CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8686 |
0.8560 |
-0.0126 |
-1.5% |
0.8711 |
| High |
0.8695 |
0.8591 |
-0.0104 |
-1.2% |
0.8790 |
| Low |
0.8494 |
0.8474 |
-0.0020 |
-0.2% |
0.8474 |
| Close |
0.8544 |
0.8525 |
-0.0019 |
-0.2% |
0.8525 |
| Range |
0.0201 |
0.0117 |
-0.0084 |
-41.8% |
0.0316 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
1.0% |
0.0000 |
| Volume |
140 |
641 |
501 |
357.9% |
2,710 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8881 |
0.8820 |
0.8589 |
|
| R3 |
0.8764 |
0.8703 |
0.8557 |
|
| R2 |
0.8647 |
0.8647 |
0.8546 |
|
| R1 |
0.8586 |
0.8586 |
0.8536 |
0.8558 |
| PP |
0.8530 |
0.8530 |
0.8530 |
0.8516 |
| S1 |
0.8469 |
0.8469 |
0.8514 |
0.8441 |
| S2 |
0.8413 |
0.8413 |
0.8504 |
|
| S3 |
0.8296 |
0.8352 |
0.8493 |
|
| S4 |
0.8179 |
0.8235 |
0.8461 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9544 |
0.9351 |
0.8699 |
|
| R3 |
0.9228 |
0.9035 |
0.8612 |
|
| R2 |
0.8912 |
0.8912 |
0.8583 |
|
| R1 |
0.8719 |
0.8719 |
0.8554 |
0.8658 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8566 |
| S1 |
0.8403 |
0.8403 |
0.8496 |
0.8342 |
| S2 |
0.8280 |
0.8280 |
0.8467 |
|
| S3 |
0.7964 |
0.8087 |
0.8438 |
|
| S4 |
0.7648 |
0.7771 |
0.8351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9088 |
|
2.618 |
0.8897 |
|
1.618 |
0.8780 |
|
1.000 |
0.8708 |
|
0.618 |
0.8663 |
|
HIGH |
0.8591 |
|
0.618 |
0.8546 |
|
0.500 |
0.8533 |
|
0.382 |
0.8519 |
|
LOW |
0.8474 |
|
0.618 |
0.8402 |
|
1.000 |
0.8357 |
|
1.618 |
0.8285 |
|
2.618 |
0.8168 |
|
4.250 |
0.7977 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8533 |
0.8626 |
| PP |
0.8530 |
0.8592 |
| S1 |
0.8528 |
0.8559 |
|