CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9790 |
-0.0049 |
-0.5% |
0.9781 |
| High |
0.9839 |
0.9793 |
-0.0046 |
-0.5% |
1.0045 |
| Low |
0.9765 |
0.9740 |
-0.0025 |
-0.3% |
0.9728 |
| Close |
0.9798 |
0.9747 |
-0.0051 |
-0.5% |
1.0023 |
| Range |
0.0074 |
0.0053 |
-0.0021 |
-28.4% |
0.0317 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
124 |
196 |
72 |
58.1% |
326 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9886 |
0.9776 |
|
| R3 |
0.9866 |
0.9833 |
0.9762 |
|
| R2 |
0.9813 |
0.9813 |
0.9757 |
|
| R1 |
0.9780 |
0.9780 |
0.9752 |
0.9770 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9755 |
| S1 |
0.9727 |
0.9727 |
0.9742 |
0.9717 |
| S2 |
0.9707 |
0.9707 |
0.9737 |
|
| S3 |
0.9654 |
0.9674 |
0.9732 |
|
| S4 |
0.9601 |
0.9621 |
0.9718 |
|
|
| 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 |
1.0018 |
|
2.618 |
0.9932 |
|
1.618 |
0.9879 |
|
1.000 |
0.9846 |
|
0.618 |
0.9826 |
|
HIGH |
0.9793 |
|
0.618 |
0.9773 |
|
0.500 |
0.9767 |
|
0.382 |
0.9760 |
|
LOW |
0.9740 |
|
0.618 |
0.9707 |
|
1.000 |
0.9687 |
|
1.618 |
0.9654 |
|
2.618 |
0.9601 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9839 |
| PP |
0.9760 |
0.9808 |
| S1 |
0.9754 |
0.9778 |
|