CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8756 |
0.8686 |
-0.0070 |
-0.8% |
0.8913 |
| High |
0.8777 |
0.8695 |
-0.0082 |
-0.9% |
0.8913 |
| Low |
0.8692 |
0.8494 |
-0.0198 |
-2.3% |
0.8705 |
| Close |
0.8707 |
0.8544 |
-0.0163 |
-1.9% |
0.8725 |
| Range |
0.0085 |
0.0201 |
0.0116 |
136.5% |
0.0208 |
| ATR |
0.0095 |
0.0103 |
0.0008 |
8.9% |
0.0000 |
| Volume |
956 |
140 |
-816 |
-85.4% |
872 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9063 |
0.8655 |
|
| R3 |
0.8980 |
0.8862 |
0.8599 |
|
| R2 |
0.8779 |
0.8779 |
0.8581 |
|
| R1 |
0.8661 |
0.8661 |
0.8562 |
0.8620 |
| PP |
0.8578 |
0.8578 |
0.8578 |
0.8557 |
| S1 |
0.8460 |
0.8460 |
0.8526 |
0.8419 |
| S2 |
0.8377 |
0.8377 |
0.8507 |
|
| S3 |
0.8176 |
0.8259 |
0.8489 |
|
| S4 |
0.7975 |
0.8058 |
0.8433 |
|
|
| 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 |
0.9549 |
|
2.618 |
0.9221 |
|
1.618 |
0.9020 |
|
1.000 |
0.8896 |
|
0.618 |
0.8819 |
|
HIGH |
0.8695 |
|
0.618 |
0.8618 |
|
0.500 |
0.8595 |
|
0.382 |
0.8571 |
|
LOW |
0.8494 |
|
0.618 |
0.8370 |
|
1.000 |
0.8293 |
|
1.618 |
0.8169 |
|
2.618 |
0.7968 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8595 |
0.8641 |
| PP |
0.8578 |
0.8608 |
| S1 |
0.8561 |
0.8576 |
|