CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8803 |
0.8894 |
0.0091 |
1.0% |
0.8765 |
| High |
0.8885 |
0.8913 |
0.0028 |
0.3% |
0.8923 |
| Low |
0.8774 |
0.8875 |
0.0101 |
1.2% |
0.8765 |
| Close |
0.8875 |
0.8904 |
0.0029 |
0.3% |
0.8875 |
| Range |
0.0111 |
0.0038 |
-0.0073 |
-65.8% |
0.0158 |
| ATR |
0.0109 |
0.0104 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
856 |
691 |
-165 |
-19.3% |
2,948 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9011 |
0.8996 |
0.8925 |
|
| R3 |
0.8973 |
0.8958 |
0.8914 |
|
| R2 |
0.8935 |
0.8935 |
0.8911 |
|
| R1 |
0.8920 |
0.8920 |
0.8907 |
0.8928 |
| PP |
0.8897 |
0.8897 |
0.8897 |
0.8901 |
| S1 |
0.8882 |
0.8882 |
0.8901 |
0.8890 |
| S2 |
0.8859 |
0.8859 |
0.8897 |
|
| S3 |
0.8821 |
0.8844 |
0.8894 |
|
| S4 |
0.8783 |
0.8806 |
0.8883 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9260 |
0.8962 |
|
| R3 |
0.9170 |
0.9102 |
0.8918 |
|
| R2 |
0.9012 |
0.9012 |
0.8904 |
|
| R1 |
0.8944 |
0.8944 |
0.8889 |
0.8978 |
| PP |
0.8854 |
0.8854 |
0.8854 |
0.8872 |
| S1 |
0.8786 |
0.8786 |
0.8861 |
0.8820 |
| S2 |
0.8696 |
0.8696 |
0.8846 |
|
| S3 |
0.8538 |
0.8628 |
0.8832 |
|
| S4 |
0.8380 |
0.8470 |
0.8788 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9075 |
|
2.618 |
0.9012 |
|
1.618 |
0.8974 |
|
1.000 |
0.8951 |
|
0.618 |
0.8936 |
|
HIGH |
0.8913 |
|
0.618 |
0.8898 |
|
0.500 |
0.8894 |
|
0.382 |
0.8890 |
|
LOW |
0.8875 |
|
0.618 |
0.8852 |
|
1.000 |
0.8837 |
|
1.618 |
0.8814 |
|
2.618 |
0.8776 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8901 |
0.8885 |
| PP |
0.8897 |
0.8866 |
| S1 |
0.8894 |
0.8847 |
|