CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8975 |
0.9025 |
0.0050 |
0.6% |
0.8552 |
| High |
0.9014 |
0.9080 |
0.0066 |
0.7% |
0.8935 |
| Low |
0.8975 |
0.9025 |
0.0050 |
0.6% |
0.8552 |
| Close |
0.9005 |
0.9058 |
0.0053 |
0.6% |
0.8892 |
| Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0383 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55 |
56 |
1 |
1.8% |
901 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9219 |
0.9194 |
0.9088 |
|
| R3 |
0.9164 |
0.9139 |
0.9073 |
|
| R2 |
0.9109 |
0.9109 |
0.9068 |
|
| R1 |
0.9084 |
0.9084 |
0.9063 |
0.9097 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9061 |
| S1 |
0.9029 |
0.9029 |
0.9053 |
0.9042 |
| S2 |
0.8999 |
0.8999 |
0.9048 |
|
| S3 |
0.8944 |
0.8974 |
0.9043 |
|
| S4 |
0.8889 |
0.8919 |
0.9028 |
|
|
| 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 |
0.9314 |
|
2.618 |
0.9224 |
|
1.618 |
0.9169 |
|
1.000 |
0.9135 |
|
0.618 |
0.9114 |
|
HIGH |
0.9080 |
|
0.618 |
0.9059 |
|
0.500 |
0.9053 |
|
0.382 |
0.9046 |
|
LOW |
0.9025 |
|
0.618 |
0.8991 |
|
1.000 |
0.8970 |
|
1.618 |
0.8936 |
|
2.618 |
0.8881 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9037 |
| PP |
0.9054 |
0.9015 |
| S1 |
0.9053 |
0.8994 |
|