CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9689 |
0.9713 |
0.0024 |
0.2% |
0.9699 |
| High |
0.9735 |
0.9831 |
0.0096 |
1.0% |
0.9878 |
| Low |
0.9689 |
0.9699 |
0.0010 |
0.1% |
0.9662 |
| Close |
0.9720 |
0.9807 |
0.0087 |
0.9% |
0.9720 |
| Range |
0.0046 |
0.0132 |
0.0086 |
187.0% |
0.0216 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.5% |
0.0000 |
| Volume |
139 |
27 |
-112 |
-80.6% |
475 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0123 |
0.9880 |
|
| R3 |
1.0043 |
0.9991 |
0.9843 |
|
| R2 |
0.9911 |
0.9911 |
0.9831 |
|
| R1 |
0.9859 |
0.9859 |
0.9819 |
0.9885 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9792 |
| S1 |
0.9727 |
0.9727 |
0.9795 |
0.9753 |
| S2 |
0.9647 |
0.9647 |
0.9783 |
|
| S3 |
0.9515 |
0.9595 |
0.9771 |
|
| S4 |
0.9383 |
0.9463 |
0.9734 |
|
|
| 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 |
1.0392 |
|
2.618 |
1.0177 |
|
1.618 |
1.0045 |
|
1.000 |
0.9963 |
|
0.618 |
0.9913 |
|
HIGH |
0.9831 |
|
0.618 |
0.9781 |
|
0.500 |
0.9765 |
|
0.382 |
0.9749 |
|
LOW |
0.9699 |
|
0.618 |
0.9617 |
|
1.000 |
0.9567 |
|
1.618 |
0.9485 |
|
2.618 |
0.9353 |
|
4.250 |
0.9138 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9787 |
| PP |
0.9779 |
0.9767 |
| S1 |
0.9765 |
0.9747 |
|