CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8810 |
0.8844 |
0.0034 |
0.4% |
0.8812 |
| High |
0.8810 |
0.8844 |
0.0034 |
0.4% |
0.8812 |
| Low |
0.8810 |
0.8844 |
0.0034 |
0.4% |
0.8680 |
| Close |
0.8815 |
0.8844 |
0.0029 |
0.3% |
0.8779 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
41 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8844 |
0.8844 |
0.8844 |
|
| R3 |
0.8844 |
0.8844 |
0.8844 |
|
| R2 |
0.8844 |
0.8844 |
0.8844 |
|
| R1 |
0.8844 |
0.8844 |
0.8844 |
0.8844 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8844 |
| S1 |
0.8844 |
0.8844 |
0.8844 |
0.8844 |
| S2 |
0.8844 |
0.8844 |
0.8844 |
|
| S3 |
0.8844 |
0.8844 |
0.8844 |
|
| S4 |
0.8844 |
0.8844 |
0.8844 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9153 |
0.9098 |
0.8852 |
|
| R3 |
0.9021 |
0.8966 |
0.8815 |
|
| R2 |
0.8889 |
0.8889 |
0.8803 |
|
| R1 |
0.8834 |
0.8834 |
0.8791 |
0.8796 |
| PP |
0.8757 |
0.8757 |
0.8757 |
0.8738 |
| S1 |
0.8702 |
0.8702 |
0.8767 |
0.8664 |
| S2 |
0.8625 |
0.8625 |
0.8755 |
|
| S3 |
0.8493 |
0.8570 |
0.8743 |
|
| S4 |
0.8361 |
0.8438 |
0.8706 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8844 |
|
2.618 |
0.8844 |
|
1.618 |
0.8844 |
|
1.000 |
0.8844 |
|
0.618 |
0.8844 |
|
HIGH |
0.8844 |
|
0.618 |
0.8844 |
|
0.500 |
0.8844 |
|
0.382 |
0.8844 |
|
LOW |
0.8844 |
|
0.618 |
0.8844 |
|
1.000 |
0.8844 |
|
1.618 |
0.8844 |
|
2.618 |
0.8844 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8844 |
0.8833 |
| PP |
0.8844 |
0.8822 |
| S1 |
0.8844 |
0.8812 |
|