CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.8948 |
-0.0021 |
-0.2% |
0.8950 |
| High |
0.8969 |
0.8955 |
-0.0014 |
-0.2% |
0.8969 |
| Low |
0.8969 |
0.8909 |
-0.0060 |
-0.7% |
0.8940 |
| Close |
0.8969 |
0.8945 |
-0.0024 |
-0.3% |
0.8969 |
| Range |
0.0000 |
0.0046 |
0.0046 |
|
0.0029 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
3.3% |
0.0000 |
| Volume |
36 |
36 |
0 |
0.0% |
85 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9074 |
0.9056 |
0.8970 |
|
| R3 |
0.9028 |
0.9010 |
0.8958 |
|
| R2 |
0.8982 |
0.8982 |
0.8953 |
|
| R1 |
0.8964 |
0.8964 |
0.8949 |
0.8950 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8930 |
| S1 |
0.8918 |
0.8918 |
0.8941 |
0.8904 |
| S2 |
0.8890 |
0.8890 |
0.8937 |
|
| S3 |
0.8844 |
0.8872 |
0.8932 |
|
| S4 |
0.8798 |
0.8826 |
0.8920 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9046 |
0.9037 |
0.8985 |
|
| R3 |
0.9017 |
0.9008 |
0.8977 |
|
| R2 |
0.8988 |
0.8988 |
0.8974 |
|
| R1 |
0.8979 |
0.8979 |
0.8972 |
0.8984 |
| PP |
0.8959 |
0.8959 |
0.8959 |
0.8962 |
| S1 |
0.8950 |
0.8950 |
0.8966 |
0.8955 |
| S2 |
0.8930 |
0.8930 |
0.8964 |
|
| S3 |
0.8901 |
0.8921 |
0.8961 |
|
| S4 |
0.8872 |
0.8892 |
0.8953 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9151 |
|
2.618 |
0.9075 |
|
1.618 |
0.9029 |
|
1.000 |
0.9001 |
|
0.618 |
0.8983 |
|
HIGH |
0.8955 |
|
0.618 |
0.8937 |
|
0.500 |
0.8932 |
|
0.382 |
0.8927 |
|
LOW |
0.8909 |
|
0.618 |
0.8881 |
|
1.000 |
0.8863 |
|
1.618 |
0.8835 |
|
2.618 |
0.8789 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8943 |
| PP |
0.8936 |
0.8941 |
| S1 |
0.8932 |
0.8939 |
|