CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8600 |
0.8710 |
0.0110 |
1.3% |
0.8505 |
| High |
0.8716 |
0.8726 |
0.0010 |
0.1% |
0.8658 |
| Low |
0.8600 |
0.8569 |
-0.0031 |
-0.4% |
0.8469 |
| Close |
0.8697 |
0.8579 |
-0.0118 |
-1.4% |
0.8540 |
| Range |
0.0116 |
0.0157 |
0.0041 |
35.3% |
0.0189 |
| ATR |
|
|
|
|
|
| Volume |
40 |
67 |
27 |
67.5% |
295 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.8994 |
0.8665 |
|
| R3 |
0.8939 |
0.8837 |
0.8622 |
|
| R2 |
0.8782 |
0.8782 |
0.8608 |
|
| R1 |
0.8680 |
0.8680 |
0.8593 |
0.8653 |
| PP |
0.8625 |
0.8625 |
0.8625 |
0.8611 |
| S1 |
0.8523 |
0.8523 |
0.8565 |
0.8496 |
| S2 |
0.8468 |
0.8468 |
0.8550 |
|
| S3 |
0.8311 |
0.8366 |
0.8536 |
|
| S4 |
0.8154 |
0.8209 |
0.8493 |
|
|
| 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 |
0.9393 |
|
2.618 |
0.9137 |
|
1.618 |
0.8980 |
|
1.000 |
0.8883 |
|
0.618 |
0.8823 |
|
HIGH |
0.8726 |
|
0.618 |
0.8666 |
|
0.500 |
0.8648 |
|
0.382 |
0.8629 |
|
LOW |
0.8569 |
|
0.618 |
0.8472 |
|
1.000 |
0.8412 |
|
1.618 |
0.8315 |
|
2.618 |
0.8158 |
|
4.250 |
0.7902 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8648 |
0.8648 |
| PP |
0.8625 |
0.8625 |
| S1 |
0.8602 |
0.8602 |
|