CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9739 |
0.9774 |
0.0035 |
0.4% |
0.9996 |
| High |
0.9797 |
0.9778 |
-0.0019 |
-0.2% |
0.9996 |
| Low |
0.9721 |
0.9700 |
-0.0021 |
-0.2% |
0.9721 |
| Close |
0.9760 |
0.9771 |
0.0011 |
0.1% |
0.9760 |
| Range |
0.0076 |
0.0078 |
0.0002 |
2.6% |
0.0275 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.3% |
0.0000 |
| Volume |
53 |
106 |
53 |
100.0% |
439 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9955 |
0.9814 |
|
| R3 |
0.9906 |
0.9877 |
0.9792 |
|
| R2 |
0.9828 |
0.9828 |
0.9785 |
|
| R1 |
0.9799 |
0.9799 |
0.9778 |
0.9775 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9737 |
| S1 |
0.9721 |
0.9721 |
0.9764 |
0.9697 |
| S2 |
0.9672 |
0.9672 |
0.9757 |
|
| S3 |
0.9594 |
0.9643 |
0.9750 |
|
| S4 |
0.9516 |
0.9565 |
0.9728 |
|
|
| 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 |
1.0110 |
|
2.618 |
0.9982 |
|
1.618 |
0.9904 |
|
1.000 |
0.9856 |
|
0.618 |
0.9826 |
|
HIGH |
0.9778 |
|
0.618 |
0.9748 |
|
0.500 |
0.9739 |
|
0.382 |
0.9730 |
|
LOW |
0.9700 |
|
0.618 |
0.9652 |
|
1.000 |
0.9622 |
|
1.618 |
0.9574 |
|
2.618 |
0.9496 |
|
4.250 |
0.9369 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9764 |
| PP |
0.9750 |
0.9756 |
| S1 |
0.9739 |
0.9749 |
|