CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8887 |
0.8915 |
0.0028 |
0.3% |
0.8552 |
| High |
0.8911 |
0.8933 |
0.0022 |
0.2% |
0.8935 |
| Low |
0.8880 |
0.8854 |
-0.0026 |
-0.3% |
0.8552 |
| Close |
0.8892 |
0.8929 |
0.0037 |
0.4% |
0.8892 |
| Range |
0.0031 |
0.0079 |
0.0048 |
154.8% |
0.0383 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
133 |
65 |
-68 |
-51.1% |
901 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9142 |
0.9115 |
0.8972 |
|
| R3 |
0.9063 |
0.9036 |
0.8951 |
|
| R2 |
0.8984 |
0.8984 |
0.8943 |
|
| R1 |
0.8957 |
0.8957 |
0.8936 |
0.8971 |
| PP |
0.8905 |
0.8905 |
0.8905 |
0.8912 |
| S1 |
0.8878 |
0.8878 |
0.8922 |
0.8892 |
| S2 |
0.8826 |
0.8826 |
0.8915 |
|
| S3 |
0.8747 |
0.8799 |
0.8907 |
|
| S4 |
0.8668 |
0.8720 |
0.8886 |
|
|
| 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 |
0.9269 |
|
2.618 |
0.9140 |
|
1.618 |
0.9061 |
|
1.000 |
0.9012 |
|
0.618 |
0.8982 |
|
HIGH |
0.8933 |
|
0.618 |
0.8903 |
|
0.500 |
0.8894 |
|
0.382 |
0.8884 |
|
LOW |
0.8854 |
|
0.618 |
0.8805 |
|
1.000 |
0.8775 |
|
1.618 |
0.8726 |
|
2.618 |
0.8647 |
|
4.250 |
0.8518 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8917 |
0.8908 |
| PP |
0.8905 |
0.8888 |
| S1 |
0.8894 |
0.8867 |
|