CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9015 |
0.8835 |
-0.0180 |
-2.0% |
0.9060 |
High |
0.9015 |
0.8992 |
-0.0023 |
-0.3% |
0.9140 |
Low |
0.8855 |
0.8835 |
-0.0020 |
-0.2% |
0.8833 |
Close |
0.8880 |
0.8891 |
0.0011 |
0.1% |
0.8880 |
Range |
0.0160 |
0.0157 |
-0.0003 |
-1.9% |
0.0307 |
ATR |
0.0124 |
0.0126 |
0.0002 |
1.9% |
0.0000 |
Volume |
87 |
69 |
-18 |
-20.7% |
876 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9377 |
0.9291 |
0.8977 |
|
R3 |
0.9220 |
0.9134 |
0.8934 |
|
R2 |
0.9063 |
0.9063 |
0.8920 |
|
R1 |
0.8977 |
0.8977 |
0.8905 |
0.9020 |
PP |
0.8906 |
0.8906 |
0.8906 |
0.8928 |
S1 |
0.8820 |
0.8820 |
0.8877 |
0.8863 |
S2 |
0.8749 |
0.8749 |
0.8862 |
|
S3 |
0.8592 |
0.8663 |
0.8848 |
|
S4 |
0.8435 |
0.8506 |
0.8805 |
|
|
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 |
0.9659 |
2.618 |
0.9403 |
1.618 |
0.9246 |
1.000 |
0.9149 |
0.618 |
0.9089 |
HIGH |
0.8992 |
0.618 |
0.8932 |
0.500 |
0.8914 |
0.382 |
0.8895 |
LOW |
0.8835 |
0.618 |
0.8738 |
1.000 |
0.8678 |
1.618 |
0.8581 |
2.618 |
0.8424 |
4.250 |
0.8168 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8914 |
0.8947 |
PP |
0.8906 |
0.8928 |
S1 |
0.8899 |
0.8910 |
|