CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8650 |
0.8619 |
-0.0031 |
-0.4% |
0.8811 |
High |
0.8650 |
0.8619 |
-0.0031 |
-0.4% |
0.8811 |
Low |
0.8650 |
0.8619 |
-0.0031 |
-0.4% |
0.8650 |
Close |
0.8643 |
0.8619 |
-0.0024 |
-0.3% |
0.8632 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
1 |
22 |
21 |
2,100.0% |
5 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8619 |
0.8619 |
0.8619 |
|
R3 |
0.8619 |
0.8619 |
0.8619 |
|
R2 |
0.8619 |
0.8619 |
0.8619 |
|
R1 |
0.8619 |
0.8619 |
0.8619 |
0.8619 |
PP |
0.8619 |
0.8619 |
0.8619 |
0.8619 |
S1 |
0.8619 |
0.8619 |
0.8619 |
0.8619 |
S2 |
0.8619 |
0.8619 |
0.8619 |
|
S3 |
0.8619 |
0.8619 |
0.8619 |
|
S4 |
0.8619 |
0.8619 |
0.8619 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9181 |
0.9067 |
0.8721 |
|
R3 |
0.9020 |
0.8906 |
0.8676 |
|
R2 |
0.8859 |
0.8859 |
0.8662 |
|
R1 |
0.8745 |
0.8745 |
0.8647 |
0.8722 |
PP |
0.8698 |
0.8698 |
0.8698 |
0.8686 |
S1 |
0.8584 |
0.8584 |
0.8617 |
0.8561 |
S2 |
0.8537 |
0.8537 |
0.8602 |
|
S3 |
0.8376 |
0.8423 |
0.8588 |
|
S4 |
0.8215 |
0.8262 |
0.8543 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8619 |
2.618 |
0.8619 |
1.618 |
0.8619 |
1.000 |
0.8619 |
0.618 |
0.8619 |
HIGH |
0.8619 |
0.618 |
0.8619 |
0.500 |
0.8619 |
0.382 |
0.8619 |
LOW |
0.8619 |
0.618 |
0.8619 |
1.000 |
0.8619 |
1.618 |
0.8619 |
2.618 |
0.8619 |
4.250 |
0.8619 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8619 |
0.8654 |
PP |
0.8619 |
0.8642 |
S1 |
0.8619 |
0.8631 |
|