CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9095 |
0.0070 |
0.8% |
0.8915 |
| High |
0.9080 |
0.9130 |
0.0050 |
0.6% |
0.9130 |
| Low |
0.9025 |
0.8988 |
-0.0037 |
-0.4% |
0.8854 |
| Close |
0.9058 |
0.9033 |
-0.0025 |
-0.3% |
0.9033 |
| Range |
0.0055 |
0.0142 |
0.0087 |
158.2% |
0.0276 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
3.8% |
0.0000 |
| Volume |
56 |
243 |
187 |
333.9% |
452 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9476 |
0.9397 |
0.9111 |
|
| R3 |
0.9334 |
0.9255 |
0.9072 |
|
| R2 |
0.9192 |
0.9192 |
0.9059 |
|
| R1 |
0.9113 |
0.9113 |
0.9046 |
0.9082 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9035 |
| S1 |
0.8971 |
0.8971 |
0.9020 |
0.8940 |
| S2 |
0.8908 |
0.8908 |
0.9007 |
|
| S3 |
0.8766 |
0.8829 |
0.8994 |
|
| S4 |
0.8624 |
0.8687 |
0.8955 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9709 |
0.9185 |
|
| R3 |
0.9558 |
0.9433 |
0.9109 |
|
| R2 |
0.9282 |
0.9282 |
0.9084 |
|
| R1 |
0.9157 |
0.9157 |
0.9058 |
0.9220 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.9037 |
| S1 |
0.8881 |
0.8881 |
0.9008 |
0.8944 |
| S2 |
0.8730 |
0.8730 |
0.8982 |
|
| S3 |
0.8454 |
0.8605 |
0.8957 |
|
| S4 |
0.8178 |
0.8329 |
0.8881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9502 |
|
1.618 |
0.9360 |
|
1.000 |
0.9272 |
|
0.618 |
0.9218 |
|
HIGH |
0.9130 |
|
0.618 |
0.9076 |
|
0.500 |
0.9059 |
|
0.382 |
0.9042 |
|
LOW |
0.8988 |
|
0.618 |
0.8900 |
|
1.000 |
0.8846 |
|
1.618 |
0.8758 |
|
2.618 |
0.8616 |
|
4.250 |
0.8385 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9059 |
0.9053 |
| PP |
0.9050 |
0.9046 |
| S1 |
0.9042 |
0.9040 |
|