CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8575 |
0.8525 |
-0.0050 |
-0.6% |
0.8711 |
| High |
0.8595 |
0.8680 |
0.0085 |
1.0% |
0.8790 |
| Low |
0.8529 |
0.8525 |
-0.0004 |
0.0% |
0.8474 |
| Close |
0.8553 |
0.8641 |
0.0088 |
1.0% |
0.8525 |
| Range |
0.0066 |
0.0155 |
0.0089 |
134.8% |
0.0316 |
| ATR |
0.0102 |
0.0105 |
0.0004 |
3.7% |
0.0000 |
| Volume |
594 |
361 |
-233 |
-39.2% |
2,710 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9016 |
0.8726 |
|
| R3 |
0.8925 |
0.8861 |
0.8684 |
|
| R2 |
0.8770 |
0.8770 |
0.8669 |
|
| R1 |
0.8706 |
0.8706 |
0.8655 |
0.8738 |
| PP |
0.8615 |
0.8615 |
0.8615 |
0.8632 |
| S1 |
0.8551 |
0.8551 |
0.8627 |
0.8583 |
| S2 |
0.8460 |
0.8460 |
0.8613 |
|
| S3 |
0.8305 |
0.8396 |
0.8598 |
|
| S4 |
0.8150 |
0.8241 |
0.8556 |
|
|
| 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 |
0.9339 |
|
2.618 |
0.9086 |
|
1.618 |
0.8931 |
|
1.000 |
0.8835 |
|
0.618 |
0.8776 |
|
HIGH |
0.8680 |
|
0.618 |
0.8621 |
|
0.500 |
0.8603 |
|
0.382 |
0.8584 |
|
LOW |
0.8525 |
|
0.618 |
0.8429 |
|
1.000 |
0.8370 |
|
1.618 |
0.8274 |
|
2.618 |
0.8119 |
|
4.250 |
0.7866 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8628 |
0.8620 |
| PP |
0.8615 |
0.8598 |
| S1 |
0.8603 |
0.8577 |
|