CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8867 |
0.8993 |
0.0126 |
1.4% |
0.8966 |
High |
0.9001 |
0.9033 |
0.0032 |
0.4% |
0.9011 |
Low |
0.8867 |
0.8993 |
0.0126 |
1.4% |
0.8832 |
Close |
0.8981 |
0.9013 |
0.0032 |
0.4% |
0.8847 |
Range |
0.0134 |
0.0040 |
-0.0094 |
-70.1% |
0.0179 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
202 |
255 |
53 |
26.2% |
363 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9133 |
0.9113 |
0.9035 |
|
R3 |
0.9093 |
0.9073 |
0.9024 |
|
R2 |
0.9053 |
0.9053 |
0.9020 |
|
R1 |
0.9033 |
0.9033 |
0.9017 |
0.9043 |
PP |
0.9013 |
0.9013 |
0.9013 |
0.9018 |
S1 |
0.8993 |
0.8993 |
0.9009 |
0.9003 |
S2 |
0.8973 |
0.8973 |
0.9006 |
|
S3 |
0.8933 |
0.8953 |
0.9002 |
|
S4 |
0.8893 |
0.8913 |
0.8991 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9434 |
0.9319 |
0.8945 |
|
R3 |
0.9255 |
0.9140 |
0.8896 |
|
R2 |
0.9076 |
0.9076 |
0.8880 |
|
R1 |
0.8961 |
0.8961 |
0.8863 |
0.8929 |
PP |
0.8897 |
0.8897 |
0.8897 |
0.8881 |
S1 |
0.8782 |
0.8782 |
0.8831 |
0.8750 |
S2 |
0.8718 |
0.8718 |
0.8814 |
|
S3 |
0.8539 |
0.8603 |
0.8798 |
|
S4 |
0.8360 |
0.8424 |
0.8749 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9203 |
2.618 |
0.9138 |
1.618 |
0.9098 |
1.000 |
0.9073 |
0.618 |
0.9058 |
HIGH |
0.9033 |
0.618 |
0.9018 |
0.500 |
0.9013 |
0.382 |
0.9008 |
LOW |
0.8993 |
0.618 |
0.8968 |
1.000 |
0.8953 |
1.618 |
0.8928 |
2.618 |
0.8888 |
4.250 |
0.8823 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9013 |
0.8986 |
PP |
0.9013 |
0.8959 |
S1 |
0.9013 |
0.8933 |
|