CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9700 |
-0.0035 |
-0.4% |
0.9713 |
| High |
0.9824 |
0.9819 |
-0.0005 |
-0.1% |
0.9831 |
| Low |
0.9720 |
0.9699 |
-0.0021 |
-0.2% |
0.9699 |
| Close |
0.9772 |
0.9809 |
0.0037 |
0.4% |
0.9772 |
| Range |
0.0104 |
0.0120 |
0.0016 |
15.4% |
0.0132 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
53 |
189 |
136 |
256.6% |
353 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0092 |
0.9875 |
|
| R3 |
1.0016 |
0.9972 |
0.9842 |
|
| R2 |
0.9896 |
0.9896 |
0.9831 |
|
| R1 |
0.9852 |
0.9852 |
0.9820 |
0.9874 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9787 |
| S1 |
0.9732 |
0.9732 |
0.9798 |
0.9754 |
| S2 |
0.9656 |
0.9656 |
0.9787 |
|
| S3 |
0.9536 |
0.9612 |
0.9776 |
|
| S4 |
0.9416 |
0.9492 |
0.9743 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0100 |
0.9845 |
|
| R3 |
1.0031 |
0.9968 |
0.9808 |
|
| R2 |
0.9899 |
0.9899 |
0.9796 |
|
| R1 |
0.9836 |
0.9836 |
0.9784 |
0.9868 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9783 |
| S1 |
0.9704 |
0.9704 |
0.9760 |
0.9736 |
| S2 |
0.9635 |
0.9635 |
0.9748 |
|
| S3 |
0.9503 |
0.9572 |
0.9736 |
|
| S4 |
0.9371 |
0.9440 |
0.9699 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0133 |
|
1.618 |
1.0013 |
|
1.000 |
0.9939 |
|
0.618 |
0.9893 |
|
HIGH |
0.9819 |
|
0.618 |
0.9773 |
|
0.500 |
0.9759 |
|
0.382 |
0.9745 |
|
LOW |
0.9699 |
|
0.618 |
0.9625 |
|
1.000 |
0.9579 |
|
1.618 |
0.9505 |
|
2.618 |
0.9385 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9792 |
0.9793 |
| PP |
0.9776 |
0.9777 |
| S1 |
0.9759 |
0.9762 |
|