CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8575 |
0.0015 |
0.2% |
0.8711 |
| High |
0.8591 |
0.8595 |
0.0004 |
0.0% |
0.8790 |
| Low |
0.8474 |
0.8529 |
0.0055 |
0.6% |
0.8474 |
| Close |
0.8525 |
0.8553 |
0.0028 |
0.3% |
0.8525 |
| Range |
0.0117 |
0.0066 |
-0.0051 |
-43.6% |
0.0316 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
641 |
594 |
-47 |
-7.3% |
2,710 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8721 |
0.8589 |
|
| R3 |
0.8691 |
0.8655 |
0.8571 |
|
| R2 |
0.8625 |
0.8625 |
0.8565 |
|
| R1 |
0.8589 |
0.8589 |
0.8559 |
0.8574 |
| PP |
0.8559 |
0.8559 |
0.8559 |
0.8552 |
| S1 |
0.8523 |
0.8523 |
0.8547 |
0.8508 |
| S2 |
0.8493 |
0.8493 |
0.8541 |
|
| S3 |
0.8427 |
0.8457 |
0.8535 |
|
| S4 |
0.8361 |
0.8391 |
0.8517 |
|
|
| 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 |
0.8876 |
|
2.618 |
0.8768 |
|
1.618 |
0.8702 |
|
1.000 |
0.8661 |
|
0.618 |
0.8636 |
|
HIGH |
0.8595 |
|
0.618 |
0.8570 |
|
0.500 |
0.8562 |
|
0.382 |
0.8554 |
|
LOW |
0.8529 |
|
0.618 |
0.8488 |
|
1.000 |
0.8463 |
|
1.618 |
0.8422 |
|
2.618 |
0.8356 |
|
4.250 |
0.8249 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8562 |
0.8585 |
| PP |
0.8559 |
0.8574 |
| S1 |
0.8556 |
0.8564 |
|