CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9177 |
0.9079 |
-0.0098 |
-1.1% |
0.9216 |
High |
0.9184 |
0.9107 |
-0.0077 |
-0.8% |
0.9288 |
Low |
0.9033 |
0.8975 |
-0.0058 |
-0.6% |
0.8975 |
Close |
0.9083 |
0.9035 |
-0.0048 |
-0.5% |
0.9035 |
Range |
0.0151 |
0.0132 |
-0.0019 |
-12.6% |
0.0313 |
ATR |
0.0117 |
0.0118 |
0.0001 |
0.9% |
0.0000 |
Volume |
358 |
251 |
-107 |
-29.9% |
2,345 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9435 |
0.9367 |
0.9108 |
|
R3 |
0.9303 |
0.9235 |
0.9071 |
|
R2 |
0.9171 |
0.9171 |
0.9059 |
|
R1 |
0.9103 |
0.9103 |
0.9047 |
0.9071 |
PP |
0.9039 |
0.9039 |
0.9039 |
0.9023 |
S1 |
0.8971 |
0.8971 |
0.9023 |
0.8939 |
S2 |
0.8907 |
0.8907 |
0.9011 |
|
S3 |
0.8775 |
0.8839 |
0.8999 |
|
S4 |
0.8643 |
0.8707 |
0.8962 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0038 |
0.9850 |
0.9207 |
|
R3 |
0.9725 |
0.9537 |
0.9121 |
|
R2 |
0.9412 |
0.9412 |
0.9092 |
|
R1 |
0.9224 |
0.9224 |
0.9064 |
0.9162 |
PP |
0.9099 |
0.9099 |
0.9099 |
0.9068 |
S1 |
0.8911 |
0.8911 |
0.9006 |
0.8849 |
S2 |
0.8786 |
0.8786 |
0.8978 |
|
S3 |
0.8473 |
0.8598 |
0.8949 |
|
S4 |
0.8160 |
0.8285 |
0.8863 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9668 |
2.618 |
0.9453 |
1.618 |
0.9321 |
1.000 |
0.9239 |
0.618 |
0.9189 |
HIGH |
0.9107 |
0.618 |
0.9057 |
0.500 |
0.9041 |
0.382 |
0.9025 |
LOW |
0.8975 |
0.618 |
0.8893 |
1.000 |
0.8843 |
1.618 |
0.8761 |
2.618 |
0.8629 |
4.250 |
0.8414 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9041 |
0.9101 |
PP |
0.9039 |
0.9079 |
S1 |
0.9037 |
0.9057 |
|