CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9024 |
-0.0071 |
-0.8% |
0.8915 |
| High |
0.9130 |
0.9150 |
0.0020 |
0.2% |
0.9130 |
| Low |
0.8988 |
0.8974 |
-0.0014 |
-0.2% |
0.8854 |
| Close |
0.9033 |
0.9138 |
0.0105 |
1.2% |
0.9033 |
| Range |
0.0142 |
0.0176 |
0.0034 |
23.9% |
0.0276 |
| ATR |
0.0096 |
0.0102 |
0.0006 |
6.0% |
0.0000 |
| Volume |
243 |
97 |
-146 |
-60.1% |
452 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9553 |
0.9235 |
|
| R3 |
0.9439 |
0.9377 |
0.9186 |
|
| R2 |
0.9263 |
0.9263 |
0.9170 |
|
| R1 |
0.9201 |
0.9201 |
0.9154 |
0.9232 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9103 |
| S1 |
0.9025 |
0.9025 |
0.9122 |
0.9056 |
| S2 |
0.8911 |
0.8911 |
0.9106 |
|
| S3 |
0.8735 |
0.8849 |
0.9090 |
|
| S4 |
0.8559 |
0.8673 |
0.9041 |
|
|
| 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 |
0.9898 |
|
2.618 |
0.9611 |
|
1.618 |
0.9435 |
|
1.000 |
0.9326 |
|
0.618 |
0.9259 |
|
HIGH |
0.9150 |
|
0.618 |
0.9083 |
|
0.500 |
0.9062 |
|
0.382 |
0.9041 |
|
LOW |
0.8974 |
|
0.618 |
0.8865 |
|
1.000 |
0.8798 |
|
1.618 |
0.8689 |
|
2.618 |
0.8513 |
|
4.250 |
0.8226 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9113 |
0.9113 |
| PP |
0.9087 |
0.9087 |
| S1 |
0.9062 |
0.9062 |
|