CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8936 |
0.0025 |
0.3% |
0.8894 |
| High |
0.8956 |
0.8985 |
0.0029 |
0.3% |
0.8965 |
| Low |
0.8857 |
0.8910 |
0.0053 |
0.6% |
0.8703 |
| Close |
0.8938 |
0.8950 |
0.0012 |
0.1% |
0.8870 |
| Range |
0.0099 |
0.0075 |
-0.0024 |
-24.2% |
0.0262 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
748 |
3,691 |
2,943 |
393.4% |
6,338 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9137 |
0.8991 |
|
| R3 |
0.9098 |
0.9062 |
0.8971 |
|
| R2 |
0.9023 |
0.9023 |
0.8964 |
|
| R1 |
0.8987 |
0.8987 |
0.8957 |
0.9005 |
| PP |
0.8948 |
0.8948 |
0.8948 |
0.8958 |
| S1 |
0.8912 |
0.8912 |
0.8943 |
0.8930 |
| S2 |
0.8873 |
0.8873 |
0.8936 |
|
| S3 |
0.8798 |
0.8837 |
0.8929 |
|
| S4 |
0.8723 |
0.8762 |
0.8909 |
|
|
| 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 |
0.9304 |
|
2.618 |
0.9181 |
|
1.618 |
0.9106 |
|
1.000 |
0.9060 |
|
0.618 |
0.9031 |
|
HIGH |
0.8985 |
|
0.618 |
0.8956 |
|
0.500 |
0.8948 |
|
0.382 |
0.8939 |
|
LOW |
0.8910 |
|
0.618 |
0.8864 |
|
1.000 |
0.8835 |
|
1.618 |
0.8789 |
|
2.618 |
0.8714 |
|
4.250 |
0.8591 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8949 |
0.8937 |
| PP |
0.8948 |
0.8924 |
| S1 |
0.8948 |
0.8912 |
|