CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.8875 |
0.8853 |
-0.0022 |
-0.2% |
0.9025 |
High |
0.8883 |
0.8861 |
-0.0022 |
-0.2% |
0.9101 |
Low |
0.8803 |
0.8783 |
-0.0020 |
-0.2% |
0.8865 |
Close |
0.8867 |
0.8814 |
-0.0053 |
-0.6% |
0.8877 |
Range |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0236 |
ATR |
0.0089 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
Volume |
57 |
143 |
86 |
150.9% |
443 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9053 |
0.9012 |
0.8857 |
|
R3 |
0.8975 |
0.8934 |
0.8835 |
|
R2 |
0.8897 |
0.8897 |
0.8828 |
|
R1 |
0.8856 |
0.8856 |
0.8821 |
0.8838 |
PP |
0.8819 |
0.8819 |
0.8819 |
0.8810 |
S1 |
0.8778 |
0.8778 |
0.8807 |
0.8760 |
S2 |
0.8741 |
0.8741 |
0.8800 |
|
S3 |
0.8663 |
0.8700 |
0.8793 |
|
S4 |
0.8585 |
0.8622 |
0.8771 |
|
|
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 |
0.9193 |
2.618 |
0.9065 |
1.618 |
0.8987 |
1.000 |
0.8939 |
0.618 |
0.8909 |
HIGH |
0.8861 |
0.618 |
0.8831 |
0.500 |
0.8822 |
0.382 |
0.8813 |
LOW |
0.8783 |
0.618 |
0.8735 |
1.000 |
0.8705 |
1.618 |
0.8657 |
2.618 |
0.8579 |
4.250 |
0.8452 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8822 |
0.8848 |
PP |
0.8819 |
0.8837 |
S1 |
0.8817 |
0.8825 |
|