CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9810 |
0.9689 |
-0.0121 |
-1.2% |
0.9699 |
High |
0.9810 |
0.9735 |
-0.0075 |
-0.8% |
0.9878 |
Low |
0.9662 |
0.9689 |
0.0027 |
0.3% |
0.9662 |
Close |
0.9704 |
0.9720 |
0.0016 |
0.2% |
0.9720 |
Range |
0.0148 |
0.0046 |
-0.0102 |
-68.9% |
0.0216 |
ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
45 |
139 |
94 |
208.9% |
475 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9853 |
0.9832 |
0.9745 |
|
R3 |
0.9807 |
0.9786 |
0.9733 |
|
R2 |
0.9761 |
0.9761 |
0.9728 |
|
R1 |
0.9740 |
0.9740 |
0.9724 |
0.9751 |
PP |
0.9715 |
0.9715 |
0.9715 |
0.9720 |
S1 |
0.9694 |
0.9694 |
0.9716 |
0.9705 |
S2 |
0.9669 |
0.9669 |
0.9712 |
|
S3 |
0.9623 |
0.9648 |
0.9707 |
|
S4 |
0.9577 |
0.9602 |
0.9695 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0401 |
1.0277 |
0.9839 |
|
R3 |
1.0185 |
1.0061 |
0.9779 |
|
R2 |
0.9969 |
0.9969 |
0.9760 |
|
R1 |
0.9845 |
0.9845 |
0.9740 |
0.9907 |
PP |
0.9753 |
0.9753 |
0.9753 |
0.9785 |
S1 |
0.9629 |
0.9629 |
0.9700 |
0.9691 |
S2 |
0.9537 |
0.9537 |
0.9680 |
|
S3 |
0.9321 |
0.9413 |
0.9661 |
|
S4 |
0.9105 |
0.9197 |
0.9601 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9931 |
2.618 |
0.9855 |
1.618 |
0.9809 |
1.000 |
0.9781 |
0.618 |
0.9763 |
HIGH |
0.9735 |
0.618 |
0.9717 |
0.500 |
0.9712 |
0.382 |
0.9707 |
LOW |
0.9689 |
0.618 |
0.9661 |
1.000 |
0.9643 |
1.618 |
0.9615 |
2.618 |
0.9569 |
4.250 |
0.9494 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9717 |
0.9770 |
PP |
0.9715 |
0.9753 |
S1 |
0.9712 |
0.9737 |
|