CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8765 |
0.8899 |
0.0134 |
1.5% |
0.8575 |
| High |
0.8911 |
0.8923 |
0.0012 |
0.1% |
0.8804 |
| Low |
0.8765 |
0.8866 |
0.0101 |
1.2% |
0.8525 |
| Close |
0.8897 |
0.8887 |
-0.0010 |
-0.1% |
0.8773 |
| Range |
0.0146 |
0.0057 |
-0.0089 |
-61.0% |
0.0279 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
1,231 |
535 |
-696 |
-56.5% |
3,112 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9063 |
0.9032 |
0.8918 |
|
| R3 |
0.9006 |
0.8975 |
0.8903 |
|
| R2 |
0.8949 |
0.8949 |
0.8897 |
|
| R1 |
0.8918 |
0.8918 |
0.8892 |
0.8905 |
| PP |
0.8892 |
0.8892 |
0.8892 |
0.8886 |
| S1 |
0.8861 |
0.8861 |
0.8882 |
0.8848 |
| S2 |
0.8835 |
0.8835 |
0.8877 |
|
| S3 |
0.8778 |
0.8804 |
0.8871 |
|
| S4 |
0.8721 |
0.8747 |
0.8856 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9434 |
0.8926 |
|
| R3 |
0.9259 |
0.9155 |
0.8850 |
|
| R2 |
0.8980 |
0.8980 |
0.8824 |
|
| R1 |
0.8876 |
0.8876 |
0.8799 |
0.8928 |
| PP |
0.8701 |
0.8701 |
0.8701 |
0.8727 |
| S1 |
0.8597 |
0.8597 |
0.8747 |
0.8649 |
| S2 |
0.8422 |
0.8422 |
0.8722 |
|
| S3 |
0.8143 |
0.8318 |
0.8696 |
|
| S4 |
0.7864 |
0.8039 |
0.8620 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9165 |
|
2.618 |
0.9072 |
|
1.618 |
0.9015 |
|
1.000 |
0.8980 |
|
0.618 |
0.8958 |
|
HIGH |
0.8923 |
|
0.618 |
0.8901 |
|
0.500 |
0.8895 |
|
0.382 |
0.8888 |
|
LOW |
0.8866 |
|
0.618 |
0.8831 |
|
1.000 |
0.8809 |
|
1.618 |
0.8774 |
|
2.618 |
0.8717 |
|
4.250 |
0.8624 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8895 |
0.8858 |
| PP |
0.8892 |
0.8828 |
| S1 |
0.8890 |
0.8799 |
|