CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8569 |
0.8651 |
0.0082 |
1.0% |
0.8688 |
High |
0.8569 |
0.8651 |
0.0082 |
1.0% |
0.8688 |
Low |
0.8569 |
0.8651 |
0.0082 |
1.0% |
0.8441 |
Close |
0.8569 |
0.8709 |
0.0140 |
1.6% |
0.8441 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0052 |
0.0002 |
4.8% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
68 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8670 |
0.8690 |
0.8709 |
|
R3 |
0.8670 |
0.8690 |
0.8709 |
|
R2 |
0.8670 |
0.8670 |
0.8709 |
|
R1 |
0.8690 |
0.8690 |
0.8709 |
0.8680 |
PP |
0.8670 |
0.8670 |
0.8670 |
0.8666 |
S1 |
0.8690 |
0.8690 |
0.8709 |
0.8680 |
S2 |
0.8670 |
0.8670 |
0.8709 |
|
S3 |
0.8670 |
0.8690 |
0.8709 |
|
S4 |
0.8670 |
0.8690 |
0.8709 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9264 |
0.9100 |
0.8577 |
|
R3 |
0.9017 |
0.8853 |
0.8509 |
|
R2 |
0.8770 |
0.8770 |
0.8486 |
|
R1 |
0.8606 |
0.8606 |
0.8464 |
0.8565 |
PP |
0.8523 |
0.8523 |
0.8523 |
0.8503 |
S1 |
0.8359 |
0.8359 |
0.8418 |
0.8318 |
S2 |
0.8276 |
0.8276 |
0.8396 |
|
S3 |
0.8029 |
0.8112 |
0.8373 |
|
S4 |
0.7782 |
0.7865 |
0.8305 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8651 |
2.618 |
0.8651 |
1.618 |
0.8651 |
1.000 |
0.8651 |
0.618 |
0.8651 |
HIGH |
0.8651 |
0.618 |
0.8651 |
0.500 |
0.8651 |
0.382 |
0.8651 |
LOW |
0.8651 |
0.618 |
0.8651 |
1.000 |
0.8651 |
1.618 |
0.8651 |
2.618 |
0.8651 |
4.250 |
0.8651 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8690 |
0.8674 |
PP |
0.8670 |
0.8638 |
S1 |
0.8651 |
0.8603 |
|