CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8835 |
0.8967 |
0.0132 |
1.5% |
0.9060 |
| High |
0.8992 |
0.8967 |
-0.0025 |
-0.3% |
0.9140 |
| Low |
0.8835 |
0.8800 |
-0.0035 |
-0.4% |
0.8833 |
| Close |
0.8891 |
0.8889 |
-0.0002 |
0.0% |
0.8880 |
| Range |
0.0157 |
0.0167 |
0.0010 |
6.4% |
0.0307 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.3% |
0.0000 |
| Volume |
69 |
43 |
-26 |
-37.7% |
876 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9305 |
0.8981 |
|
| R3 |
0.9219 |
0.9138 |
0.8935 |
|
| R2 |
0.9052 |
0.9052 |
0.8920 |
|
| R1 |
0.8971 |
0.8971 |
0.8904 |
0.8928 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8864 |
| S1 |
0.8804 |
0.8804 |
0.8874 |
0.8761 |
| S2 |
0.8718 |
0.8718 |
0.8858 |
|
| S3 |
0.8551 |
0.8637 |
0.8843 |
|
| S4 |
0.8384 |
0.8470 |
0.8797 |
|
|
| 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 |
0.9677 |
|
2.618 |
0.9404 |
|
1.618 |
0.9237 |
|
1.000 |
0.9134 |
|
0.618 |
0.9070 |
|
HIGH |
0.8967 |
|
0.618 |
0.8903 |
|
0.500 |
0.8884 |
|
0.382 |
0.8864 |
|
LOW |
0.8800 |
|
0.618 |
0.8697 |
|
1.000 |
0.8633 |
|
1.618 |
0.8530 |
|
2.618 |
0.8363 |
|
4.250 |
0.8090 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8887 |
0.8908 |
| PP |
0.8885 |
0.8901 |
| S1 |
0.8884 |
0.8895 |
|