CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.8958 |
0.9002 |
0.0044 |
0.5% |
0.8835 |
High |
0.9000 |
0.9075 |
0.0075 |
0.8% |
0.9075 |
Low |
0.8914 |
0.8994 |
0.0080 |
0.9% |
0.8800 |
Close |
0.8984 |
0.9040 |
0.0056 |
0.6% |
0.9040 |
Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0275 |
ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
234 |
52 |
-182 |
-77.8% |
516 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9279 |
0.9241 |
0.9085 |
|
R3 |
0.9198 |
0.9160 |
0.9062 |
|
R2 |
0.9117 |
0.9117 |
0.9055 |
|
R1 |
0.9079 |
0.9079 |
0.9047 |
0.9098 |
PP |
0.9036 |
0.9036 |
0.9036 |
0.9046 |
S1 |
0.8998 |
0.8998 |
0.9033 |
0.9017 |
S2 |
0.8955 |
0.8955 |
0.9025 |
|
S3 |
0.8874 |
0.8917 |
0.9018 |
|
S4 |
0.8793 |
0.8836 |
0.8995 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9797 |
0.9693 |
0.9191 |
|
R3 |
0.9522 |
0.9418 |
0.9116 |
|
R2 |
0.9247 |
0.9247 |
0.9090 |
|
R1 |
0.9143 |
0.9143 |
0.9065 |
0.9195 |
PP |
0.8972 |
0.8972 |
0.8972 |
0.8998 |
S1 |
0.8868 |
0.8868 |
0.9015 |
0.8920 |
S2 |
0.8697 |
0.8697 |
0.8990 |
|
S3 |
0.8422 |
0.8593 |
0.8964 |
|
S4 |
0.8147 |
0.8318 |
0.8889 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9419 |
2.618 |
0.9287 |
1.618 |
0.9206 |
1.000 |
0.9156 |
0.618 |
0.9125 |
HIGH |
0.9075 |
0.618 |
0.9044 |
0.500 |
0.9035 |
0.382 |
0.9025 |
LOW |
0.8994 |
0.618 |
0.8944 |
1.000 |
0.8913 |
1.618 |
0.8863 |
2.618 |
0.8782 |
4.250 |
0.8650 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9038 |
0.9014 |
PP |
0.9036 |
0.8987 |
S1 |
0.9035 |
0.8961 |
|