CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8873 |
0.8803 |
-0.0070 |
-0.8% |
0.8765 |
High |
0.8919 |
0.8885 |
-0.0034 |
-0.4% |
0.8923 |
Low |
0.8819 |
0.8774 |
-0.0045 |
-0.5% |
0.8765 |
Close |
0.8917 |
0.8875 |
-0.0042 |
-0.5% |
0.8875 |
Range |
0.0100 |
0.0111 |
0.0011 |
11.0% |
0.0158 |
ATR |
0.0106 |
0.0109 |
0.0003 |
2.5% |
0.0000 |
Volume |
326 |
856 |
530 |
162.6% |
2,948 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9178 |
0.9137 |
0.8936 |
|
R3 |
0.9067 |
0.9026 |
0.8906 |
|
R2 |
0.8956 |
0.8956 |
0.8895 |
|
R1 |
0.8915 |
0.8915 |
0.8885 |
0.8936 |
PP |
0.8845 |
0.8845 |
0.8845 |
0.8855 |
S1 |
0.8804 |
0.8804 |
0.8865 |
0.8825 |
S2 |
0.8734 |
0.8734 |
0.8855 |
|
S3 |
0.8623 |
0.8693 |
0.8844 |
|
S4 |
0.8512 |
0.8582 |
0.8814 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9328 |
0.9260 |
0.8962 |
|
R3 |
0.9170 |
0.9102 |
0.8918 |
|
R2 |
0.9012 |
0.9012 |
0.8904 |
|
R1 |
0.8944 |
0.8944 |
0.8889 |
0.8978 |
PP |
0.8854 |
0.8854 |
0.8854 |
0.8872 |
S1 |
0.8786 |
0.8786 |
0.8861 |
0.8820 |
S2 |
0.8696 |
0.8696 |
0.8846 |
|
S3 |
0.8538 |
0.8628 |
0.8832 |
|
S4 |
0.8380 |
0.8470 |
0.8788 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9357 |
2.618 |
0.9176 |
1.618 |
0.9065 |
1.000 |
0.8996 |
0.618 |
0.8954 |
HIGH |
0.8885 |
0.618 |
0.8843 |
0.500 |
0.8830 |
0.382 |
0.8816 |
LOW |
0.8774 |
0.618 |
0.8705 |
1.000 |
0.8663 |
1.618 |
0.8594 |
2.618 |
0.8483 |
4.250 |
0.8302 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8860 |
0.8866 |
PP |
0.8845 |
0.8857 |
S1 |
0.8830 |
0.8849 |
|