CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8661 |
0.8783 |
0.0122 |
1.4% |
0.8575 |
High |
0.8804 |
0.8790 |
-0.0014 |
-0.2% |
0.8804 |
Low |
0.8661 |
0.8675 |
0.0014 |
0.2% |
0.8525 |
Close |
0.8801 |
0.8773 |
-0.0028 |
-0.3% |
0.8773 |
Range |
0.0143 |
0.0115 |
-0.0028 |
-19.6% |
0.0279 |
ATR |
0.0107 |
0.0108 |
0.0001 |
1.3% |
0.0000 |
Volume |
385 |
916 |
531 |
137.9% |
3,112 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9091 |
0.9047 |
0.8836 |
|
R3 |
0.8976 |
0.8932 |
0.8805 |
|
R2 |
0.8861 |
0.8861 |
0.8794 |
|
R1 |
0.8817 |
0.8817 |
0.8784 |
0.8782 |
PP |
0.8746 |
0.8746 |
0.8746 |
0.8728 |
S1 |
0.8702 |
0.8702 |
0.8762 |
0.8667 |
S2 |
0.8631 |
0.8631 |
0.8752 |
|
S3 |
0.8516 |
0.8587 |
0.8741 |
|
S4 |
0.8401 |
0.8472 |
0.8710 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9538 |
0.9434 |
0.8926 |
|
R3 |
0.9259 |
0.9155 |
0.8850 |
|
R2 |
0.8980 |
0.8980 |
0.8824 |
|
R1 |
0.8876 |
0.8876 |
0.8799 |
0.8928 |
PP |
0.8701 |
0.8701 |
0.8701 |
0.8727 |
S1 |
0.8597 |
0.8597 |
0.8747 |
0.8649 |
S2 |
0.8422 |
0.8422 |
0.8722 |
|
S3 |
0.8143 |
0.8318 |
0.8696 |
|
S4 |
0.7864 |
0.8039 |
0.8620 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9279 |
2.618 |
0.9091 |
1.618 |
0.8976 |
1.000 |
0.8905 |
0.618 |
0.8861 |
HIGH |
0.8790 |
0.618 |
0.8746 |
0.500 |
0.8733 |
0.382 |
0.8719 |
LOW |
0.8675 |
0.618 |
0.8604 |
1.000 |
0.8560 |
1.618 |
0.8489 |
2.618 |
0.8374 |
4.250 |
0.8186 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8760 |
0.8749 |
PP |
0.8746 |
0.8725 |
S1 |
0.8733 |
0.8701 |
|