CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.8867 |
0.9015 |
0.0148 |
1.7% |
0.9060 |
High |
0.9061 |
0.9015 |
-0.0046 |
-0.5% |
0.9140 |
Low |
0.8833 |
0.8855 |
0.0022 |
0.2% |
0.8833 |
Close |
0.9046 |
0.8880 |
-0.0166 |
-1.8% |
0.8880 |
Range |
0.0228 |
0.0160 |
-0.0068 |
-29.8% |
0.0307 |
ATR |
0.0119 |
0.0124 |
0.0005 |
4.3% |
0.0000 |
Volume |
519 |
87 |
-432 |
-83.2% |
876 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9397 |
0.9298 |
0.8968 |
|
R3 |
0.9237 |
0.9138 |
0.8924 |
|
R2 |
0.9077 |
0.9077 |
0.8909 |
|
R1 |
0.8978 |
0.8978 |
0.8895 |
0.8948 |
PP |
0.8917 |
0.8917 |
0.8917 |
0.8901 |
S1 |
0.8818 |
0.8818 |
0.8865 |
0.8788 |
S2 |
0.8757 |
0.8757 |
0.8851 |
|
S3 |
0.8597 |
0.8658 |
0.8836 |
|
S4 |
0.8437 |
0.8498 |
0.8792 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9872 |
0.9683 |
0.9049 |
|
R3 |
0.9565 |
0.9376 |
0.8964 |
|
R2 |
0.9258 |
0.9258 |
0.8936 |
|
R1 |
0.9069 |
0.9069 |
0.8908 |
0.9010 |
PP |
0.8951 |
0.8951 |
0.8951 |
0.8922 |
S1 |
0.8762 |
0.8762 |
0.8852 |
0.8703 |
S2 |
0.8644 |
0.8644 |
0.8824 |
|
S3 |
0.8337 |
0.8455 |
0.8796 |
|
S4 |
0.8030 |
0.8148 |
0.8711 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9695 |
2.618 |
0.9434 |
1.618 |
0.9274 |
1.000 |
0.9175 |
0.618 |
0.9114 |
HIGH |
0.9015 |
0.618 |
0.8954 |
0.500 |
0.8935 |
0.382 |
0.8916 |
LOW |
0.8855 |
0.618 |
0.8756 |
1.000 |
0.8695 |
1.618 |
0.8596 |
2.618 |
0.8436 |
4.250 |
0.8175 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8935 |
0.8950 |
PP |
0.8917 |
0.8926 |
S1 |
0.8898 |
0.8903 |
|