CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9990 |
0.0075 |
0.8% |
0.9684 |
| High |
0.9964 |
0.9990 |
0.0026 |
0.3% |
0.9828 |
| Low |
0.9915 |
0.9935 |
0.0020 |
0.2% |
0.9684 |
| Close |
0.9963 |
0.9949 |
-0.0014 |
-0.1% |
0.9836 |
| Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0144 |
| ATR |
|
|
|
|
|
| Volume |
38 |
57 |
19 |
50.0% |
80 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0091 |
0.9979 |
|
| R3 |
1.0068 |
1.0036 |
0.9964 |
|
| R2 |
1.0013 |
1.0013 |
0.9959 |
|
| R1 |
0.9981 |
0.9981 |
0.9954 |
0.9970 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9952 |
| S1 |
0.9926 |
0.9926 |
0.9944 |
0.9915 |
| S2 |
0.9903 |
0.9903 |
0.9939 |
|
| S3 |
0.9848 |
0.9871 |
0.9934 |
|
| S4 |
0.9793 |
0.9816 |
0.9919 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0169 |
0.9915 |
|
| R3 |
1.0071 |
1.0025 |
0.9876 |
|
| R2 |
0.9927 |
0.9927 |
0.9862 |
|
| R1 |
0.9881 |
0.9881 |
0.9849 |
0.9904 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9794 |
| S1 |
0.9737 |
0.9737 |
0.9823 |
0.9760 |
| S2 |
0.9639 |
0.9639 |
0.9810 |
|
| S3 |
0.9495 |
0.9593 |
0.9796 |
|
| S4 |
0.9351 |
0.9449 |
0.9757 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0224 |
|
2.618 |
1.0134 |
|
1.618 |
1.0079 |
|
1.000 |
1.0045 |
|
0.618 |
1.0024 |
|
HIGH |
0.9990 |
|
0.618 |
0.9969 |
|
0.500 |
0.9963 |
|
0.382 |
0.9956 |
|
LOW |
0.9935 |
|
0.618 |
0.9901 |
|
1.000 |
0.9880 |
|
1.618 |
0.9846 |
|
2.618 |
0.9791 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9942 |
| PP |
0.9958 |
0.9934 |
| S1 |
0.9954 |
0.9927 |
|