CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
0.9938 |
-0.0058 |
-0.6% |
0.9781 |
| High |
0.9996 |
0.9938 |
-0.0058 |
-0.6% |
1.0045 |
| Low |
0.9950 |
0.9839 |
-0.0111 |
-1.1% |
0.9728 |
| Close |
0.9984 |
0.9848 |
-0.0136 |
-1.4% |
1.0023 |
| Range |
0.0046 |
0.0099 |
0.0053 |
115.2% |
0.0317 |
| ATR |
0.0000 |
0.0076 |
0.0076 |
|
0.0000 |
| Volume |
60 |
6 |
-54 |
-90.0% |
326 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0109 |
0.9902 |
|
| R3 |
1.0073 |
1.0010 |
0.9875 |
|
| R2 |
0.9974 |
0.9974 |
0.9866 |
|
| R1 |
0.9911 |
0.9911 |
0.9857 |
0.9893 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9866 |
| S1 |
0.9812 |
0.9812 |
0.9839 |
0.9794 |
| S2 |
0.9776 |
0.9776 |
0.9830 |
|
| S3 |
0.9677 |
0.9713 |
0.9821 |
|
| S4 |
0.9578 |
0.9614 |
0.9794 |
|
|
| 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 |
1.0359 |
|
2.618 |
1.0197 |
|
1.618 |
1.0098 |
|
1.000 |
1.0037 |
|
0.618 |
0.9999 |
|
HIGH |
0.9938 |
|
0.618 |
0.9900 |
|
0.500 |
0.9889 |
|
0.382 |
0.9877 |
|
LOW |
0.9839 |
|
0.618 |
0.9778 |
|
1.000 |
0.9740 |
|
1.618 |
0.9679 |
|
2.618 |
0.9580 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9889 |
0.9942 |
| PP |
0.9875 |
0.9911 |
| S1 |
0.9862 |
0.9879 |
|