CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9625 |
-0.0108 |
-1.1% |
0.9996 |
| High |
0.9733 |
0.9752 |
0.0019 |
0.2% |
0.9996 |
| Low |
0.9644 |
0.9625 |
-0.0019 |
-0.2% |
0.9721 |
| Close |
0.9680 |
0.9776 |
0.0096 |
1.0% |
0.9760 |
| Range |
0.0089 |
0.0127 |
0.0038 |
42.7% |
0.0275 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.4% |
0.0000 |
| Volume |
24 |
174 |
150 |
625.0% |
439 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
1.0064 |
0.9846 |
|
| R3 |
0.9972 |
0.9937 |
0.9811 |
|
| R2 |
0.9845 |
0.9845 |
0.9799 |
|
| R1 |
0.9810 |
0.9810 |
0.9788 |
0.9828 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9726 |
| S1 |
0.9683 |
0.9683 |
0.9764 |
0.9701 |
| S2 |
0.9591 |
0.9591 |
0.9753 |
|
| S3 |
0.9464 |
0.9556 |
0.9741 |
|
| S4 |
0.9337 |
0.9429 |
0.9706 |
|
|
| 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 |
1.0292 |
|
2.618 |
1.0084 |
|
1.618 |
0.9957 |
|
1.000 |
0.9879 |
|
0.618 |
0.9830 |
|
HIGH |
0.9752 |
|
0.618 |
0.9703 |
|
0.500 |
0.9689 |
|
0.382 |
0.9674 |
|
LOW |
0.9625 |
|
0.618 |
0.9547 |
|
1.000 |
0.9498 |
|
1.618 |
0.9420 |
|
2.618 |
0.9293 |
|
4.250 |
0.9085 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9747 |
0.9751 |
| PP |
0.9718 |
0.9726 |
| S1 |
0.9689 |
0.9702 |
|