CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8525 |
0.8670 |
0.0145 |
1.7% |
0.8711 |
| High |
0.8680 |
0.8674 |
-0.0006 |
-0.1% |
0.8790 |
| Low |
0.8525 |
0.8598 |
0.0073 |
0.9% |
0.8474 |
| Close |
0.8641 |
0.8655 |
0.0014 |
0.2% |
0.8525 |
| Range |
0.0155 |
0.0076 |
-0.0079 |
-51.0% |
0.0316 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
361 |
856 |
495 |
137.1% |
2,710 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8870 |
0.8839 |
0.8697 |
|
| R3 |
0.8794 |
0.8763 |
0.8676 |
|
| R2 |
0.8718 |
0.8718 |
0.8669 |
|
| R1 |
0.8687 |
0.8687 |
0.8662 |
0.8665 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8631 |
| S1 |
0.8611 |
0.8611 |
0.8648 |
0.8589 |
| S2 |
0.8566 |
0.8566 |
0.8641 |
|
| S3 |
0.8490 |
0.8535 |
0.8634 |
|
| S4 |
0.8414 |
0.8459 |
0.8613 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9544 |
0.9351 |
0.8699 |
|
| R3 |
0.9228 |
0.9035 |
0.8612 |
|
| R2 |
0.8912 |
0.8912 |
0.8583 |
|
| R1 |
0.8719 |
0.8719 |
0.8554 |
0.8658 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8566 |
| S1 |
0.8403 |
0.8403 |
0.8496 |
0.8342 |
| S2 |
0.8280 |
0.8280 |
0.8467 |
|
| S3 |
0.7964 |
0.8087 |
0.8438 |
|
| S4 |
0.7648 |
0.7771 |
0.8351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8997 |
|
2.618 |
0.8873 |
|
1.618 |
0.8797 |
|
1.000 |
0.8750 |
|
0.618 |
0.8721 |
|
HIGH |
0.8674 |
|
0.618 |
0.8645 |
|
0.500 |
0.8636 |
|
0.382 |
0.8627 |
|
LOW |
0.8598 |
|
0.618 |
0.8551 |
|
1.000 |
0.8522 |
|
1.618 |
0.8475 |
|
2.618 |
0.8399 |
|
4.250 |
0.8275 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8649 |
0.8638 |
| PP |
0.8642 |
0.8620 |
| S1 |
0.8636 |
0.8603 |
|