CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9699 |
0.9829 |
0.0130 |
1.3% |
0.9774 |
High |
0.9810 |
0.9878 |
0.0068 |
0.7% |
0.9826 |
Low |
0.9683 |
0.9806 |
0.0123 |
1.3% |
0.9625 |
Close |
0.9802 |
0.9814 |
0.0012 |
0.1% |
0.9711 |
Range |
0.0127 |
0.0072 |
-0.0055 |
-43.3% |
0.0201 |
ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
204 |
87 |
-117 |
-57.4% |
518 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0049 |
1.0003 |
0.9854 |
|
R3 |
0.9977 |
0.9931 |
0.9834 |
|
R2 |
0.9905 |
0.9905 |
0.9827 |
|
R1 |
0.9859 |
0.9859 |
0.9821 |
0.9846 |
PP |
0.9833 |
0.9833 |
0.9833 |
0.9826 |
S1 |
0.9787 |
0.9787 |
0.9807 |
0.9774 |
S2 |
0.9761 |
0.9761 |
0.9801 |
|
S3 |
0.9689 |
0.9715 |
0.9794 |
|
S4 |
0.9617 |
0.9643 |
0.9774 |
|
|
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 |
1.0184 |
2.618 |
1.0066 |
1.618 |
0.9994 |
1.000 |
0.9950 |
0.618 |
0.9922 |
HIGH |
0.9878 |
0.618 |
0.9850 |
0.500 |
0.9842 |
0.382 |
0.9834 |
LOW |
0.9806 |
0.618 |
0.9762 |
1.000 |
0.9734 |
1.618 |
0.9690 |
2.618 |
0.9618 |
4.250 |
0.9500 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9842 |
0.9801 |
PP |
0.9833 |
0.9788 |
S1 |
0.9823 |
0.9775 |
|