CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8853 |
0.8809 |
-0.0044 |
-0.5% |
0.9025 |
| High |
0.8861 |
0.8891 |
0.0030 |
0.3% |
0.9101 |
| Low |
0.8783 |
0.8809 |
0.0026 |
0.3% |
0.8865 |
| Close |
0.8814 |
0.8816 |
0.0002 |
0.0% |
0.8877 |
| Range |
0.0078 |
0.0082 |
0.0004 |
5.1% |
0.0236 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
143 |
473 |
330 |
230.8% |
443 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9085 |
0.9032 |
0.8861 |
|
| R3 |
0.9003 |
0.8950 |
0.8839 |
|
| R2 |
0.8921 |
0.8921 |
0.8831 |
|
| R1 |
0.8868 |
0.8868 |
0.8824 |
0.8895 |
| PP |
0.8839 |
0.8839 |
0.8839 |
0.8852 |
| S1 |
0.8786 |
0.8786 |
0.8808 |
0.8813 |
| S2 |
0.8757 |
0.8757 |
0.8801 |
|
| S3 |
0.8675 |
0.8704 |
0.8793 |
|
| S4 |
0.8593 |
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 |
0.9240 |
|
2.618 |
0.9106 |
|
1.618 |
0.9024 |
|
1.000 |
0.8973 |
|
0.618 |
0.8942 |
|
HIGH |
0.8891 |
|
0.618 |
0.8860 |
|
0.500 |
0.8850 |
|
0.382 |
0.8840 |
|
LOW |
0.8809 |
|
0.618 |
0.8758 |
|
1.000 |
0.8727 |
|
1.618 |
0.8676 |
|
2.618 |
0.8594 |
|
4.250 |
0.8461 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8850 |
0.8837 |
| PP |
0.8839 |
0.8830 |
| S1 |
0.8827 |
0.8823 |
|