CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.8490 |
0.8590 |
0.0100 |
1.2% |
0.8505 |
High |
0.8604 |
0.8600 |
-0.0004 |
0.0% |
0.8658 |
Low |
0.8481 |
0.8577 |
0.0096 |
1.1% |
0.8469 |
Close |
0.8580 |
0.8594 |
0.0014 |
0.2% |
0.8540 |
Range |
0.0123 |
0.0023 |
-0.0100 |
-81.3% |
0.0189 |
ATR |
|
|
|
|
|
Volume |
41 |
55 |
14 |
34.1% |
295 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8659 |
0.8650 |
0.8607 |
|
R3 |
0.8636 |
0.8627 |
0.8600 |
|
R2 |
0.8613 |
0.8613 |
0.8598 |
|
R1 |
0.8604 |
0.8604 |
0.8596 |
0.8609 |
PP |
0.8590 |
0.8590 |
0.8590 |
0.8593 |
S1 |
0.8581 |
0.8581 |
0.8592 |
0.8586 |
S2 |
0.8567 |
0.8567 |
0.8590 |
|
S3 |
0.8544 |
0.8558 |
0.8588 |
|
S4 |
0.8521 |
0.8535 |
0.8581 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9123 |
0.9020 |
0.8644 |
|
R3 |
0.8934 |
0.8831 |
0.8592 |
|
R2 |
0.8745 |
0.8745 |
0.8575 |
|
R1 |
0.8642 |
0.8642 |
0.8557 |
0.8694 |
PP |
0.8556 |
0.8556 |
0.8556 |
0.8581 |
S1 |
0.8453 |
0.8453 |
0.8523 |
0.8505 |
S2 |
0.8367 |
0.8367 |
0.8505 |
|
S3 |
0.8178 |
0.8264 |
0.8488 |
|
S4 |
0.7989 |
0.8075 |
0.8436 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8698 |
2.618 |
0.8660 |
1.618 |
0.8637 |
1.000 |
0.8623 |
0.618 |
0.8614 |
HIGH |
0.8600 |
0.618 |
0.8591 |
0.500 |
0.8589 |
0.382 |
0.8586 |
LOW |
0.8577 |
0.618 |
0.8563 |
1.000 |
0.8554 |
1.618 |
0.8540 |
2.618 |
0.8517 |
4.250 |
0.8479 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8592 |
0.8577 |
PP |
0.8590 |
0.8560 |
S1 |
0.8589 |
0.8543 |
|