CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8688 |
0.8650 |
-0.0038 |
-0.4% |
0.8811 |
| High |
0.8688 |
0.8650 |
-0.0038 |
-0.4% |
0.8811 |
| Low |
0.8688 |
0.8650 |
-0.0038 |
-0.4% |
0.8650 |
| Close |
0.8688 |
0.8643 |
-0.0045 |
-0.5% |
0.8632 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8648 |
0.8645 |
0.8643 |
|
| R3 |
0.8648 |
0.8645 |
0.8643 |
|
| R2 |
0.8648 |
0.8648 |
0.8643 |
|
| R1 |
0.8645 |
0.8645 |
0.8643 |
0.8647 |
| PP |
0.8648 |
0.8648 |
0.8648 |
0.8648 |
| S1 |
0.8645 |
0.8645 |
0.8643 |
0.8647 |
| S2 |
0.8648 |
0.8648 |
0.8643 |
|
| S3 |
0.8648 |
0.8645 |
0.8643 |
|
| S4 |
0.8648 |
0.8645 |
0.8643 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9067 |
0.8721 |
|
| R3 |
0.9020 |
0.8906 |
0.8676 |
|
| R2 |
0.8859 |
0.8859 |
0.8662 |
|
| R1 |
0.8745 |
0.8745 |
0.8647 |
0.8722 |
| PP |
0.8698 |
0.8698 |
0.8698 |
0.8686 |
| S1 |
0.8584 |
0.8584 |
0.8617 |
0.8561 |
| S2 |
0.8537 |
0.8537 |
0.8602 |
|
| S3 |
0.8376 |
0.8423 |
0.8588 |
|
| S4 |
0.8215 |
0.8262 |
0.8543 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8650 |
|
2.618 |
0.8650 |
|
1.618 |
0.8650 |
|
1.000 |
0.8650 |
|
0.618 |
0.8650 |
|
HIGH |
0.8650 |
|
0.618 |
0.8650 |
|
0.500 |
0.8650 |
|
0.382 |
0.8650 |
|
LOW |
0.8650 |
|
0.618 |
0.8650 |
|
1.000 |
0.8650 |
|
1.618 |
0.8650 |
|
2.618 |
0.8650 |
|
4.250 |
0.8650 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8650 |
0.8669 |
| PP |
0.8648 |
0.8660 |
| S1 |
0.8645 |
0.8652 |
|