CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9170 |
0.9137 |
-0.0033 |
-0.4% |
0.9009 |
High |
0.9227 |
0.9202 |
-0.0025 |
-0.3% |
0.9227 |
Low |
0.9140 |
0.9017 |
-0.0123 |
-1.3% |
0.9006 |
Close |
0.9182 |
0.9018 |
-0.0164 |
-1.8% |
0.9018 |
Range |
0.0087 |
0.0185 |
0.0098 |
112.6% |
0.0221 |
ATR |
0.0129 |
0.0133 |
0.0004 |
3.1% |
0.0000 |
Volume |
2,393 |
2,159 |
-234 |
-9.8% |
13,535 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9634 |
0.9511 |
0.9120 |
|
R3 |
0.9449 |
0.9326 |
0.9069 |
|
R2 |
0.9264 |
0.9264 |
0.9052 |
|
R1 |
0.9141 |
0.9141 |
0.9035 |
0.9110 |
PP |
0.9079 |
0.9079 |
0.9079 |
0.9064 |
S1 |
0.8956 |
0.8956 |
0.9001 |
0.8925 |
S2 |
0.8894 |
0.8894 |
0.8984 |
|
S3 |
0.8709 |
0.8771 |
0.8967 |
|
S4 |
0.8524 |
0.8586 |
0.8916 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9747 |
0.9603 |
0.9140 |
|
R3 |
0.9526 |
0.9382 |
0.9079 |
|
R2 |
0.9305 |
0.9305 |
0.9059 |
|
R1 |
0.9161 |
0.9161 |
0.9038 |
0.9233 |
PP |
0.9084 |
0.9084 |
0.9084 |
0.9120 |
S1 |
0.8940 |
0.8940 |
0.8998 |
0.9012 |
S2 |
0.8863 |
0.8863 |
0.8977 |
|
S3 |
0.8642 |
0.8719 |
0.8957 |
|
S4 |
0.8421 |
0.8498 |
0.8896 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9988 |
2.618 |
0.9686 |
1.618 |
0.9501 |
1.000 |
0.9387 |
0.618 |
0.9316 |
HIGH |
0.9202 |
0.618 |
0.9131 |
0.500 |
0.9110 |
0.382 |
0.9088 |
LOW |
0.9017 |
0.618 |
0.8903 |
1.000 |
0.8832 |
1.618 |
0.8718 |
2.618 |
0.8533 |
4.250 |
0.8231 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9110 |
0.9122 |
PP |
0.9079 |
0.9087 |
S1 |
0.9049 |
0.9053 |
|