CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8779 |
0.8878 |
0.0099 |
1.1% |
0.8894 |
| High |
0.8877 |
0.8913 |
0.0036 |
0.4% |
0.8965 |
| Low |
0.8765 |
0.8838 |
0.0073 |
0.8% |
0.8703 |
| Close |
0.8870 |
0.8908 |
0.0038 |
0.4% |
0.8870 |
| Range |
0.0112 |
0.0075 |
-0.0037 |
-33.0% |
0.0262 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
1,847 |
900 |
-947 |
-51.3% |
6,338 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9085 |
0.8949 |
|
| R3 |
0.9036 |
0.9010 |
0.8929 |
|
| R2 |
0.8961 |
0.8961 |
0.8922 |
|
| R1 |
0.8935 |
0.8935 |
0.8915 |
0.8948 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8893 |
| S1 |
0.8860 |
0.8860 |
0.8901 |
0.8873 |
| S2 |
0.8811 |
0.8811 |
0.8894 |
|
| S3 |
0.8736 |
0.8785 |
0.8887 |
|
| S4 |
0.8661 |
0.8710 |
0.8867 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9513 |
0.9014 |
|
| R3 |
0.9370 |
0.9251 |
0.8942 |
|
| R2 |
0.9108 |
0.9108 |
0.8918 |
|
| R1 |
0.8989 |
0.8989 |
0.8894 |
0.8918 |
| PP |
0.8846 |
0.8846 |
0.8846 |
0.8810 |
| S1 |
0.8727 |
0.8727 |
0.8846 |
0.8656 |
| S2 |
0.8584 |
0.8584 |
0.8822 |
|
| S3 |
0.8322 |
0.8465 |
0.8798 |
|
| S4 |
0.8060 |
0.8203 |
0.8726 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9109 |
|
1.618 |
0.9034 |
|
1.000 |
0.8988 |
|
0.618 |
0.8959 |
|
HIGH |
0.8913 |
|
0.618 |
0.8884 |
|
0.500 |
0.8876 |
|
0.382 |
0.8867 |
|
LOW |
0.8838 |
|
0.618 |
0.8792 |
|
1.000 |
0.8763 |
|
1.618 |
0.8717 |
|
2.618 |
0.8642 |
|
4.250 |
0.8519 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8897 |
0.8875 |
| PP |
0.8886 |
0.8841 |
| S1 |
0.8876 |
0.8808 |
|