.8913 |
0.618 |
0.8904 |
0.500 |
0.8901 |
0.382 |
0.8898 |
LOW |
0.8889 |
0.618 |
0.8874 |
1.000 |
0.8865 |
1.618 |
0.8850 |
2.618 |
0.8826 |
4.250 |
0.8787 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8906 |
0.8929 |
PP |
0.8904 |
0.8922 |
S1 |
0.8901 |
0.8916 |
|