CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8756 |
-0.0026 |
-0.3% |
0.8913 |
| High |
0.8787 |
0.8777 |
-0.0010 |
-0.1% |
0.8913 |
| Low |
0.8663 |
0.8692 |
0.0029 |
0.3% |
0.8705 |
| Close |
0.8731 |
0.8707 |
-0.0024 |
-0.3% |
0.8725 |
| Range |
0.0124 |
0.0085 |
-0.0039 |
-31.5% |
0.0208 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
483 |
956 |
473 |
97.9% |
872 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8929 |
0.8754 |
|
| R3 |
0.8895 |
0.8844 |
0.8730 |
|
| R2 |
0.8810 |
0.8810 |
0.8723 |
|
| R1 |
0.8759 |
0.8759 |
0.8715 |
0.8742 |
| PP |
0.8725 |
0.8725 |
0.8725 |
0.8717 |
| S1 |
0.8674 |
0.8674 |
0.8699 |
0.8657 |
| S2 |
0.8640 |
0.8640 |
0.8691 |
|
| S3 |
0.8555 |
0.8589 |
0.8684 |
|
| S4 |
0.8470 |
0.8504 |
0.8660 |
|
|
| 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 |
0.9138 |
|
2.618 |
0.9000 |
|
1.618 |
0.8915 |
|
1.000 |
0.8862 |
|
0.618 |
0.8830 |
|
HIGH |
0.8777 |
|
0.618 |
0.8745 |
|
0.500 |
0.8735 |
|
0.382 |
0.8724 |
|
LOW |
0.8692 |
|
0.618 |
0.8639 |
|
1.000 |
0.8607 |
|
1.618 |
0.8554 |
|
2.618 |
0.8469 |
|
4.250 |
0.8331 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8735 |
0.8725 |
| PP |
0.8725 |
0.8719 |
| S1 |
0.8716 |
0.8713 |
|