CME Australian Dollar Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9137 |
0.9067 |
-0.0070 |
-0.8% |
0.9009 |
High |
0.9202 |
0.9097 |
-0.0105 |
-1.1% |
0.9227 |
Low |
0.9017 |
0.8945 |
-0.0072 |
-0.8% |
0.9006 |
Close |
0.9018 |
0.9030 |
0.0012 |
0.1% |
0.9018 |
Range |
0.0185 |
0.0152 |
-0.0033 |
-17.8% |
0.0221 |
ATR |
0.0133 |
0.0134 |
0.0001 |
1.0% |
0.0000 |
Volume |
2,159 |
9,191 |
7,032 |
325.7% |
13,535 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9480 |
0.9407 |
0.9114 |
|
R3 |
0.9328 |
0.9255 |
0.9072 |
|
R2 |
0.9176 |
0.9176 |
0.9058 |
|
R1 |
0.9103 |
0.9103 |
0.9044 |
0.9064 |
PP |
0.9024 |
0.9024 |
0.9024 |
0.9004 |
S1 |
0.8951 |
0.8951 |
0.9016 |
0.8912 |
S2 |
0.8872 |
0.8872 |
0.9002 |
|
S3 |
0.8720 |
0.8799 |
0.8988 |
|
S4 |
0.8568 |
0.8647 |
0.8946 |
|
|
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 |
0.9743 |
2.618 |
0.9495 |
1.618 |
0.9343 |
1.000 |
0.9249 |
0.618 |
0.9191 |
HIGH |
0.9097 |
0.618 |
0.9039 |
0.500 |
0.9021 |
0.382 |
0.9003 |
LOW |
0.8945 |
0.618 |
0.8851 |
1.000 |
0.8793 |
1.618 |
0.8699 |
2.618 |
0.8547 |
4.250 |
0.8299 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9027 |
0.9086 |
PP |
0.9024 |
0.9067 |
S1 |
0.9021 |
0.9049 |
|