CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9763 |
0.9699 |
-0.0064 |
-0.7% |
0.9774 |
High |
0.9799 |
0.9810 |
0.0011 |
0.1% |
0.9826 |
Low |
0.9671 |
0.9683 |
0.0012 |
0.1% |
0.9625 |
Close |
0.9711 |
0.9802 |
0.0091 |
0.9% |
0.9711 |
Range |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0201 |
ATR |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0000 |
Volume |
76 |
204 |
128 |
168.4% |
518 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0146 |
1.0101 |
0.9872 |
|
R3 |
1.0019 |
0.9974 |
0.9837 |
|
R2 |
0.9892 |
0.9892 |
0.9825 |
|
R1 |
0.9847 |
0.9847 |
0.9814 |
0.9870 |
PP |
0.9765 |
0.9765 |
0.9765 |
0.9776 |
S1 |
0.9720 |
0.9720 |
0.9790 |
0.9743 |
S2 |
0.9638 |
0.9638 |
0.9779 |
|
S3 |
0.9511 |
0.9593 |
0.9767 |
|
S4 |
0.9384 |
0.9466 |
0.9732 |
|
|
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 |
1.0350 |
2.618 |
1.0142 |
1.618 |
1.0015 |
1.000 |
0.9937 |
0.618 |
0.9888 |
HIGH |
0.9810 |
0.618 |
0.9761 |
0.500 |
0.9747 |
0.382 |
0.9732 |
LOW |
0.9683 |
0.618 |
0.9605 |
1.000 |
0.9556 |
1.618 |
0.9478 |
2.618 |
0.9351 |
4.250 |
0.9143 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9784 |
0.9784 |
PP |
0.9765 |
0.9766 |
S1 |
0.9747 |
0.9749 |
|