CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8844 |
0.8779 |
-0.0065 |
-0.7% |
0.8894 |
High |
0.8844 |
0.8877 |
0.0033 |
0.4% |
0.8965 |
Low |
0.8703 |
0.8765 |
0.0062 |
0.7% |
0.8703 |
Close |
0.8765 |
0.8870 |
0.0105 |
1.2% |
0.8870 |
Range |
0.0141 |
0.0112 |
-0.0029 |
-20.6% |
0.0262 |
ATR |
0.0111 |
0.0111 |
0.0000 |
0.0% |
0.0000 |
Volume |
1,477 |
1,847 |
370 |
25.1% |
6,338 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9173 |
0.9134 |
0.8932 |
|
R3 |
0.9061 |
0.9022 |
0.8901 |
|
R2 |
0.8949 |
0.8949 |
0.8891 |
|
R1 |
0.8910 |
0.8910 |
0.8880 |
0.8930 |
PP |
0.8837 |
0.8837 |
0.8837 |
0.8847 |
S1 |
0.8798 |
0.8798 |
0.8860 |
0.8818 |
S2 |
0.8725 |
0.8725 |
0.8849 |
|
S3 |
0.8613 |
0.8686 |
0.8839 |
|
S4 |
0.8501 |
0.8574 |
0.8808 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9632 |
0.9513 |
0.9014 |
|
R3 |
0.9370 |
0.9251 |
0.8942 |
|
R2 |
0.9108 |
0.9108 |
0.8918 |
|
R1 |
0.8989 |
0.8989 |
0.8894 |
0.8918 |
PP |
0.8846 |
0.8846 |
0.8846 |
0.8810 |
S1 |
0.8727 |
0.8727 |
0.8846 |
0.8656 |
S2 |
0.8584 |
0.8584 |
0.8822 |
|
S3 |
0.8322 |
0.8465 |
0.8798 |
|
S4 |
0.8060 |
0.8203 |
0.8726 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9353 |
2.618 |
0.9170 |
1.618 |
0.9058 |
1.000 |
0.8989 |
0.618 |
0.8946 |
HIGH |
0.8877 |
0.618 |
0.8834 |
0.500 |
0.8821 |
0.382 |
0.8808 |
LOW |
0.8765 |
0.618 |
0.8696 |
1.000 |
0.8653 |
1.618 |
0.8584 |
2.618 |
0.8472 |
4.250 |
0.8289 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8854 |
0.8843 |
PP |
0.8837 |
0.8817 |
S1 |
0.8821 |
0.8790 |
|