CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9820 |
0.0040 |
0.4% |
0.9699 |
| High |
0.9814 |
0.9820 |
0.0006 |
0.1% |
0.9878 |
| Low |
0.9780 |
0.9719 |
-0.0061 |
-0.6% |
0.9662 |
| Close |
0.9789 |
0.9760 |
-0.0029 |
-0.3% |
0.9720 |
| Range |
0.0034 |
0.0101 |
0.0067 |
197.1% |
0.0216 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.9% |
0.0000 |
| Volume |
114 |
96 |
-18 |
-15.8% |
475 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0016 |
0.9816 |
|
| R3 |
0.9968 |
0.9915 |
0.9788 |
|
| R2 |
0.9867 |
0.9867 |
0.9779 |
|
| R1 |
0.9814 |
0.9814 |
0.9769 |
0.9790 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9755 |
| S1 |
0.9713 |
0.9713 |
0.9751 |
0.9689 |
| S2 |
0.9665 |
0.9665 |
0.9741 |
|
| S3 |
0.9564 |
0.9612 |
0.9732 |
|
| S4 |
0.9463 |
0.9511 |
0.9704 |
|
|
| 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 |
1.0249 |
|
2.618 |
1.0084 |
|
1.618 |
0.9983 |
|
1.000 |
0.9921 |
|
0.618 |
0.9882 |
|
HIGH |
0.9820 |
|
0.618 |
0.9781 |
|
0.500 |
0.9770 |
|
0.382 |
0.9758 |
|
LOW |
0.9719 |
|
0.618 |
0.9657 |
|
1.000 |
0.9618 |
|
1.618 |
0.9556 |
|
2.618 |
0.9455 |
|
4.250 |
0.9290 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9770 |
| PP |
0.9766 |
0.9766 |
| S1 |
0.9763 |
0.9763 |
|