CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8889 |
0.8819 |
-0.0070 |
-0.8% |
0.8765 |
| High |
0.8965 |
0.8849 |
-0.0116 |
-1.3% |
0.8923 |
| Low |
0.8775 |
0.8755 |
-0.0020 |
-0.2% |
0.8765 |
| Close |
0.8802 |
0.8816 |
0.0014 |
0.2% |
0.8875 |
| Range |
0.0190 |
0.0094 |
-0.0096 |
-50.5% |
0.0158 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
278 |
2,045 |
1,767 |
635.6% |
2,948 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9089 |
0.9046 |
0.8868 |
|
| R3 |
0.8995 |
0.8952 |
0.8842 |
|
| R2 |
0.8901 |
0.8901 |
0.8833 |
|
| R1 |
0.8858 |
0.8858 |
0.8825 |
0.8833 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8794 |
| S1 |
0.8764 |
0.8764 |
0.8807 |
0.8739 |
| S2 |
0.8713 |
0.8713 |
0.8799 |
|
| S3 |
0.8619 |
0.8670 |
0.8790 |
|
| S4 |
0.8525 |
0.8576 |
0.8764 |
|
|
| 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 |
0.9249 |
|
2.618 |
0.9095 |
|
1.618 |
0.9001 |
|
1.000 |
0.8943 |
|
0.618 |
0.8907 |
|
HIGH |
0.8849 |
|
0.618 |
0.8813 |
|
0.500 |
0.8802 |
|
0.382 |
0.8791 |
|
LOW |
0.8755 |
|
0.618 |
0.8697 |
|
1.000 |
0.8661 |
|
1.618 |
0.8603 |
|
2.618 |
0.8509 |
|
4.250 |
0.8356 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8811 |
0.8860 |
| PP |
0.8807 |
0.8845 |
| S1 |
0.8802 |
0.8831 |
|