CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 02-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9070 |
0.9148 |
0.0078 |
0.9% |
0.9038 |
High |
0.9172 |
0.9200 |
0.0028 |
0.3% |
0.9218 |
Low |
0.9006 |
0.9135 |
0.0129 |
1.4% |
0.8853 |
Close |
0.9162 |
0.9147 |
-0.0015 |
-0.2% |
0.8969 |
Range |
0.0166 |
0.0065 |
-0.0101 |
-60.8% |
0.0365 |
ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.8% |
0.0000 |
Volume |
2,283 |
2,683 |
400 |
17.5% |
3,123 |
|
Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9356 |
0.9316 |
0.9183 |
|
R3 |
0.9291 |
0.9251 |
0.9165 |
|
R2 |
0.9226 |
0.9226 |
0.9159 |
|
R1 |
0.9186 |
0.9186 |
0.9153 |
0.9174 |
PP |
0.9161 |
0.9161 |
0.9161 |
0.9154 |
S1 |
0.9121 |
0.9121 |
0.9141 |
0.9109 |
S2 |
0.9096 |
0.9096 |
0.9135 |
|
S3 |
0.9031 |
0.9056 |
0.9129 |
|
S4 |
0.8966 |
0.8991 |
0.9111 |
|
|
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 |
0.9476 |
2.618 |
0.9370 |
1.618 |
0.9305 |
1.000 |
0.9265 |
0.618 |
0.9240 |
HIGH |
0.9200 |
0.618 |
0.9175 |
0.500 |
0.9168 |
0.382 |
0.9160 |
LOW |
0.9135 |
0.618 |
0.9095 |
1.000 |
0.9070 |
1.618 |
0.9030 |
2.618 |
0.8965 |
4.250 |
0.8859 |
|
|
Fisher Pivots for day following 02-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9168 |
0.9132 |
PP |
0.9161 |
0.9118 |
S1 |
0.9154 |
0.9103 |
|