CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9024 |
0.9140 |
0.0116 |
1.3% |
0.8915 |
High |
0.9150 |
0.9148 |
-0.0002 |
0.0% |
0.9130 |
Low |
0.8974 |
0.9064 |
0.0090 |
1.0% |
0.8854 |
Close |
0.9138 |
0.9084 |
-0.0054 |
-0.6% |
0.9033 |
Range |
0.0176 |
0.0084 |
-0.0092 |
-52.3% |
0.0276 |
ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
97 |
59 |
-38 |
-39.2% |
452 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9351 |
0.9301 |
0.9130 |
|
R3 |
0.9267 |
0.9217 |
0.9107 |
|
R2 |
0.9183 |
0.9183 |
0.9099 |
|
R1 |
0.9133 |
0.9133 |
0.9092 |
0.9116 |
PP |
0.9099 |
0.9099 |
0.9099 |
0.9090 |
S1 |
0.9049 |
0.9049 |
0.9076 |
0.9032 |
S2 |
0.9015 |
0.9015 |
0.9069 |
|
S3 |
0.8931 |
0.8965 |
0.9061 |
|
S4 |
0.8847 |
0.8881 |
0.9038 |
|
|
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 |
0.9505 |
2.618 |
0.9368 |
1.618 |
0.9284 |
1.000 |
0.9232 |
0.618 |
0.9200 |
HIGH |
0.9148 |
0.618 |
0.9116 |
0.500 |
0.9106 |
0.382 |
0.9096 |
LOW |
0.9064 |
0.618 |
0.9012 |
1.000 |
0.8980 |
1.618 |
0.8928 |
2.618 |
0.8844 |
4.250 |
0.8707 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9106 |
0.9077 |
PP |
0.9099 |
0.9069 |
S1 |
0.9091 |
0.9062 |
|