CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8651 |
0.8683 |
0.0032 |
0.4% |
0.8501 |
High |
0.8651 |
0.8683 |
0.0032 |
0.4% |
0.8683 |
Low |
0.8651 |
0.8683 |
0.0032 |
0.4% |
0.8501 |
Close |
0.8709 |
0.8683 |
-0.0026 |
-0.3% |
0.8683 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
2 |
10 |
8 |
400.0% |
36 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8683 |
0.8683 |
0.8683 |
|
R3 |
0.8683 |
0.8683 |
0.8683 |
|
R2 |
0.8683 |
0.8683 |
0.8683 |
|
R1 |
0.8683 |
0.8683 |
0.8683 |
0.8683 |
PP |
0.8683 |
0.8683 |
0.8683 |
0.8683 |
S1 |
0.8683 |
0.8683 |
0.8683 |
0.8683 |
S2 |
0.8683 |
0.8683 |
0.8683 |
|
S3 |
0.8683 |
0.8683 |
0.8683 |
|
S4 |
0.8683 |
0.8683 |
0.8683 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9168 |
0.9108 |
0.8783 |
|
R3 |
0.8986 |
0.8926 |
0.8733 |
|
R2 |
0.8804 |
0.8804 |
0.8716 |
|
R1 |
0.8744 |
0.8744 |
0.8700 |
0.8774 |
PP |
0.8622 |
0.8622 |
0.8622 |
0.8638 |
S1 |
0.8562 |
0.8562 |
0.8666 |
0.8592 |
S2 |
0.8440 |
0.8440 |
0.8650 |
|
S3 |
0.8258 |
0.8380 |
0.8633 |
|
S4 |
0.8076 |
0.8198 |
0.8583 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8683 |
2.618 |
0.8683 |
1.618 |
0.8683 |
1.000 |
0.8683 |
0.618 |
0.8683 |
HIGH |
0.8683 |
0.618 |
0.8683 |
0.500 |
0.8683 |
0.382 |
0.8683 |
LOW |
0.8683 |
0.618 |
0.8683 |
1.000 |
0.8683 |
1.618 |
0.8683 |
2.618 |
0.8683 |
4.250 |
0.8683 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8683 |
0.8664 |
PP |
0.8683 |
0.8645 |
S1 |
0.8683 |
0.8626 |
|