CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8864 |
0.8864 |
0.0000 |
0.0% |
0.8719 |
High |
0.8864 |
0.8864 |
0.0000 |
0.0% |
0.8793 |
Low |
0.8864 |
0.8864 |
0.0000 |
0.0% |
0.8718 |
Close |
0.8864 |
0.8863 |
-0.0001 |
0.0% |
0.8793 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0042 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8864 |
0.8863 |
0.8863 |
|
R3 |
0.8864 |
0.8863 |
0.8863 |
|
R2 |
0.8864 |
0.8864 |
0.8863 |
|
R1 |
0.8863 |
0.8863 |
0.8863 |
0.8864 |
PP |
0.8864 |
0.8864 |
0.8864 |
0.8864 |
S1 |
0.8863 |
0.8863 |
0.8863 |
0.8864 |
S2 |
0.8864 |
0.8864 |
0.8863 |
|
S3 |
0.8864 |
0.8863 |
0.8863 |
|
S4 |
0.8864 |
0.8863 |
0.8863 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8993 |
0.8968 |
0.8834 |
|
R3 |
0.8918 |
0.8893 |
0.8814 |
|
R2 |
0.8843 |
0.8843 |
0.8807 |
|
R1 |
0.8818 |
0.8818 |
0.8800 |
0.8831 |
PP |
0.8768 |
0.8768 |
0.8768 |
0.8774 |
S1 |
0.8743 |
0.8743 |
0.8786 |
0.8756 |
S2 |
0.8693 |
0.8693 |
0.8779 |
|
S3 |
0.8618 |
0.8668 |
0.8772 |
|
S4 |
0.8543 |
0.8593 |
0.8752 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8864 |
2.618 |
0.8864 |
1.618 |
0.8864 |
1.000 |
0.8864 |
0.618 |
0.8864 |
HIGH |
0.8864 |
0.618 |
0.8864 |
0.500 |
0.8864 |
0.382 |
0.8864 |
LOW |
0.8864 |
0.618 |
0.8864 |
1.000 |
0.8864 |
1.618 |
0.8864 |
2.618 |
0.8864 |
4.250 |
0.8864 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8864 |
0.8860 |
PP |
0.8864 |
0.8856 |
S1 |
0.8863 |
0.8853 |
|