CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9829 |
0.9810 |
-0.0019 |
-0.2% |
0.9774 |
| High |
0.9878 |
0.9810 |
-0.0068 |
-0.7% |
0.9826 |
| Low |
0.9806 |
0.9662 |
-0.0144 |
-1.5% |
0.9625 |
| Close |
0.9814 |
0.9704 |
-0.0110 |
-1.1% |
0.9711 |
| Range |
0.0072 |
0.0148 |
0.0076 |
105.6% |
0.0201 |
| ATR |
0.0087 |
0.0091 |
0.0005 |
5.4% |
0.0000 |
| Volume |
87 |
45 |
-42 |
-48.3% |
518 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0169 |
1.0085 |
0.9785 |
|
| R3 |
1.0021 |
0.9937 |
0.9745 |
|
| R2 |
0.9873 |
0.9873 |
0.9731 |
|
| R1 |
0.9789 |
0.9789 |
0.9718 |
0.9757 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9710 |
| S1 |
0.9641 |
0.9641 |
0.9690 |
0.9609 |
| S2 |
0.9577 |
0.9577 |
0.9677 |
|
| S3 |
0.9429 |
0.9493 |
0.9663 |
|
| S4 |
0.9281 |
0.9345 |
0.9623 |
|
|
| 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 |
1.0439 |
|
2.618 |
1.0197 |
|
1.618 |
1.0049 |
|
1.000 |
0.9958 |
|
0.618 |
0.9901 |
|
HIGH |
0.9810 |
|
0.618 |
0.9753 |
|
0.500 |
0.9736 |
|
0.382 |
0.9719 |
|
LOW |
0.9662 |
|
0.618 |
0.9571 |
|
1.000 |
0.9514 |
|
1.618 |
0.9423 |
|
2.618 |
0.9275 |
|
4.250 |
0.9033 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9770 |
| PP |
0.9725 |
0.9748 |
| S1 |
0.9715 |
0.9726 |
|