CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8590 |
0.8600 |
0.0010 |
0.1% |
0.8505 |
| High |
0.8600 |
0.8716 |
0.0116 |
1.3% |
0.8658 |
| Low |
0.8577 |
0.8600 |
0.0023 |
0.3% |
0.8469 |
| Close |
0.8594 |
0.8697 |
0.0103 |
1.2% |
0.8540 |
| Range |
0.0023 |
0.0116 |
0.0093 |
404.3% |
0.0189 |
| ATR |
|
|
|
|
|
| Volume |
55 |
40 |
-15 |
-27.3% |
295 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9019 |
0.8974 |
0.8761 |
|
| R3 |
0.8903 |
0.8858 |
0.8729 |
|
| R2 |
0.8787 |
0.8787 |
0.8718 |
|
| R1 |
0.8742 |
0.8742 |
0.8708 |
0.8765 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8682 |
| S1 |
0.8626 |
0.8626 |
0.8686 |
0.8649 |
| S2 |
0.8555 |
0.8555 |
0.8676 |
|
| S3 |
0.8439 |
0.8510 |
0.8665 |
|
| S4 |
0.8323 |
0.8394 |
0.8633 |
|
|
| 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 |
0.9209 |
|
2.618 |
0.9020 |
|
1.618 |
0.8904 |
|
1.000 |
0.8832 |
|
0.618 |
0.8788 |
|
HIGH |
0.8716 |
|
0.618 |
0.8672 |
|
0.500 |
0.8658 |
|
0.382 |
0.8644 |
|
LOW |
0.8600 |
|
0.618 |
0.8528 |
|
1.000 |
0.8484 |
|
1.618 |
0.8412 |
|
2.618 |
0.8296 |
|
4.250 |
0.8107 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8684 |
0.8664 |
| PP |
0.8671 |
0.8631 |
| S1 |
0.8658 |
0.8599 |
|