CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.8712 |
0.8725 |
0.0013 |
0.1% |
0.8806 |
High |
0.8712 |
0.8725 |
0.0013 |
0.1% |
0.8826 |
Low |
0.8712 |
0.8725 |
0.0013 |
0.1% |
0.8784 |
Close |
0.8712 |
0.8725 |
0.0013 |
0.1% |
0.8784 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
10 |
10 |
0 |
0.0% |
40 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8725 |
0.8725 |
0.8725 |
|
R3 |
0.8725 |
0.8725 |
0.8725 |
|
R2 |
0.8725 |
0.8725 |
0.8725 |
|
R1 |
0.8725 |
0.8725 |
0.8725 |
0.8725 |
PP |
0.8725 |
0.8725 |
0.8725 |
0.8725 |
S1 |
0.8725 |
0.8725 |
0.8725 |
0.8725 |
S2 |
0.8725 |
0.8725 |
0.8725 |
|
S3 |
0.8725 |
0.8725 |
0.8725 |
|
S4 |
0.8725 |
0.8725 |
0.8725 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8924 |
0.8896 |
0.8807 |
|
R3 |
0.8882 |
0.8854 |
0.8796 |
|
R2 |
0.8840 |
0.8840 |
0.8792 |
|
R1 |
0.8812 |
0.8812 |
0.8788 |
0.8805 |
PP |
0.8798 |
0.8798 |
0.8798 |
0.8795 |
S1 |
0.8770 |
0.8770 |
0.8780 |
0.8763 |
S2 |
0.8756 |
0.8756 |
0.8776 |
|
S3 |
0.8714 |
0.8728 |
0.8772 |
|
S4 |
0.8672 |
0.8686 |
0.8761 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8725 |
2.618 |
0.8725 |
1.618 |
0.8725 |
1.000 |
0.8725 |
0.618 |
0.8725 |
HIGH |
0.8725 |
0.618 |
0.8725 |
0.500 |
0.8725 |
0.382 |
0.8725 |
LOW |
0.8725 |
0.618 |
0.8725 |
1.000 |
0.8725 |
1.618 |
0.8725 |
2.618 |
0.8725 |
4.250 |
0.8725 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8725 |
0.8762 |
PP |
0.8725 |
0.8750 |
S1 |
0.8725 |
0.8737 |
|