CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9008 |
0.9031 |
0.0023 |
0.3% |
0.8950 |
High |
0.9055 |
0.9043 |
-0.0012 |
-0.1% |
0.8969 |
Low |
0.8995 |
0.9000 |
0.0005 |
0.1% |
0.8940 |
Close |
0.9050 |
0.9035 |
-0.0015 |
-0.2% |
0.8969 |
Range |
0.0060 |
0.0043 |
-0.0017 |
-28.3% |
0.0029 |
ATR |
0.0045 |
0.0046 |
0.0000 |
0.7% |
0.0000 |
Volume |
241 |
161 |
-80 |
-33.2% |
85 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9155 |
0.9138 |
0.9059 |
|
R3 |
0.9112 |
0.9095 |
0.9047 |
|
R2 |
0.9069 |
0.9069 |
0.9043 |
|
R1 |
0.9052 |
0.9052 |
0.9039 |
0.9061 |
PP |
0.9026 |
0.9026 |
0.9026 |
0.9030 |
S1 |
0.9009 |
0.9009 |
0.9031 |
0.9018 |
S2 |
0.8983 |
0.8983 |
0.9027 |
|
S3 |
0.8940 |
0.8966 |
0.9023 |
|
S4 |
0.8897 |
0.8923 |
0.9011 |
|
|
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 |
0.9226 |
2.618 |
0.9156 |
1.618 |
0.9113 |
1.000 |
0.9086 |
0.618 |
0.9070 |
HIGH |
0.9043 |
0.618 |
0.9027 |
0.500 |
0.9022 |
0.382 |
0.9016 |
LOW |
0.9000 |
0.618 |
0.8973 |
1.000 |
0.8957 |
1.618 |
0.8930 |
2.618 |
0.8887 |
4.250 |
0.8817 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9031 |
0.9022 |
PP |
0.9026 |
0.9008 |
S1 |
0.9022 |
0.8995 |
|