CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8873 |
-0.0026 |
-0.3% |
0.8575 |
| High |
0.8923 |
0.8919 |
-0.0004 |
0.0% |
0.8804 |
| Low |
0.8866 |
0.8819 |
-0.0047 |
-0.5% |
0.8525 |
| Close |
0.8887 |
0.8917 |
0.0030 |
0.3% |
0.8773 |
| Range |
0.0057 |
0.0100 |
0.0043 |
75.4% |
0.0279 |
| ATR |
0.0107 |
0.0106 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
535 |
326 |
-209 |
-39.1% |
3,112 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9185 |
0.9151 |
0.8972 |
|
| R3 |
0.9085 |
0.9051 |
0.8945 |
|
| R2 |
0.8985 |
0.8985 |
0.8935 |
|
| R1 |
0.8951 |
0.8951 |
0.8926 |
0.8968 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8894 |
| S1 |
0.8851 |
0.8851 |
0.8908 |
0.8868 |
| S2 |
0.8785 |
0.8785 |
0.8899 |
|
| S3 |
0.8685 |
0.8751 |
0.8890 |
|
| S4 |
0.8585 |
0.8651 |
0.8862 |
|
|
| 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 |
0.9344 |
|
2.618 |
0.9181 |
|
1.618 |
0.9081 |
|
1.000 |
0.9019 |
|
0.618 |
0.8981 |
|
HIGH |
0.8919 |
|
0.618 |
0.8881 |
|
0.500 |
0.8869 |
|
0.382 |
0.8857 |
|
LOW |
0.8819 |
|
0.618 |
0.8757 |
|
1.000 |
0.8719 |
|
1.618 |
0.8657 |
|
2.618 |
0.8557 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8901 |
0.8893 |
| PP |
0.8885 |
0.8868 |
| S1 |
0.8869 |
0.8844 |
|