CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8552 |
0.8708 |
0.0156 |
1.8% |
0.8490 |
| High |
0.8665 |
0.8795 |
0.0130 |
1.5% |
0.8726 |
| Low |
0.8552 |
0.8692 |
0.0140 |
1.6% |
0.8448 |
| Close |
0.8665 |
0.8761 |
0.0096 |
1.1% |
0.8527 |
| Range |
0.0113 |
0.0103 |
-0.0010 |
-8.8% |
0.0278 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.5% |
0.0000 |
| Volume |
33 |
49 |
16 |
48.5% |
255 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9058 |
0.9013 |
0.8818 |
|
| R3 |
0.8955 |
0.8910 |
0.8789 |
|
| R2 |
0.8852 |
0.8852 |
0.8780 |
|
| R1 |
0.8807 |
0.8807 |
0.8770 |
0.8830 |
| PP |
0.8749 |
0.8749 |
0.8749 |
0.8761 |
| S1 |
0.8704 |
0.8704 |
0.8752 |
0.8727 |
| S2 |
0.8646 |
0.8646 |
0.8742 |
|
| S3 |
0.8543 |
0.8601 |
0.8733 |
|
| S4 |
0.8440 |
0.8498 |
0.8704 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9401 |
0.9242 |
0.8680 |
|
| R3 |
0.9123 |
0.8964 |
0.8603 |
|
| R2 |
0.8845 |
0.8845 |
0.8578 |
|
| R1 |
0.8686 |
0.8686 |
0.8552 |
0.8766 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8607 |
| S1 |
0.8408 |
0.8408 |
0.8502 |
0.8488 |
| S2 |
0.8289 |
0.8289 |
0.8476 |
|
| S3 |
0.8011 |
0.8130 |
0.8451 |
|
| S4 |
0.7733 |
0.7852 |
0.8374 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9233 |
|
2.618 |
0.9065 |
|
1.618 |
0.8962 |
|
1.000 |
0.8898 |
|
0.618 |
0.8859 |
|
HIGH |
0.8795 |
|
0.618 |
0.8756 |
|
0.500 |
0.8744 |
|
0.382 |
0.8731 |
|
LOW |
0.8692 |
|
0.618 |
0.8628 |
|
1.000 |
0.8589 |
|
1.618 |
0.8525 |
|
2.618 |
0.8422 |
|
4.250 |
0.8254 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8755 |
0.8715 |
| PP |
0.8749 |
0.8668 |
| S1 |
0.8744 |
0.8622 |
|