CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9733 |
-0.0041 |
-0.4% |
0.9996 |
| High |
0.9778 |
0.9733 |
-0.0045 |
-0.5% |
0.9996 |
| Low |
0.9700 |
0.9644 |
-0.0056 |
-0.6% |
0.9721 |
| Close |
0.9771 |
0.9680 |
-0.0091 |
-0.9% |
0.9760 |
| Range |
0.0078 |
0.0089 |
0.0011 |
14.1% |
0.0275 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
4.9% |
0.0000 |
| Volume |
106 |
24 |
-82 |
-77.4% |
439 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9905 |
0.9729 |
|
| R3 |
0.9864 |
0.9816 |
0.9704 |
|
| R2 |
0.9775 |
0.9775 |
0.9696 |
|
| R1 |
0.9727 |
0.9727 |
0.9688 |
0.9707 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9675 |
| S1 |
0.9638 |
0.9638 |
0.9672 |
0.9618 |
| S2 |
0.9597 |
0.9597 |
0.9664 |
|
| S3 |
0.9508 |
0.9549 |
0.9656 |
|
| S4 |
0.9419 |
0.9460 |
0.9631 |
|
|
| 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 |
1.0111 |
|
2.618 |
0.9966 |
|
1.618 |
0.9877 |
|
1.000 |
0.9822 |
|
0.618 |
0.9788 |
|
HIGH |
0.9733 |
|
0.618 |
0.9699 |
|
0.500 |
0.9689 |
|
0.382 |
0.9678 |
|
LOW |
0.9644 |
|
0.618 |
0.9589 |
|
1.000 |
0.9555 |
|
1.618 |
0.9500 |
|
2.618 |
0.9411 |
|
4.250 |
0.9266 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9689 |
0.9721 |
| PP |
0.9686 |
0.9707 |
| S1 |
0.9683 |
0.9694 |
|