CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9228 |
0.9127 |
-0.0101 |
-1.1% |
0.9108 |
High |
0.9235 |
0.9226 |
-0.0009 |
-0.1% |
0.9235 |
Low |
0.9105 |
0.9127 |
0.0022 |
0.2% |
0.9057 |
Close |
0.9108 |
0.9204 |
0.0096 |
1.1% |
0.9204 |
Range |
0.0130 |
0.0099 |
-0.0031 |
-23.8% |
0.0178 |
ATR |
0.0120 |
0.0119 |
0.0000 |
-0.1% |
0.0000 |
Volume |
5,252 |
501 |
-4,751 |
-90.5% |
6,546 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9483 |
0.9442 |
0.9258 |
|
R3 |
0.9384 |
0.9343 |
0.9231 |
|
R2 |
0.9285 |
0.9285 |
0.9222 |
|
R1 |
0.9244 |
0.9244 |
0.9213 |
0.9265 |
PP |
0.9186 |
0.9186 |
0.9186 |
0.9196 |
S1 |
0.9145 |
0.9145 |
0.9195 |
0.9166 |
S2 |
0.9087 |
0.9087 |
0.9186 |
|
S3 |
0.8988 |
0.9046 |
0.9177 |
|
S4 |
0.8889 |
0.8947 |
0.9150 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9699 |
0.9630 |
0.9302 |
|
R3 |
0.9521 |
0.9452 |
0.9253 |
|
R2 |
0.9343 |
0.9343 |
0.9237 |
|
R1 |
0.9274 |
0.9274 |
0.9220 |
0.9309 |
PP |
0.9165 |
0.9165 |
0.9165 |
0.9183 |
S1 |
0.9096 |
0.9096 |
0.9188 |
0.9131 |
S2 |
0.8987 |
0.8987 |
0.9171 |
|
S3 |
0.8809 |
0.8918 |
0.9155 |
|
S4 |
0.8631 |
0.8740 |
0.9106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9647 |
2.618 |
0.9485 |
1.618 |
0.9386 |
1.000 |
0.9325 |
0.618 |
0.9287 |
HIGH |
0.9226 |
0.618 |
0.9188 |
0.500 |
0.9177 |
0.382 |
0.9165 |
LOW |
0.9127 |
0.618 |
0.9066 |
1.000 |
0.9028 |
1.618 |
0.8967 |
2.618 |
0.8868 |
4.250 |
0.8706 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9195 |
0.9193 |
PP |
0.9186 |
0.9181 |
S1 |
0.9177 |
0.9170 |
|