CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9184 |
0.9009 |
-0.0175 |
-1.9% |
0.9038 |
High |
0.9184 |
0.9096 |
-0.0088 |
-1.0% |
0.9218 |
Low |
0.8853 |
0.9006 |
0.0153 |
1.7% |
0.8853 |
Close |
0.8969 |
0.9045 |
0.0076 |
0.8% |
0.8969 |
Range |
0.0331 |
0.0090 |
-0.0241 |
-72.8% |
0.0365 |
ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
962 |
4,017 |
3,055 |
317.6% |
3,123 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9319 |
0.9272 |
0.9095 |
|
R3 |
0.9229 |
0.9182 |
0.9070 |
|
R2 |
0.9139 |
0.9139 |
0.9062 |
|
R1 |
0.9092 |
0.9092 |
0.9053 |
0.9116 |
PP |
0.9049 |
0.9049 |
0.9049 |
0.9061 |
S1 |
0.9002 |
0.9002 |
0.9037 |
0.9026 |
S2 |
0.8959 |
0.8959 |
0.9029 |
|
S3 |
0.8869 |
0.8912 |
0.9020 |
|
S4 |
0.8779 |
0.8822 |
0.8996 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0108 |
0.9904 |
0.9170 |
|
R3 |
0.9743 |
0.9539 |
0.9069 |
|
R2 |
0.9378 |
0.9378 |
0.9036 |
|
R1 |
0.9174 |
0.9174 |
0.9002 |
0.9094 |
PP |
0.9013 |
0.9013 |
0.9013 |
0.8973 |
S1 |
0.8809 |
0.8809 |
0.8936 |
0.8729 |
S2 |
0.8648 |
0.8648 |
0.8902 |
|
S3 |
0.8283 |
0.8444 |
0.8869 |
|
S4 |
0.7918 |
0.8079 |
0.8768 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9479 |
2.618 |
0.9332 |
1.618 |
0.9242 |
1.000 |
0.9186 |
0.618 |
0.9152 |
HIGH |
0.9096 |
0.618 |
0.9062 |
0.500 |
0.9051 |
0.382 |
0.9040 |
LOW |
0.9006 |
0.618 |
0.8950 |
1.000 |
0.8916 |
1.618 |
0.8860 |
2.618 |
0.8770 |
4.250 |
0.8624 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9051 |
0.9042 |
PP |
0.9049 |
0.9039 |
S1 |
0.9047 |
0.9036 |
|