CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9955 |
-0.0035 |
-0.4% |
0.9781 |
| High |
0.9990 |
1.0045 |
0.0055 |
0.6% |
1.0045 |
| Low |
0.9935 |
0.9955 |
0.0020 |
0.2% |
0.9728 |
| Close |
0.9949 |
1.0023 |
0.0074 |
0.7% |
1.0023 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0317 |
| ATR |
|
|
|
|
|
| Volume |
57 |
15 |
-42 |
-73.7% |
326 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0240 |
1.0073 |
|
| R3 |
1.0188 |
1.0150 |
1.0048 |
|
| R2 |
1.0098 |
1.0098 |
1.0040 |
|
| R1 |
1.0060 |
1.0060 |
1.0031 |
1.0079 |
| PP |
1.0008 |
1.0008 |
1.0008 |
1.0017 |
| S1 |
0.9970 |
0.9970 |
1.0015 |
0.9989 |
| S2 |
0.9918 |
0.9918 |
1.0007 |
|
| S3 |
0.9828 |
0.9880 |
0.9998 |
|
| S4 |
0.9738 |
0.9790 |
0.9974 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0770 |
1.0197 |
|
| R3 |
1.0566 |
1.0453 |
1.0110 |
|
| R2 |
1.0249 |
1.0249 |
1.0081 |
|
| R1 |
1.0136 |
1.0136 |
1.0052 |
1.0193 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9960 |
| S1 |
0.9819 |
0.9819 |
0.9994 |
0.9876 |
| S2 |
0.9615 |
0.9615 |
0.9965 |
|
| S3 |
0.9298 |
0.9502 |
0.9936 |
|
| S4 |
0.8981 |
0.9185 |
0.9849 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0281 |
|
1.618 |
1.0191 |
|
1.000 |
1.0135 |
|
0.618 |
1.0101 |
|
HIGH |
1.0045 |
|
0.618 |
1.0011 |
|
0.500 |
1.0000 |
|
0.382 |
0.9989 |
|
LOW |
0.9955 |
|
0.618 |
0.9899 |
|
1.000 |
0.9865 |
|
1.618 |
0.9809 |
|
2.618 |
0.9719 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0009 |
| PP |
1.0008 |
0.9994 |
| S1 |
1.0000 |
0.9980 |
|