CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8948 |
0.8949 |
0.0001 |
0.0% |
0.8950 |
High |
0.8955 |
0.8998 |
0.0043 |
0.5% |
0.8969 |
Low |
0.8909 |
0.8934 |
0.0025 |
0.3% |
0.8940 |
Close |
0.8945 |
0.8988 |
0.0043 |
0.5% |
0.8969 |
Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0029 |
ATR |
0.0042 |
0.0044 |
0.0002 |
3.7% |
0.0000 |
Volume |
36 |
172 |
136 |
377.8% |
85 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9165 |
0.9141 |
0.9023 |
|
R3 |
0.9101 |
0.9077 |
0.9006 |
|
R2 |
0.9037 |
0.9037 |
0.9000 |
|
R1 |
0.9013 |
0.9013 |
0.8994 |
0.9025 |
PP |
0.8973 |
0.8973 |
0.8973 |
0.8980 |
S1 |
0.8949 |
0.8949 |
0.8982 |
0.8961 |
S2 |
0.8909 |
0.8909 |
0.8976 |
|
S3 |
0.8845 |
0.8885 |
0.8970 |
|
S4 |
0.8781 |
0.8821 |
0.8953 |
|
|
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 |
0.9270 |
2.618 |
0.9166 |
1.618 |
0.9102 |
1.000 |
0.9062 |
0.618 |
0.9038 |
HIGH |
0.8998 |
0.618 |
0.8974 |
0.500 |
0.8966 |
0.382 |
0.8958 |
LOW |
0.8934 |
0.618 |
0.8894 |
1.000 |
0.8870 |
1.618 |
0.8830 |
2.618 |
0.8766 |
4.250 |
0.8662 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8981 |
0.8977 |
PP |
0.8973 |
0.8965 |
S1 |
0.8966 |
0.8954 |
|