CME Australian Dollar Future September 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 |
0.8680 |
0.8779 |
0.0099 |
1.1% |
0.8812 |
High |
0.8680 |
0.8779 |
0.0099 |
1.1% |
0.8812 |
Low |
0.8680 |
0.8779 |
0.0099 |
1.1% |
0.8680 |
Close |
0.8676 |
0.8779 |
0.0103 |
1.2% |
0.8779 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0053 |
0.0004 |
8.0% |
0.0000 |
Volume |
10 |
1 |
-9 |
-90.0% |
41 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8779 |
0.8779 |
0.8779 |
|
R3 |
0.8779 |
0.8779 |
0.8779 |
|
R2 |
0.8779 |
0.8779 |
0.8779 |
|
R1 |
0.8779 |
0.8779 |
0.8779 |
0.8779 |
PP |
0.8779 |
0.8779 |
0.8779 |
0.8779 |
S1 |
0.8779 |
0.8779 |
0.8779 |
0.8779 |
S2 |
0.8779 |
0.8779 |
0.8779 |
|
S3 |
0.8779 |
0.8779 |
0.8779 |
|
S4 |
0.8779 |
0.8779 |
0.8779 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9153 |
0.9098 |
0.8852 |
|
R3 |
0.9021 |
0.8966 |
0.8815 |
|
R2 |
0.8889 |
0.8889 |
0.8803 |
|
R1 |
0.8834 |
0.8834 |
0.8791 |
0.8796 |
PP |
0.8757 |
0.8757 |
0.8757 |
0.8738 |
S1 |
0.8702 |
0.8702 |
0.8767 |
0.8664 |
S2 |
0.8625 |
0.8625 |
0.8755 |
|
S3 |
0.8493 |
0.8570 |
0.8743 |
|
S4 |
0.8361 |
0.8438 |
0.8706 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8779 |
2.618 |
0.8779 |
1.618 |
0.8779 |
1.000 |
0.8779 |
0.618 |
0.8779 |
HIGH |
0.8779 |
0.618 |
0.8779 |
0.500 |
0.8779 |
0.382 |
0.8779 |
LOW |
0.8779 |
0.618 |
0.8779 |
1.000 |
0.8779 |
1.618 |
0.8779 |
2.618 |
0.8779 |
4.250 |
0.8779 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8779 |
0.8763 |
PP |
0.8779 |
0.8746 |
S1 |
0.8779 |
0.8730 |
|