CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8708 |
0.8754 |
0.0046 |
0.5% |
0.8490 |
| High |
0.8795 |
0.8795 |
0.0000 |
0.0% |
0.8726 |
| Low |
0.8692 |
0.8738 |
0.0046 |
0.5% |
0.8448 |
| Close |
0.8761 |
0.8756 |
-0.0005 |
-0.1% |
0.8527 |
| Range |
0.0103 |
0.0057 |
-0.0046 |
-44.7% |
0.0278 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
49 |
640 |
591 |
1,206.1% |
255 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8934 |
0.8902 |
0.8787 |
|
| R3 |
0.8877 |
0.8845 |
0.8772 |
|
| R2 |
0.8820 |
0.8820 |
0.8766 |
|
| R1 |
0.8788 |
0.8788 |
0.8761 |
0.8804 |
| PP |
0.8763 |
0.8763 |
0.8763 |
0.8771 |
| S1 |
0.8731 |
0.8731 |
0.8751 |
0.8747 |
| S2 |
0.8706 |
0.8706 |
0.8746 |
|
| S3 |
0.8649 |
0.8674 |
0.8740 |
|
| S4 |
0.8592 |
0.8617 |
0.8725 |
|
|
| 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 |
0.9037 |
|
2.618 |
0.8944 |
|
1.618 |
0.8887 |
|
1.000 |
0.8852 |
|
0.618 |
0.8830 |
|
HIGH |
0.8795 |
|
0.618 |
0.8773 |
|
0.500 |
0.8767 |
|
0.382 |
0.8760 |
|
LOW |
0.8738 |
|
0.618 |
0.8703 |
|
1.000 |
0.8681 |
|
1.618 |
0.8646 |
|
2.618 |
0.8589 |
|
4.250 |
0.8496 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8767 |
0.8729 |
| PP |
0.8763 |
0.8701 |
| S1 |
0.8760 |
0.8674 |
|