CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9038 |
0.9147 |
0.0109 |
1.2% |
0.9216 |
High |
0.9169 |
0.9149 |
-0.0020 |
-0.2% |
0.9288 |
Low |
0.9037 |
0.9033 |
-0.0004 |
0.0% |
0.8975 |
Close |
0.9145 |
0.9098 |
-0.0047 |
-0.5% |
0.9035 |
Range |
0.0132 |
0.0116 |
-0.0016 |
-12.1% |
0.0313 |
ATR |
0.0119 |
0.0119 |
0.0000 |
-0.2% |
0.0000 |
Volume |
701 |
726 |
25 |
3.6% |
2,345 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9441 |
0.9386 |
0.9162 |
|
R3 |
0.9325 |
0.9270 |
0.9130 |
|
R2 |
0.9209 |
0.9209 |
0.9119 |
|
R1 |
0.9154 |
0.9154 |
0.9109 |
0.9124 |
PP |
0.9093 |
0.9093 |
0.9093 |
0.9078 |
S1 |
0.9038 |
0.9038 |
0.9087 |
0.9008 |
S2 |
0.8977 |
0.8977 |
0.9077 |
|
S3 |
0.8861 |
0.8922 |
0.9066 |
|
S4 |
0.8745 |
0.8806 |
0.9034 |
|
|
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 |
0.9642 |
2.618 |
0.9453 |
1.618 |
0.9337 |
1.000 |
0.9265 |
0.618 |
0.9221 |
HIGH |
0.9149 |
0.618 |
0.9105 |
0.500 |
0.9091 |
0.382 |
0.9077 |
LOW |
0.9033 |
0.618 |
0.8961 |
1.000 |
0.8917 |
1.618 |
0.8845 |
2.618 |
0.8729 |
4.250 |
0.8540 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9096 |
0.9089 |
PP |
0.9093 |
0.9081 |
S1 |
0.9091 |
0.9072 |
|