CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8968 |
0.8965 |
-0.0003 |
0.0% |
0.8948 |
High |
0.9011 |
0.8965 |
-0.0046 |
-0.5% |
0.9055 |
Low |
0.8962 |
0.8896 |
-0.0066 |
-0.7% |
0.8909 |
Close |
0.8995 |
0.8910 |
-0.0085 |
-0.9% |
0.8979 |
Range |
0.0049 |
0.0069 |
0.0020 |
40.8% |
0.0146 |
ATR |
0.0050 |
0.0053 |
0.0004 |
7.1% |
0.0000 |
Volume |
41 |
113 |
72 |
175.6% |
699 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9131 |
0.9089 |
0.8948 |
|
R3 |
0.9062 |
0.9020 |
0.8929 |
|
R2 |
0.8993 |
0.8993 |
0.8923 |
|
R1 |
0.8951 |
0.8951 |
0.8916 |
0.8938 |
PP |
0.8924 |
0.8924 |
0.8924 |
0.8917 |
S1 |
0.8882 |
0.8882 |
0.8904 |
0.8869 |
S2 |
0.8855 |
0.8855 |
0.8897 |
|
S3 |
0.8786 |
0.8813 |
0.8891 |
|
S4 |
0.8717 |
0.8744 |
0.8872 |
|
|
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 |
0.9258 |
2.618 |
0.9146 |
1.618 |
0.9077 |
1.000 |
0.9034 |
0.618 |
0.9008 |
HIGH |
0.8965 |
0.618 |
0.8939 |
0.500 |
0.8931 |
0.382 |
0.8922 |
LOW |
0.8896 |
0.618 |
0.8853 |
1.000 |
0.8827 |
1.618 |
0.8784 |
2.618 |
0.8715 |
4.250 |
0.8603 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8931 |
0.8954 |
PP |
0.8924 |
0.8939 |
S1 |
0.8917 |
0.8925 |
|