CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8772 |
0.8718 |
-0.0054 |
-0.6% |
0.8720 |
High |
0.8772 |
0.8718 |
-0.0054 |
-0.6% |
0.8720 |
Low |
0.8772 |
0.8718 |
-0.0054 |
-0.6% |
0.8584 |
Close |
0.8759 |
0.8718 |
-0.0041 |
-0.5% |
0.8685 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
32 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8718 |
0.8718 |
0.8718 |
|
R3 |
0.8718 |
0.8718 |
0.8718 |
|
R2 |
0.8718 |
0.8718 |
0.8718 |
|
R1 |
0.8718 |
0.8718 |
0.8718 |
0.8718 |
PP |
0.8718 |
0.8718 |
0.8718 |
0.8718 |
S1 |
0.8718 |
0.8718 |
0.8718 |
0.8718 |
S2 |
0.8718 |
0.8718 |
0.8718 |
|
S3 |
0.8718 |
0.8718 |
0.8718 |
|
S4 |
0.8718 |
0.8718 |
0.8718 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9071 |
0.9014 |
0.8760 |
|
R3 |
0.8935 |
0.8878 |
0.8722 |
|
R2 |
0.8799 |
0.8799 |
0.8710 |
|
R1 |
0.8742 |
0.8742 |
0.8697 |
0.8703 |
PP |
0.8663 |
0.8663 |
0.8663 |
0.8643 |
S1 |
0.8606 |
0.8606 |
0.8673 |
0.8567 |
S2 |
0.8527 |
0.8527 |
0.8660 |
|
S3 |
0.8391 |
0.8470 |
0.8648 |
|
S4 |
0.8255 |
0.8334 |
0.8610 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8718 |
2.618 |
0.8718 |
1.618 |
0.8718 |
1.000 |
0.8718 |
0.618 |
0.8718 |
HIGH |
0.8718 |
0.618 |
0.8718 |
0.500 |
0.8718 |
0.382 |
0.8718 |
LOW |
0.8718 |
0.618 |
0.8718 |
1.000 |
0.8718 |
1.618 |
0.8718 |
2.618 |
0.8718 |
4.250 |
0.8718 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8718 |
0.8745 |
PP |
0.8718 |
0.8736 |
S1 |
0.8718 |
0.8727 |
|