CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.9138 |
0.0058 |
0.6% |
0.8915 |
High |
0.9182 |
0.9161 |
-0.0021 |
-0.2% |
0.9130 |
Low |
0.9080 |
0.9073 |
-0.0007 |
-0.1% |
0.8854 |
Close |
0.9174 |
0.9130 |
-0.0044 |
-0.5% |
0.9033 |
Range |
0.0102 |
0.0088 |
-0.0014 |
-13.7% |
0.0276 |
ATR |
0.0100 |
0.0101 |
0.0000 |
0.0% |
0.0000 |
Volume |
34 |
261 |
227 |
667.6% |
452 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9385 |
0.9346 |
0.9178 |
|
R3 |
0.9297 |
0.9258 |
0.9154 |
|
R2 |
0.9209 |
0.9209 |
0.9146 |
|
R1 |
0.9170 |
0.9170 |
0.9138 |
0.9146 |
PP |
0.9121 |
0.9121 |
0.9121 |
0.9109 |
S1 |
0.9082 |
0.9082 |
0.9122 |
0.9058 |
S2 |
0.9033 |
0.9033 |
0.9114 |
|
S3 |
0.8945 |
0.8994 |
0.9106 |
|
S4 |
0.8857 |
0.8906 |
0.9082 |
|
|
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 |
0.9535 |
2.618 |
0.9391 |
1.618 |
0.9303 |
1.000 |
0.9249 |
0.618 |
0.9215 |
HIGH |
0.9161 |
0.618 |
0.9127 |
0.500 |
0.9117 |
0.382 |
0.9107 |
LOW |
0.9073 |
0.618 |
0.9019 |
1.000 |
0.8985 |
1.618 |
0.8931 |
2.618 |
0.8843 |
4.250 |
0.8699 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9126 |
0.9128 |
PP |
0.9121 |
0.9125 |
S1 |
0.9117 |
0.9123 |
|