CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8783 |
0.8765 |
-0.0018 |
-0.2% |
0.8575 |
| High |
0.8790 |
0.8911 |
0.0121 |
1.4% |
0.8804 |
| Low |
0.8675 |
0.8765 |
0.0090 |
1.0% |
0.8525 |
| Close |
0.8773 |
0.8897 |
0.0124 |
1.4% |
0.8773 |
| Range |
0.0115 |
0.0146 |
0.0031 |
27.0% |
0.0279 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.5% |
0.0000 |
| Volume |
916 |
1,231 |
315 |
34.4% |
3,112 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9242 |
0.8977 |
|
| R3 |
0.9150 |
0.9096 |
0.8937 |
|
| R2 |
0.9004 |
0.9004 |
0.8924 |
|
| R1 |
0.8950 |
0.8950 |
0.8910 |
0.8977 |
| PP |
0.8858 |
0.8858 |
0.8858 |
0.8871 |
| S1 |
0.8804 |
0.8804 |
0.8884 |
0.8831 |
| S2 |
0.8712 |
0.8712 |
0.8870 |
|
| S3 |
0.8566 |
0.8658 |
0.8857 |
|
| S4 |
0.8420 |
0.8512 |
0.8817 |
|
|
| 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 |
0.9532 |
|
2.618 |
0.9293 |
|
1.618 |
0.9147 |
|
1.000 |
0.9057 |
|
0.618 |
0.9001 |
|
HIGH |
0.8911 |
|
0.618 |
0.8855 |
|
0.500 |
0.8838 |
|
0.382 |
0.8821 |
|
LOW |
0.8765 |
|
0.618 |
0.8675 |
|
1.000 |
0.8619 |
|
1.618 |
0.8529 |
|
2.618 |
0.8383 |
|
4.250 |
0.8145 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8860 |
| PP |
0.8858 |
0.8823 |
| S1 |
0.8838 |
0.8786 |
|