CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8670 |
0.8661 |
-0.0009 |
-0.1% |
0.8711 |
| High |
0.8674 |
0.8804 |
0.0130 |
1.5% |
0.8790 |
| Low |
0.8598 |
0.8661 |
0.0063 |
0.7% |
0.8474 |
| Close |
0.8655 |
0.8801 |
0.0146 |
1.7% |
0.8525 |
| Range |
0.0076 |
0.0143 |
0.0067 |
88.2% |
0.0316 |
| ATR |
0.0103 |
0.0107 |
0.0003 |
3.2% |
0.0000 |
| Volume |
856 |
385 |
-471 |
-55.0% |
2,710 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9184 |
0.9136 |
0.8880 |
|
| R3 |
0.9041 |
0.8993 |
0.8840 |
|
| R2 |
0.8898 |
0.8898 |
0.8827 |
|
| R1 |
0.8850 |
0.8850 |
0.8814 |
0.8874 |
| PP |
0.8755 |
0.8755 |
0.8755 |
0.8768 |
| S1 |
0.8707 |
0.8707 |
0.8788 |
0.8731 |
| S2 |
0.8612 |
0.8612 |
0.8775 |
|
| S3 |
0.8469 |
0.8564 |
0.8762 |
|
| S4 |
0.8326 |
0.8421 |
0.8722 |
|
|
| 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 |
0.9412 |
|
2.618 |
0.9178 |
|
1.618 |
0.9035 |
|
1.000 |
0.8947 |
|
0.618 |
0.8892 |
|
HIGH |
0.8804 |
|
0.618 |
0.8749 |
|
0.500 |
0.8733 |
|
0.382 |
0.8716 |
|
LOW |
0.8661 |
|
0.618 |
0.8573 |
|
1.000 |
0.8518 |
|
1.618 |
0.8430 |
|
2.618 |
0.8287 |
|
4.250 |
0.8053 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8778 |
0.8756 |
| PP |
0.8755 |
0.8710 |
| S1 |
0.8733 |
0.8665 |
|