CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8754 |
0.8799 |
0.0045 |
0.5% |
0.8490 |
| High |
0.8795 |
0.8935 |
0.0140 |
1.6% |
0.8726 |
| Low |
0.8738 |
0.8799 |
0.0061 |
0.7% |
0.8448 |
| Close |
0.8756 |
0.8924 |
0.0168 |
1.9% |
0.8527 |
| Range |
0.0057 |
0.0136 |
0.0079 |
138.6% |
0.0278 |
| ATR |
0.0095 |
0.0101 |
0.0006 |
6.2% |
0.0000 |
| Volume |
640 |
46 |
-594 |
-92.8% |
255 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9245 |
0.8999 |
|
| R3 |
0.9158 |
0.9109 |
0.8961 |
|
| R2 |
0.9022 |
0.9022 |
0.8949 |
|
| R1 |
0.8973 |
0.8973 |
0.8936 |
0.8998 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8898 |
| S1 |
0.8837 |
0.8837 |
0.8912 |
0.8862 |
| S2 |
0.8750 |
0.8750 |
0.8899 |
|
| S3 |
0.8614 |
0.8701 |
0.8887 |
|
| S4 |
0.8478 |
0.8565 |
0.8849 |
|
|
| 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 |
0.9513 |
|
2.618 |
0.9291 |
|
1.618 |
0.9155 |
|
1.000 |
0.9071 |
|
0.618 |
0.9019 |
|
HIGH |
0.8935 |
|
0.618 |
0.8883 |
|
0.500 |
0.8867 |
|
0.382 |
0.8851 |
|
LOW |
0.8799 |
|
0.618 |
0.8715 |
|
1.000 |
0.8663 |
|
1.618 |
0.8579 |
|
2.618 |
0.8443 |
|
4.250 |
0.8221 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8905 |
0.8887 |
| PP |
0.8886 |
0.8850 |
| S1 |
0.8867 |
0.8814 |
|