CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9996 |
0.0041 |
0.4% |
0.9781 |
| High |
1.0045 |
0.9996 |
-0.0049 |
-0.5% |
1.0045 |
| Low |
0.9955 |
0.9950 |
-0.0005 |
-0.1% |
0.9728 |
| Close |
1.0023 |
0.9984 |
-0.0039 |
-0.4% |
1.0023 |
| Range |
0.0090 |
0.0046 |
-0.0044 |
-48.9% |
0.0317 |
| ATR |
|
|
|
|
|
| Volume |
15 |
60 |
45 |
300.0% |
326 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0095 |
1.0009 |
|
| R3 |
1.0069 |
1.0049 |
0.9997 |
|
| R2 |
1.0023 |
1.0023 |
0.9992 |
|
| R1 |
1.0003 |
1.0003 |
0.9988 |
0.9990 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9970 |
| S1 |
0.9957 |
0.9957 |
0.9980 |
0.9944 |
| S2 |
0.9931 |
0.9931 |
0.9976 |
|
| S3 |
0.9885 |
0.9911 |
0.9971 |
|
| S4 |
0.9839 |
0.9865 |
0.9959 |
|
|
| 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 |
1.0192 |
|
2.618 |
1.0116 |
|
1.618 |
1.0070 |
|
1.000 |
1.0042 |
|
0.618 |
1.0024 |
|
HIGH |
0.9996 |
|
0.618 |
0.9978 |
|
0.500 |
0.9973 |
|
0.382 |
0.9968 |
|
LOW |
0.9950 |
|
0.618 |
0.9922 |
|
1.000 |
0.9904 |
|
1.618 |
0.9876 |
|
2.618 |
0.9830 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9990 |
| PP |
0.9977 |
0.9988 |
| S1 |
0.9973 |
0.9986 |
|