CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9739 |
-0.0051 |
-0.5% |
0.9996 |
| High |
0.9793 |
0.9797 |
0.0004 |
0.0% |
0.9996 |
| Low |
0.9740 |
0.9721 |
-0.0019 |
-0.2% |
0.9721 |
| Close |
0.9747 |
0.9760 |
0.0013 |
0.1% |
0.9760 |
| Range |
0.0053 |
0.0076 |
0.0023 |
43.4% |
0.0275 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
196 |
53 |
-143 |
-73.0% |
439 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9950 |
0.9802 |
|
| R3 |
0.9911 |
0.9874 |
0.9781 |
|
| R2 |
0.9835 |
0.9835 |
0.9774 |
|
| R1 |
0.9798 |
0.9798 |
0.9767 |
0.9817 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9769 |
| S1 |
0.9722 |
0.9722 |
0.9753 |
0.9741 |
| S2 |
0.9683 |
0.9683 |
0.9746 |
|
| S3 |
0.9607 |
0.9646 |
0.9739 |
|
| S4 |
0.9531 |
0.9570 |
0.9718 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0480 |
0.9911 |
|
| R3 |
1.0376 |
1.0205 |
0.9836 |
|
| R2 |
1.0101 |
1.0101 |
0.9810 |
|
| R1 |
0.9930 |
0.9930 |
0.9785 |
0.9878 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9800 |
| S1 |
0.9655 |
0.9655 |
0.9735 |
0.9603 |
| S2 |
0.9551 |
0.9551 |
0.9710 |
|
| S3 |
0.9276 |
0.9380 |
0.9684 |
|
| S4 |
0.9001 |
0.9105 |
0.9609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0120 |
|
2.618 |
0.9996 |
|
1.618 |
0.9920 |
|
1.000 |
0.9873 |
|
0.618 |
0.9844 |
|
HIGH |
0.9797 |
|
0.618 |
0.9768 |
|
0.500 |
0.9759 |
|
0.382 |
0.9750 |
|
LOW |
0.9721 |
|
0.618 |
0.9674 |
|
1.000 |
0.9645 |
|
1.618 |
0.9598 |
|
2.618 |
0.9522 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9780 |
| PP |
0.9759 |
0.9773 |
| S1 |
0.9759 |
0.9767 |
|