CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9839 |
-0.0099 |
-1.0% |
0.9781 |
| High |
0.9938 |
0.9839 |
-0.0099 |
-1.0% |
1.0045 |
| Low |
0.9839 |
0.9765 |
-0.0074 |
-0.8% |
0.9728 |
| Close |
0.9848 |
0.9798 |
-0.0050 |
-0.5% |
1.0023 |
| Range |
0.0099 |
0.0074 |
-0.0025 |
-25.3% |
0.0317 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
6 |
124 |
118 |
1,966.7% |
326 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
0.9984 |
0.9839 |
|
| R3 |
0.9949 |
0.9910 |
0.9818 |
|
| R2 |
0.9875 |
0.9875 |
0.9812 |
|
| R1 |
0.9836 |
0.9836 |
0.9805 |
0.9819 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9792 |
| S1 |
0.9762 |
0.9762 |
0.9791 |
0.9745 |
| S2 |
0.9727 |
0.9727 |
0.9784 |
|
| S3 |
0.9653 |
0.9688 |
0.9778 |
|
| S4 |
0.9579 |
0.9614 |
0.9757 |
|
|
| 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 |
1.0154 |
|
2.618 |
1.0033 |
|
1.618 |
0.9959 |
|
1.000 |
0.9913 |
|
0.618 |
0.9885 |
|
HIGH |
0.9839 |
|
0.618 |
0.9811 |
|
0.500 |
0.9802 |
|
0.382 |
0.9793 |
|
LOW |
0.9765 |
|
0.618 |
0.9719 |
|
1.000 |
0.9691 |
|
1.618 |
0.9645 |
|
2.618 |
0.9571 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9802 |
0.9881 |
| PP |
0.9801 |
0.9853 |
| S1 |
0.9799 |
0.9826 |
|