CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9148 |
0.9170 |
0.0022 |
0.2% |
0.9038 |
High |
0.9200 |
0.9227 |
0.0027 |
0.3% |
0.9218 |
Low |
0.9135 |
0.9140 |
0.0005 |
0.1% |
0.8853 |
Close |
0.9147 |
0.9182 |
0.0035 |
0.4% |
0.8969 |
Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0365 |
ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
2,683 |
2,393 |
-290 |
-10.8% |
3,123 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9444 |
0.9400 |
0.9230 |
|
R3 |
0.9357 |
0.9313 |
0.9206 |
|
R2 |
0.9270 |
0.9270 |
0.9198 |
|
R1 |
0.9226 |
0.9226 |
0.9190 |
0.9248 |
PP |
0.9183 |
0.9183 |
0.9183 |
0.9194 |
S1 |
0.9139 |
0.9139 |
0.9174 |
0.9161 |
S2 |
0.9096 |
0.9096 |
0.9166 |
|
S3 |
0.9009 |
0.9052 |
0.9158 |
|
S4 |
0.8922 |
0.8965 |
0.9134 |
|
|
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 |
0.9597 |
2.618 |
0.9455 |
1.618 |
0.9368 |
1.000 |
0.9314 |
0.618 |
0.9281 |
HIGH |
0.9227 |
0.618 |
0.9194 |
0.500 |
0.9184 |
0.382 |
0.9173 |
LOW |
0.9140 |
0.618 |
0.9086 |
1.000 |
0.9053 |
1.618 |
0.8999 |
2.618 |
0.8912 |
4.250 |
0.8770 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9184 |
0.9160 |
PP |
0.9183 |
0.9138 |
S1 |
0.9183 |
0.9117 |
|