CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9080 |
-0.0060 |
-0.7% |
0.8915 |
| High |
0.9148 |
0.9182 |
0.0034 |
0.4% |
0.9130 |
| Low |
0.9064 |
0.9080 |
0.0016 |
0.2% |
0.8854 |
| Close |
0.9084 |
0.9174 |
0.0090 |
1.0% |
0.9033 |
| Range |
0.0084 |
0.0102 |
0.0018 |
21.4% |
0.0276 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.1% |
0.0000 |
| Volume |
59 |
34 |
-25 |
-42.4% |
452 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9415 |
0.9230 |
|
| R3 |
0.9349 |
0.9313 |
0.9202 |
|
| R2 |
0.9247 |
0.9247 |
0.9193 |
|
| R1 |
0.9211 |
0.9211 |
0.9183 |
0.9229 |
| PP |
0.9145 |
0.9145 |
0.9145 |
0.9155 |
| S1 |
0.9109 |
0.9109 |
0.9165 |
0.9127 |
| S2 |
0.9043 |
0.9043 |
0.9155 |
|
| S3 |
0.8941 |
0.9007 |
0.9146 |
|
| S4 |
0.8839 |
0.8905 |
0.9118 |
|
|
| 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 |
0.9616 |
|
2.618 |
0.9449 |
|
1.618 |
0.9347 |
|
1.000 |
0.9284 |
|
0.618 |
0.9245 |
|
HIGH |
0.9182 |
|
0.618 |
0.9143 |
|
0.500 |
0.9131 |
|
0.382 |
0.9119 |
|
LOW |
0.9080 |
|
0.618 |
0.9017 |
|
1.000 |
0.8978 |
|
1.618 |
0.8915 |
|
2.618 |
0.8813 |
|
4.250 |
0.8647 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9160 |
0.9142 |
| PP |
0.9145 |
0.9110 |
| S1 |
0.9131 |
0.9078 |
|