CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9155 |
0.0017 |
0.2% |
0.9024 |
| High |
0.9161 |
0.9155 |
-0.0006 |
-0.1% |
0.9182 |
| Low |
0.9073 |
0.9067 |
-0.0006 |
-0.1% |
0.8974 |
| Close |
0.9130 |
0.9077 |
-0.0053 |
-0.6% |
0.9077 |
| Range |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0208 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
261 |
85 |
-176 |
-67.4% |
536 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9308 |
0.9125 |
|
| R3 |
0.9276 |
0.9220 |
0.9101 |
|
| R2 |
0.9188 |
0.9188 |
0.9093 |
|
| R1 |
0.9132 |
0.9132 |
0.9085 |
0.9116 |
| PP |
0.9100 |
0.9100 |
0.9100 |
0.9092 |
| S1 |
0.9044 |
0.9044 |
0.9069 |
0.9028 |
| S2 |
0.9012 |
0.9012 |
0.9061 |
|
| S3 |
0.8924 |
0.8956 |
0.9053 |
|
| S4 |
0.8836 |
0.8868 |
0.9029 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9702 |
0.9597 |
0.9191 |
|
| R3 |
0.9494 |
0.9389 |
0.9134 |
|
| R2 |
0.9286 |
0.9286 |
0.9115 |
|
| R1 |
0.9181 |
0.9181 |
0.9096 |
0.9234 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9104 |
| S1 |
0.8973 |
0.8973 |
0.9058 |
0.9026 |
| S2 |
0.8870 |
0.8870 |
0.9039 |
|
| S3 |
0.8662 |
0.8765 |
0.9020 |
|
| S4 |
0.8454 |
0.8557 |
0.8963 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9529 |
|
2.618 |
0.9385 |
|
1.618 |
0.9297 |
|
1.000 |
0.9243 |
|
0.618 |
0.9209 |
|
HIGH |
0.9155 |
|
0.618 |
0.9121 |
|
0.500 |
0.9111 |
|
0.382 |
0.9101 |
|
LOW |
0.9067 |
|
0.618 |
0.9013 |
|
1.000 |
0.8979 |
|
1.618 |
0.8925 |
|
2.618 |
0.8837 |
|
4.250 |
0.8693 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9111 |
0.9125 |
| PP |
0.9100 |
0.9109 |
| S1 |
0.9088 |
0.9093 |
|