CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8875 |
-0.0038 |
-0.4% |
0.9025 |
| High |
0.8913 |
0.8883 |
-0.0030 |
-0.3% |
0.9101 |
| Low |
0.8889 |
0.8803 |
-0.0086 |
-1.0% |
0.8865 |
| Close |
0.8909 |
0.8867 |
-0.0042 |
-0.5% |
0.8877 |
| Range |
0.0024 |
0.0080 |
0.0056 |
233.3% |
0.0236 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.5% |
0.0000 |
| Volume |
46 |
57 |
11 |
23.9% |
443 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9091 |
0.9059 |
0.8911 |
|
| R3 |
0.9011 |
0.8979 |
0.8889 |
|
| R2 |
0.8931 |
0.8931 |
0.8882 |
|
| R1 |
0.8899 |
0.8899 |
0.8874 |
0.8875 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8839 |
| S1 |
0.8819 |
0.8819 |
0.8860 |
0.8795 |
| S2 |
0.8771 |
0.8771 |
0.8852 |
|
| S3 |
0.8691 |
0.8739 |
0.8845 |
|
| S4 |
0.8611 |
0.8659 |
0.8823 |
|
|
| 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 |
0.9223 |
|
2.618 |
0.9092 |
|
1.618 |
0.9012 |
|
1.000 |
0.8963 |
|
0.618 |
0.8932 |
|
HIGH |
0.8883 |
|
0.618 |
0.8852 |
|
0.500 |
0.8843 |
|
0.382 |
0.8834 |
|
LOW |
0.8803 |
|
0.618 |
0.8754 |
|
1.000 |
0.8723 |
|
1.618 |
0.8674 |
|
2.618 |
0.8594 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8868 |
| PP |
0.8851 |
0.8868 |
| S1 |
0.8843 |
0.8867 |
|