CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 02-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.8983 |
0.9016 |
0.0033 |
0.4% |
0.8867 |
High |
0.9046 |
0.9042 |
-0.0004 |
0.0% |
0.9046 |
Low |
0.8983 |
0.9015 |
0.0032 |
0.4% |
0.8867 |
Close |
0.9021 |
0.9023 |
0.0002 |
0.0% |
0.9023 |
Range |
0.0063 |
0.0027 |
-0.0036 |
-57.1% |
0.0179 |
ATR |
0.0063 |
0.0061 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
77 |
73 |
-4 |
-5.2% |
675 |
|
Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9108 |
0.9092 |
0.9038 |
|
R3 |
0.9081 |
0.9065 |
0.9030 |
|
R2 |
0.9054 |
0.9054 |
0.9028 |
|
R1 |
0.9038 |
0.9038 |
0.9025 |
0.9046 |
PP |
0.9027 |
0.9027 |
0.9027 |
0.9031 |
S1 |
0.9011 |
0.9011 |
0.9021 |
0.9019 |
S2 |
0.9000 |
0.9000 |
0.9018 |
|
S3 |
0.8973 |
0.8984 |
0.9016 |
|
S4 |
0.8946 |
0.8957 |
0.9008 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9516 |
0.9448 |
0.9121 |
|
R3 |
0.9337 |
0.9269 |
0.9072 |
|
R2 |
0.9158 |
0.9158 |
0.9056 |
|
R1 |
0.9090 |
0.9090 |
0.9039 |
0.9124 |
PP |
0.8979 |
0.8979 |
0.8979 |
0.8996 |
S1 |
0.8911 |
0.8911 |
0.9007 |
0.8945 |
S2 |
0.8800 |
0.8800 |
0.8990 |
|
S3 |
0.8621 |
0.8732 |
0.8974 |
|
S4 |
0.8442 |
0.8553 |
0.8925 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9157 |
2.618 |
0.9113 |
1.618 |
0.9086 |
1.000 |
0.9069 |
0.618 |
0.9059 |
HIGH |
0.9042 |
0.618 |
0.9032 |
0.500 |
0.9029 |
0.382 |
0.9025 |
LOW |
0.9015 |
0.618 |
0.8998 |
1.000 |
0.8988 |
1.618 |
0.8971 |
2.618 |
0.8944 |
4.250 |
0.8900 |
|
|
Fisher Pivots for day following 02-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9029 |
0.9018 |
PP |
0.9027 |
0.9014 |
S1 |
0.9025 |
0.9009 |
|