CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9127 |
0.9216 |
0.0089 |
1.0% |
0.9108 |
High |
0.9226 |
0.9288 |
0.0062 |
0.7% |
0.9235 |
Low |
0.9127 |
0.9207 |
0.0080 |
0.9% |
0.9057 |
Close |
0.9204 |
0.9264 |
0.0060 |
0.7% |
0.9204 |
Range |
0.0099 |
0.0081 |
-0.0018 |
-18.2% |
0.0178 |
ATR |
0.0119 |
0.0117 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
501 |
306 |
-195 |
-38.9% |
6,546 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9496 |
0.9461 |
0.9309 |
|
R3 |
0.9415 |
0.9380 |
0.9286 |
|
R2 |
0.9334 |
0.9334 |
0.9279 |
|
R1 |
0.9299 |
0.9299 |
0.9271 |
0.9317 |
PP |
0.9253 |
0.9253 |
0.9253 |
0.9262 |
S1 |
0.9218 |
0.9218 |
0.9257 |
0.9236 |
S2 |
0.9172 |
0.9172 |
0.9249 |
|
S3 |
0.9091 |
0.9137 |
0.9242 |
|
S4 |
0.9010 |
0.9056 |
0.9219 |
|
|
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 |
0.9632 |
2.618 |
0.9500 |
1.618 |
0.9419 |
1.000 |
0.9369 |
0.618 |
0.9338 |
HIGH |
0.9288 |
0.618 |
0.9257 |
0.500 |
0.9248 |
0.382 |
0.9238 |
LOW |
0.9207 |
0.618 |
0.9157 |
1.000 |
0.9126 |
1.618 |
0.9076 |
2.618 |
0.8995 |
4.250 |
0.8863 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9259 |
0.9242 |
PP |
0.9253 |
0.9219 |
S1 |
0.9248 |
0.9197 |
|