CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9147 |
0.9119 |
-0.0028 |
-0.3% |
0.9216 |
High |
0.9149 |
0.9218 |
0.0069 |
0.8% |
0.9288 |
Low |
0.9033 |
0.9119 |
0.0086 |
1.0% |
0.8975 |
Close |
0.9098 |
0.9212 |
0.0114 |
1.3% |
0.9035 |
Range |
0.0116 |
0.0099 |
-0.0017 |
-14.7% |
0.0313 |
ATR |
0.0119 |
0.0119 |
0.0000 |
0.1% |
0.0000 |
Volume |
726 |
734 |
8 |
1.1% |
2,345 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9480 |
0.9445 |
0.9266 |
|
R3 |
0.9381 |
0.9346 |
0.9239 |
|
R2 |
0.9282 |
0.9282 |
0.9230 |
|
R1 |
0.9247 |
0.9247 |
0.9221 |
0.9265 |
PP |
0.9183 |
0.9183 |
0.9183 |
0.9192 |
S1 |
0.9148 |
0.9148 |
0.9203 |
0.9166 |
S2 |
0.9084 |
0.9084 |
0.9194 |
|
S3 |
0.8985 |
0.9049 |
0.9185 |
|
S4 |
0.8886 |
0.8950 |
0.9158 |
|
|
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 |
0.9639 |
2.618 |
0.9477 |
1.618 |
0.9378 |
1.000 |
0.9317 |
0.618 |
0.9279 |
HIGH |
0.9218 |
0.618 |
0.9180 |
0.500 |
0.9169 |
0.382 |
0.9157 |
LOW |
0.9119 |
0.618 |
0.9058 |
1.000 |
0.9020 |
1.618 |
0.8959 |
2.618 |
0.8860 |
4.250 |
0.8698 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9198 |
0.9183 |
PP |
0.9183 |
0.9154 |
S1 |
0.9169 |
0.9126 |
|