CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9108 |
0.9181 |
0.0073 |
0.8% |
0.8835 |
High |
0.9183 |
0.9196 |
0.0013 |
0.1% |
0.9075 |
Low |
0.9057 |
0.9139 |
0.0082 |
0.9% |
0.8800 |
Close |
0.9181 |
0.9185 |
0.0004 |
0.0% |
0.9040 |
Range |
0.0126 |
0.0057 |
-0.0069 |
-54.8% |
0.0275 |
ATR |
0.0128 |
0.0123 |
-0.0005 |
-4.0% |
0.0000 |
Volume |
102 |
560 |
458 |
449.0% |
516 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9344 |
0.9322 |
0.9216 |
|
R3 |
0.9287 |
0.9265 |
0.9201 |
|
R2 |
0.9230 |
0.9230 |
0.9195 |
|
R1 |
0.9208 |
0.9208 |
0.9190 |
0.9219 |
PP |
0.9173 |
0.9173 |
0.9173 |
0.9179 |
S1 |
0.9151 |
0.9151 |
0.9180 |
0.9162 |
S2 |
0.9116 |
0.9116 |
0.9175 |
|
S3 |
0.9059 |
0.9094 |
0.9169 |
|
S4 |
0.9002 |
0.9037 |
0.9154 |
|
|
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 |
0.9438 |
2.618 |
0.9345 |
1.618 |
0.9288 |
1.000 |
0.9253 |
0.618 |
0.9231 |
HIGH |
0.9196 |
0.618 |
0.9174 |
0.500 |
0.9168 |
0.382 |
0.9161 |
LOW |
0.9139 |
0.618 |
0.9104 |
1.000 |
0.9082 |
1.618 |
0.9047 |
2.618 |
0.8990 |
4.250 |
0.8897 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9179 |
0.9155 |
PP |
0.9173 |
0.9125 |
S1 |
0.9168 |
0.9095 |
|