CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8809 |
0.8783 |
-0.0026 |
-0.3% |
0.8913 |
| High |
0.8891 |
0.8824 |
-0.0067 |
-0.8% |
0.8913 |
| Low |
0.8809 |
0.8705 |
-0.0104 |
-1.2% |
0.8705 |
| Close |
0.8816 |
0.8725 |
-0.0091 |
-1.0% |
0.8725 |
| Range |
0.0082 |
0.0119 |
0.0037 |
45.1% |
0.0208 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.5% |
0.0000 |
| Volume |
473 |
153 |
-320 |
-67.7% |
872 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9036 |
0.8790 |
|
| R3 |
0.8989 |
0.8917 |
0.8758 |
|
| R2 |
0.8870 |
0.8870 |
0.8747 |
|
| R1 |
0.8798 |
0.8798 |
0.8736 |
0.8775 |
| PP |
0.8751 |
0.8751 |
0.8751 |
0.8740 |
| S1 |
0.8679 |
0.8679 |
0.8714 |
0.8656 |
| S2 |
0.8632 |
0.8632 |
0.8703 |
|
| S3 |
0.8513 |
0.8560 |
0.8692 |
|
| S4 |
0.8394 |
0.8441 |
0.8660 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9405 |
0.9273 |
0.8839 |
|
| R3 |
0.9197 |
0.9065 |
0.8782 |
|
| R2 |
0.8989 |
0.8989 |
0.8763 |
|
| R1 |
0.8857 |
0.8857 |
0.8744 |
0.8819 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8762 |
| S1 |
0.8649 |
0.8649 |
0.8706 |
0.8611 |
| S2 |
0.8573 |
0.8573 |
0.8687 |
|
| S3 |
0.8365 |
0.8441 |
0.8668 |
|
| S4 |
0.8157 |
0.8233 |
0.8611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9136 |
|
1.618 |
0.9017 |
|
1.000 |
0.8943 |
|
0.618 |
0.8898 |
|
HIGH |
0.8824 |
|
0.618 |
0.8779 |
|
0.500 |
0.8765 |
|
0.382 |
0.8750 |
|
LOW |
0.8705 |
|
0.618 |
0.8631 |
|
1.000 |
0.8586 |
|
1.618 |
0.8512 |
|
2.618 |
0.8393 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8798 |
| PP |
0.8751 |
0.8774 |
| S1 |
0.8738 |
0.8749 |
|