CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8799 |
0.8887 |
0.0088 |
1.0% |
0.8552 |
| High |
0.8935 |
0.8911 |
-0.0024 |
-0.3% |
0.8935 |
| Low |
0.8799 |
0.8880 |
0.0081 |
0.9% |
0.8552 |
| Close |
0.8924 |
0.8892 |
-0.0032 |
-0.4% |
0.8892 |
| Range |
0.0136 |
0.0031 |
-0.0105 |
-77.2% |
0.0383 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
46 |
133 |
87 |
189.1% |
901 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8987 |
0.8971 |
0.8909 |
|
| R3 |
0.8956 |
0.8940 |
0.8901 |
|
| R2 |
0.8925 |
0.8925 |
0.8898 |
|
| R1 |
0.8909 |
0.8909 |
0.8895 |
0.8917 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8899 |
| S1 |
0.8878 |
0.8878 |
0.8889 |
0.8886 |
| S2 |
0.8863 |
0.8863 |
0.8886 |
|
| S3 |
0.8832 |
0.8847 |
0.8883 |
|
| S4 |
0.8801 |
0.8816 |
0.8875 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9800 |
0.9103 |
|
| R3 |
0.9559 |
0.9417 |
0.8997 |
|
| R2 |
0.9176 |
0.9176 |
0.8962 |
|
| R1 |
0.9034 |
0.9034 |
0.8927 |
0.9105 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8829 |
| S1 |
0.8651 |
0.8651 |
0.8857 |
0.8722 |
| S2 |
0.8410 |
0.8410 |
0.8822 |
|
| S3 |
0.8027 |
0.8268 |
0.8787 |
|
| S4 |
0.7644 |
0.7885 |
0.8681 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9043 |
|
2.618 |
0.8992 |
|
1.618 |
0.8961 |
|
1.000 |
0.8942 |
|
0.618 |
0.8930 |
|
HIGH |
0.8911 |
|
0.618 |
0.8899 |
|
0.500 |
0.8896 |
|
0.382 |
0.8892 |
|
LOW |
0.8880 |
|
0.618 |
0.8861 |
|
1.000 |
0.8849 |
|
1.618 |
0.8830 |
|
2.618 |
0.8799 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8896 |
0.8874 |
| PP |
0.8894 |
0.8855 |
| S1 |
0.8893 |
0.8837 |
|