CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8996 |
0.9040 |
0.0044 |
0.5% |
0.8878 |
High |
0.9051 |
0.9098 |
0.0047 |
0.5% |
0.8996 |
Low |
0.8961 |
0.9031 |
0.0070 |
0.8% |
0.8838 |
Close |
0.9037 |
0.9061 |
0.0024 |
0.3% |
0.8981 |
Range |
0.0090 |
0.0067 |
-0.0023 |
-25.6% |
0.0158 |
ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
23,328 |
30,509 |
7,181 |
30.8% |
14,919 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9264 |
0.9230 |
0.9098 |
|
R3 |
0.9197 |
0.9163 |
0.9079 |
|
R2 |
0.9130 |
0.9130 |
0.9073 |
|
R1 |
0.9096 |
0.9096 |
0.9067 |
0.9113 |
PP |
0.9063 |
0.9063 |
0.9063 |
0.9072 |
S1 |
0.9029 |
0.9029 |
0.9055 |
0.9046 |
S2 |
0.8996 |
0.8996 |
0.9049 |
|
S3 |
0.8929 |
0.8962 |
0.9043 |
|
S4 |
0.8862 |
0.8895 |
0.9024 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9412 |
0.9355 |
0.9068 |
|
R3 |
0.9254 |
0.9197 |
0.9024 |
|
R2 |
0.9096 |
0.9096 |
0.9010 |
|
R1 |
0.9039 |
0.9039 |
0.8995 |
0.9068 |
PP |
0.8938 |
0.8938 |
0.8938 |
0.8953 |
S1 |
0.8881 |
0.8881 |
0.8967 |
0.8910 |
S2 |
0.8780 |
0.8780 |
0.8952 |
|
S3 |
0.8622 |
0.8723 |
0.8938 |
|
S4 |
0.8464 |
0.8565 |
0.8894 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9383 |
2.618 |
0.9273 |
1.618 |
0.9206 |
1.000 |
0.9165 |
0.618 |
0.9139 |
HIGH |
0.9098 |
0.618 |
0.9072 |
0.500 |
0.9065 |
0.382 |
0.9057 |
LOW |
0.9031 |
0.618 |
0.8990 |
1.000 |
0.8964 |
1.618 |
0.8923 |
2.618 |
0.8856 |
4.250 |
0.8746 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9065 |
0.9051 |
PP |
0.9063 |
0.9040 |
S1 |
0.9062 |
0.9030 |
|