CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8993 |
0.9010 |
0.0017 |
0.2% |
0.8966 |
High |
0.9033 |
0.9033 |
0.0000 |
0.0% |
0.9011 |
Low |
0.8993 |
0.8972 |
-0.0021 |
-0.2% |
0.8832 |
Close |
0.9013 |
0.8997 |
-0.0016 |
-0.2% |
0.8847 |
Range |
0.0040 |
0.0061 |
0.0021 |
52.5% |
0.0179 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.3% |
0.0000 |
Volume |
255 |
68 |
-187 |
-73.3% |
363 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9184 |
0.9151 |
0.9031 |
|
R3 |
0.9123 |
0.9090 |
0.9014 |
|
R2 |
0.9062 |
0.9062 |
0.9008 |
|
R1 |
0.9029 |
0.9029 |
0.9003 |
0.9015 |
PP |
0.9001 |
0.9001 |
0.9001 |
0.8994 |
S1 |
0.8968 |
0.8968 |
0.8991 |
0.8954 |
S2 |
0.8940 |
0.8940 |
0.8986 |
|
S3 |
0.8879 |
0.8907 |
0.8980 |
|
S4 |
0.8818 |
0.8846 |
0.8963 |
|
|
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 |
0.9292 |
2.618 |
0.9193 |
1.618 |
0.9132 |
1.000 |
0.9094 |
0.618 |
0.9071 |
HIGH |
0.9033 |
0.618 |
0.9010 |
0.500 |
0.9003 |
0.382 |
0.8995 |
LOW |
0.8972 |
0.618 |
0.8934 |
1.000 |
0.8911 |
1.618 |
0.8873 |
2.618 |
0.8812 |
4.250 |
0.8713 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9003 |
0.8981 |
PP |
0.9001 |
0.8966 |
S1 |
0.8999 |
0.8950 |
|