CME Australian Dollar Future June 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 |
0.8711 |
0.8782 |
0.0071 |
0.8% |
0.8913 |
| High |
0.8790 |
0.8787 |
-0.0003 |
0.0% |
0.8913 |
| Low |
0.8660 |
0.8663 |
0.0003 |
0.0% |
0.8705 |
| Close |
0.8781 |
0.8731 |
-0.0050 |
-0.6% |
0.8725 |
| Range |
0.0130 |
0.0124 |
-0.0006 |
-4.6% |
0.0208 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.4% |
0.0000 |
| Volume |
490 |
483 |
-7 |
-1.4% |
872 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9099 |
0.9039 |
0.8799 |
|
| R3 |
0.8975 |
0.8915 |
0.8765 |
|
| R2 |
0.8851 |
0.8851 |
0.8754 |
|
| R1 |
0.8791 |
0.8791 |
0.8742 |
0.8759 |
| PP |
0.8727 |
0.8727 |
0.8727 |
0.8711 |
| S1 |
0.8667 |
0.8667 |
0.8720 |
0.8635 |
| S2 |
0.8603 |
0.8603 |
0.8708 |
|
| S3 |
0.8479 |
0.8543 |
0.8697 |
|
| S4 |
0.8355 |
0.8419 |
0.8663 |
|
|
| 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 |
0.9314 |
|
2.618 |
0.9112 |
|
1.618 |
0.8988 |
|
1.000 |
0.8911 |
|
0.618 |
0.8864 |
|
HIGH |
0.8787 |
|
0.618 |
0.8740 |
|
0.500 |
0.8725 |
|
0.382 |
0.8710 |
|
LOW |
0.8663 |
|
0.618 |
0.8586 |
|
1.000 |
0.8539 |
|
1.618 |
0.8462 |
|
2.618 |
0.8338 |
|
4.250 |
0.8136 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8729 |
0.8742 |
| PP |
0.8727 |
0.8738 |
| S1 |
0.8725 |
0.8735 |
|