CME Australian Dollar Future December 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 |
0.8621 |
0.8633 |
0.0012 |
0.1% |
0.8715 |
High |
0.8621 |
0.8633 |
0.0012 |
0.1% |
0.8735 |
Low |
0.8621 |
0.8633 |
0.0012 |
0.1% |
0.8705 |
Close |
0.8621 |
0.8633 |
0.0012 |
0.1% |
0.8693 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.6% |
0.0000 |
Volume |
10 |
4 |
-6 |
-60.0% |
14 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8633 |
0.8633 |
0.8633 |
|
R3 |
0.8633 |
0.8633 |
0.8633 |
|
R2 |
0.8633 |
0.8633 |
0.8633 |
|
R1 |
0.8633 |
0.8633 |
0.8633 |
0.8633 |
PP |
0.8633 |
0.8633 |
0.8633 |
0.8633 |
S1 |
0.8633 |
0.8633 |
0.8633 |
0.8633 |
S2 |
0.8633 |
0.8633 |
0.8633 |
|
S3 |
0.8633 |
0.8633 |
0.8633 |
|
S4 |
0.8633 |
0.8633 |
0.8633 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8801 |
0.8777 |
0.8710 |
|
R3 |
0.8771 |
0.8747 |
0.8701 |
|
R2 |
0.8741 |
0.8741 |
0.8699 |
|
R1 |
0.8717 |
0.8717 |
0.8696 |
0.8714 |
PP |
0.8711 |
0.8711 |
0.8711 |
0.8710 |
S1 |
0.8687 |
0.8687 |
0.8690 |
0.8684 |
S2 |
0.8681 |
0.8681 |
0.8688 |
|
S3 |
0.8651 |
0.8657 |
0.8685 |
|
S4 |
0.8621 |
0.8627 |
0.8677 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8633 |
2.618 |
0.8633 |
1.618 |
0.8633 |
1.000 |
0.8633 |
0.618 |
0.8633 |
HIGH |
0.8633 |
0.618 |
0.8633 |
0.500 |
0.8633 |
0.382 |
0.8633 |
LOW |
0.8633 |
0.618 |
0.8633 |
1.000 |
0.8633 |
1.618 |
0.8633 |
2.618 |
0.8633 |
4.250 |
0.8633 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8633 |
0.8671 |
PP |
0.8633 |
0.8658 |
S1 |
0.8633 |
0.8646 |
|