CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9040 |
0.9063 |
0.0023 |
0.3% |
0.8878 |
High |
0.9098 |
0.9077 |
-0.0021 |
-0.2% |
0.8996 |
Low |
0.9031 |
0.9017 |
-0.0014 |
-0.2% |
0.8838 |
Close |
0.9061 |
0.9060 |
-0.0001 |
0.0% |
0.8981 |
Range |
0.0067 |
0.0060 |
-0.0007 |
-10.4% |
0.0158 |
ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
30,509 |
43,481 |
12,972 |
42.5% |
14,919 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9231 |
0.9206 |
0.9093 |
|
R3 |
0.9171 |
0.9146 |
0.9077 |
|
R2 |
0.9111 |
0.9111 |
0.9071 |
|
R1 |
0.9086 |
0.9086 |
0.9066 |
0.9069 |
PP |
0.9051 |
0.9051 |
0.9051 |
0.9043 |
S1 |
0.9026 |
0.9026 |
0.9055 |
0.9009 |
S2 |
0.8991 |
0.8991 |
0.9049 |
|
S3 |
0.8931 |
0.8966 |
0.9044 |
|
S4 |
0.8871 |
0.8906 |
0.9027 |
|
|
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 |
0.9332 |
2.618 |
0.9234 |
1.618 |
0.9174 |
1.000 |
0.9137 |
0.618 |
0.9114 |
HIGH |
0.9077 |
0.618 |
0.9054 |
0.500 |
0.9047 |
0.382 |
0.9040 |
LOW |
0.9017 |
0.618 |
0.8980 |
1.000 |
0.8957 |
1.618 |
0.8920 |
2.618 |
0.8860 |
4.250 |
0.8762 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9056 |
0.9050 |
PP |
0.9051 |
0.9040 |
S1 |
0.9047 |
0.9030 |
|