CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8441 |
0.8501 |
0.0060 |
0.7% |
0.8688 |
| High |
0.8441 |
0.8501 |
0.0060 |
0.7% |
0.8688 |
| Low |
0.8441 |
0.8501 |
0.0060 |
0.7% |
0.8441 |
| Close |
0.8441 |
0.8467 |
0.0026 |
0.3% |
0.8441 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
22 |
22 |
0 |
0.0% |
68 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8490 |
0.8478 |
0.8467 |
|
| R3 |
0.8490 |
0.8478 |
0.8467 |
|
| R2 |
0.8490 |
0.8490 |
0.8467 |
|
| R1 |
0.8478 |
0.8478 |
0.8467 |
0.8484 |
| PP |
0.8490 |
0.8490 |
0.8490 |
0.8493 |
| S1 |
0.8478 |
0.8478 |
0.8467 |
0.8484 |
| S2 |
0.8490 |
0.8490 |
0.8467 |
|
| S3 |
0.8490 |
0.8478 |
0.8467 |
|
| S4 |
0.8490 |
0.8478 |
0.8467 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9100 |
0.8577 |
|
| R3 |
0.9017 |
0.8853 |
0.8509 |
|
| R2 |
0.8770 |
0.8770 |
0.8486 |
|
| R1 |
0.8606 |
0.8606 |
0.8464 |
0.8565 |
| PP |
0.8523 |
0.8523 |
0.8523 |
0.8503 |
| S1 |
0.8359 |
0.8359 |
0.8418 |
0.8318 |
| S2 |
0.8276 |
0.8276 |
0.8396 |
|
| S3 |
0.8029 |
0.8112 |
0.8373 |
|
| S4 |
0.7782 |
0.7865 |
0.8305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8501 |
|
2.618 |
0.8501 |
|
1.618 |
0.8501 |
|
1.000 |
0.8501 |
|
0.618 |
0.8501 |
|
HIGH |
0.8501 |
|
0.618 |
0.8501 |
|
0.500 |
0.8501 |
|
0.382 |
0.8501 |
|
LOW |
0.8501 |
|
0.618 |
0.8501 |
|
1.000 |
0.8501 |
|
1.618 |
0.8501 |
|
2.618 |
0.8501 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8501 |
0.8471 |
| PP |
0.8490 |
0.8470 |
| S1 |
0.8478 |
0.8468 |
|