CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9713 |
0.9787 |
0.0074 |
0.8% |
0.9699 |
High |
0.9831 |
0.9818 |
-0.0013 |
-0.1% |
0.9878 |
Low |
0.9699 |
0.9723 |
0.0024 |
0.2% |
0.9662 |
Close |
0.9807 |
0.9755 |
-0.0052 |
-0.5% |
0.9720 |
Range |
0.0132 |
0.0095 |
-0.0037 |
-28.0% |
0.0216 |
ATR |
0.0091 |
0.0092 |
0.0000 |
0.3% |
0.0000 |
Volume |
27 |
63 |
36 |
133.3% |
475 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0050 |
0.9998 |
0.9807 |
|
R3 |
0.9955 |
0.9903 |
0.9781 |
|
R2 |
0.9860 |
0.9860 |
0.9772 |
|
R1 |
0.9808 |
0.9808 |
0.9764 |
0.9787 |
PP |
0.9765 |
0.9765 |
0.9765 |
0.9755 |
S1 |
0.9713 |
0.9713 |
0.9746 |
0.9692 |
S2 |
0.9670 |
0.9670 |
0.9738 |
|
S3 |
0.9575 |
0.9618 |
0.9729 |
|
S4 |
0.9480 |
0.9523 |
0.9703 |
|
|
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 |
1.0222 |
2.618 |
1.0067 |
1.618 |
0.9972 |
1.000 |
0.9913 |
0.618 |
0.9877 |
HIGH |
0.9818 |
0.618 |
0.9782 |
0.500 |
0.9771 |
0.382 |
0.9759 |
LOW |
0.9723 |
0.618 |
0.9664 |
1.000 |
0.9628 |
1.618 |
0.9569 |
2.618 |
0.9474 |
4.250 |
0.9319 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9771 |
0.9760 |
PP |
0.9765 |
0.9758 |
S1 |
0.9760 |
0.9757 |
|