CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8783 |
0.8711 |
-0.0072 |
-0.8% |
0.8913 |
| High |
0.8824 |
0.8790 |
-0.0034 |
-0.4% |
0.8913 |
| Low |
0.8705 |
0.8660 |
-0.0045 |
-0.5% |
0.8705 |
| Close |
0.8725 |
0.8781 |
0.0056 |
0.6% |
0.8725 |
| Range |
0.0119 |
0.0130 |
0.0011 |
9.2% |
0.0208 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.1% |
0.0000 |
| Volume |
153 |
490 |
337 |
220.3% |
872 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9087 |
0.8853 |
|
| R3 |
0.9004 |
0.8957 |
0.8817 |
|
| R2 |
0.8874 |
0.8874 |
0.8805 |
|
| R1 |
0.8827 |
0.8827 |
0.8793 |
0.8851 |
| PP |
0.8744 |
0.8744 |
0.8744 |
0.8755 |
| S1 |
0.8697 |
0.8697 |
0.8769 |
0.8721 |
| S2 |
0.8614 |
0.8614 |
0.8757 |
|
| S3 |
0.8484 |
0.8567 |
0.8745 |
|
| S4 |
0.8354 |
0.8437 |
0.8710 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9405 |
0.9273 |
0.8839 |
|
| R3 |
0.9197 |
0.9065 |
0.8782 |
|
| R2 |
0.8989 |
0.8989 |
0.8763 |
|
| R1 |
0.8857 |
0.8857 |
0.8744 |
0.8819 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8762 |
| S1 |
0.8649 |
0.8649 |
0.8706 |
0.8611 |
| S2 |
0.8573 |
0.8573 |
0.8687 |
|
| S3 |
0.8365 |
0.8441 |
0.8668 |
|
| S4 |
0.8157 |
0.8233 |
0.8611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9343 |
|
2.618 |
0.9130 |
|
1.618 |
0.9000 |
|
1.000 |
0.8920 |
|
0.618 |
0.8870 |
|
HIGH |
0.8790 |
|
0.618 |
0.8740 |
|
0.500 |
0.8725 |
|
0.382 |
0.8710 |
|
LOW |
0.8660 |
|
0.618 |
0.8580 |
|
1.000 |
0.8530 |
|
1.618 |
0.8450 |
|
2.618 |
0.8320 |
|
4.250 |
0.8108 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8762 |
0.8779 |
| PP |
0.8744 |
0.8777 |
| S1 |
0.8725 |
0.8776 |
|