CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8967 |
0.8891 |
-0.0076 |
-0.8% |
0.9060 |
| High |
0.8967 |
0.9014 |
0.0047 |
0.5% |
0.9140 |
| Low |
0.8800 |
0.8847 |
0.0047 |
0.5% |
0.8833 |
| Close |
0.8889 |
0.9019 |
0.0130 |
1.5% |
0.8880 |
| Range |
0.0167 |
0.0167 |
0.0000 |
0.0% |
0.0307 |
| ATR |
0.0129 |
0.0132 |
0.0003 |
2.1% |
0.0000 |
| Volume |
43 |
118 |
75 |
174.4% |
876 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9461 |
0.9407 |
0.9111 |
|
| R3 |
0.9294 |
0.9240 |
0.9065 |
|
| R2 |
0.9127 |
0.9127 |
0.9050 |
|
| R1 |
0.9073 |
0.9073 |
0.9034 |
0.9100 |
| PP |
0.8960 |
0.8960 |
0.8960 |
0.8974 |
| S1 |
0.8906 |
0.8906 |
0.9004 |
0.8933 |
| S2 |
0.8793 |
0.8793 |
0.8988 |
|
| S3 |
0.8626 |
0.8739 |
0.8973 |
|
| S4 |
0.8459 |
0.8572 |
0.8927 |
|
|
| 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 |
0.9724 |
|
2.618 |
0.9451 |
|
1.618 |
0.9284 |
|
1.000 |
0.9181 |
|
0.618 |
0.9117 |
|
HIGH |
0.9014 |
|
0.618 |
0.8950 |
|
0.500 |
0.8931 |
|
0.382 |
0.8911 |
|
LOW |
0.8847 |
|
0.618 |
0.8744 |
|
1.000 |
0.8680 |
|
1.618 |
0.8577 |
|
2.618 |
0.8410 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.8982 |
| PP |
0.8960 |
0.8944 |
| S1 |
0.8931 |
0.8907 |
|