CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8966 |
0.8968 |
0.0002 |
0.0% |
0.8948 |
High |
0.8994 |
0.9011 |
0.0017 |
0.2% |
0.9055 |
Low |
0.8920 |
0.8962 |
0.0042 |
0.5% |
0.8909 |
Close |
0.8994 |
0.8995 |
0.0001 |
0.0% |
0.8979 |
Range |
0.0074 |
0.0049 |
-0.0025 |
-33.8% |
0.0146 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.1% |
0.0000 |
Volume |
80 |
41 |
-39 |
-48.8% |
699 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9136 |
0.9115 |
0.9022 |
|
R3 |
0.9087 |
0.9066 |
0.9008 |
|
R2 |
0.9038 |
0.9038 |
0.9004 |
|
R1 |
0.9017 |
0.9017 |
0.8999 |
0.9028 |
PP |
0.8989 |
0.8989 |
0.8989 |
0.8995 |
S1 |
0.8968 |
0.8968 |
0.8991 |
0.8979 |
S2 |
0.8940 |
0.8940 |
0.8986 |
|
S3 |
0.8891 |
0.8919 |
0.8982 |
|
S4 |
0.8842 |
0.8870 |
0.8968 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9419 |
0.9345 |
0.9059 |
|
R3 |
0.9273 |
0.9199 |
0.9019 |
|
R2 |
0.9127 |
0.9127 |
0.9006 |
|
R1 |
0.9053 |
0.9053 |
0.8992 |
0.9090 |
PP |
0.8981 |
0.8981 |
0.8981 |
0.9000 |
S1 |
0.8907 |
0.8907 |
0.8966 |
0.8944 |
S2 |
0.8835 |
0.8835 |
0.8952 |
|
S3 |
0.8689 |
0.8761 |
0.8939 |
|
S4 |
0.8543 |
0.8615 |
0.8899 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9219 |
2.618 |
0.9139 |
1.618 |
0.9090 |
1.000 |
0.9060 |
0.618 |
0.9041 |
HIGH |
0.9011 |
0.618 |
0.8992 |
0.500 |
0.8987 |
0.382 |
0.8981 |
LOW |
0.8962 |
0.618 |
0.8932 |
1.000 |
0.8913 |
1.618 |
0.8883 |
2.618 |
0.8834 |
4.250 |
0.8754 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8992 |
0.8990 |
PP |
0.8989 |
0.8984 |
S1 |
0.8987 |
0.8979 |
|