CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.8891 |
0.8958 |
0.0067 |
0.8% |
0.9060 |
High |
0.9014 |
0.9000 |
-0.0014 |
-0.2% |
0.9140 |
Low |
0.8847 |
0.8914 |
0.0067 |
0.8% |
0.8833 |
Close |
0.9019 |
0.8984 |
-0.0035 |
-0.4% |
0.8880 |
Range |
0.0167 |
0.0086 |
-0.0081 |
-48.5% |
0.0307 |
ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
118 |
234 |
116 |
98.3% |
876 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9224 |
0.9190 |
0.9031 |
|
R3 |
0.9138 |
0.9104 |
0.9008 |
|
R2 |
0.9052 |
0.9052 |
0.9000 |
|
R1 |
0.9018 |
0.9018 |
0.8992 |
0.9035 |
PP |
0.8966 |
0.8966 |
0.8966 |
0.8975 |
S1 |
0.8932 |
0.8932 |
0.8976 |
0.8949 |
S2 |
0.8880 |
0.8880 |
0.8968 |
|
S3 |
0.8794 |
0.8846 |
0.8960 |
|
S4 |
0.8708 |
0.8760 |
0.8937 |
|
|
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 |
0.9366 |
2.618 |
0.9225 |
1.618 |
0.9139 |
1.000 |
0.9086 |
0.618 |
0.9053 |
HIGH |
0.9000 |
0.618 |
0.8967 |
0.500 |
0.8957 |
0.382 |
0.8947 |
LOW |
0.8914 |
0.618 |
0.8861 |
1.000 |
0.8828 |
1.618 |
0.8775 |
2.618 |
0.8689 |
4.250 |
0.8549 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.8975 |
0.8958 |
PP |
0.8966 |
0.8933 |
S1 |
0.8957 |
0.8907 |
|