CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9768 |
0.9763 |
-0.0005 |
-0.1% |
0.9774 |
High |
0.9826 |
0.9799 |
-0.0027 |
-0.3% |
0.9826 |
Low |
0.9759 |
0.9671 |
-0.0088 |
-0.9% |
0.9625 |
Close |
0.9792 |
0.9711 |
-0.0081 |
-0.8% |
0.9711 |
Range |
0.0067 |
0.0128 |
0.0061 |
91.0% |
0.0201 |
ATR |
0.0081 |
0.0085 |
0.0003 |
4.1% |
0.0000 |
Volume |
138 |
76 |
-62 |
-44.9% |
518 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0111 |
1.0039 |
0.9781 |
|
R3 |
0.9983 |
0.9911 |
0.9746 |
|
R2 |
0.9855 |
0.9855 |
0.9734 |
|
R1 |
0.9783 |
0.9783 |
0.9723 |
0.9755 |
PP |
0.9727 |
0.9727 |
0.9727 |
0.9713 |
S1 |
0.9655 |
0.9655 |
0.9699 |
0.9627 |
S2 |
0.9599 |
0.9599 |
0.9688 |
|
S3 |
0.9471 |
0.9527 |
0.9676 |
|
S4 |
0.9343 |
0.9399 |
0.9641 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0324 |
1.0218 |
0.9822 |
|
R3 |
1.0123 |
1.0017 |
0.9766 |
|
R2 |
0.9922 |
0.9922 |
0.9748 |
|
R1 |
0.9816 |
0.9816 |
0.9729 |
0.9769 |
PP |
0.9721 |
0.9721 |
0.9721 |
0.9697 |
S1 |
0.9615 |
0.9615 |
0.9693 |
0.9568 |
S2 |
0.9520 |
0.9520 |
0.9674 |
|
S3 |
0.9319 |
0.9414 |
0.9656 |
|
S4 |
0.9118 |
0.9213 |
0.9600 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0343 |
2.618 |
1.0134 |
1.618 |
1.0006 |
1.000 |
0.9927 |
0.618 |
0.9878 |
HIGH |
0.9799 |
0.618 |
0.9750 |
0.500 |
0.9735 |
0.382 |
0.9720 |
LOW |
0.9671 |
0.618 |
0.9592 |
1.000 |
0.9543 |
1.618 |
0.9464 |
2.618 |
0.9336 |
4.250 |
0.9127 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9735 |
0.9726 |
PP |
0.9727 |
0.9721 |
S1 |
0.9719 |
0.9716 |
|