CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9100 |
0.9113 |
0.0013 |
0.1% |
0.8867 |
High |
0.9110 |
0.9115 |
0.0005 |
0.1% |
0.9046 |
Low |
0.9084 |
0.9059 |
-0.0025 |
-0.3% |
0.8867 |
Close |
0.9113 |
0.9123 |
0.0010 |
0.1% |
0.9023 |
Range |
0.0026 |
0.0056 |
0.0030 |
115.4% |
0.0179 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.3% |
0.0000 |
Volume |
75 |
77 |
2 |
2.7% |
675 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9267 |
0.9251 |
0.9154 |
|
R3 |
0.9211 |
0.9195 |
0.9138 |
|
R2 |
0.9155 |
0.9155 |
0.9133 |
|
R1 |
0.9139 |
0.9139 |
0.9128 |
0.9147 |
PP |
0.9099 |
0.9099 |
0.9099 |
0.9103 |
S1 |
0.9083 |
0.9083 |
0.9118 |
0.9091 |
S2 |
0.9043 |
0.9043 |
0.9113 |
|
S3 |
0.8987 |
0.9027 |
0.9108 |
|
S4 |
0.8931 |
0.8971 |
0.9092 |
|
|
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 |
0.9353 |
2.618 |
0.9262 |
1.618 |
0.9206 |
1.000 |
0.9171 |
0.618 |
0.9150 |
HIGH |
0.9115 |
0.618 |
0.9094 |
0.500 |
0.9087 |
0.382 |
0.9080 |
LOW |
0.9059 |
0.618 |
0.9024 |
1.000 |
0.9003 |
1.618 |
0.8968 |
2.618 |
0.8912 |
4.250 |
0.8821 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9111 |
0.9104 |
PP |
0.9099 |
0.9085 |
S1 |
0.9087 |
0.9066 |
|