CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8863 |
0.8846 |
-0.0017 |
-0.2% |
0.8805 |
High |
0.8863 |
0.8846 |
-0.0017 |
-0.2% |
0.8864 |
Low |
0.8863 |
0.8846 |
-0.0017 |
-0.2% |
0.8805 |
Close |
0.8870 |
0.8846 |
-0.0024 |
-0.3% |
0.8870 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
10 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8846 |
0.8846 |
0.8846 |
|
R3 |
0.8846 |
0.8846 |
0.8846 |
|
R2 |
0.8846 |
0.8846 |
0.8846 |
|
R1 |
0.8846 |
0.8846 |
0.8846 |
0.8846 |
PP |
0.8846 |
0.8846 |
0.8846 |
0.8846 |
S1 |
0.8846 |
0.8846 |
0.8846 |
0.8846 |
S2 |
0.8846 |
0.8846 |
0.8846 |
|
S3 |
0.8846 |
0.8846 |
0.8846 |
|
S4 |
0.8846 |
0.8846 |
0.8846 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9023 |
0.9006 |
0.8902 |
|
R3 |
0.8964 |
0.8947 |
0.8886 |
|
R2 |
0.8905 |
0.8905 |
0.8881 |
|
R1 |
0.8888 |
0.8888 |
0.8875 |
0.8897 |
PP |
0.8846 |
0.8846 |
0.8846 |
0.8851 |
S1 |
0.8829 |
0.8829 |
0.8865 |
0.8838 |
S2 |
0.8787 |
0.8787 |
0.8859 |
|
S3 |
0.8728 |
0.8770 |
0.8854 |
|
S4 |
0.8669 |
0.8711 |
0.8838 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8846 |
2.618 |
0.8846 |
1.618 |
0.8846 |
1.000 |
0.8846 |
0.618 |
0.8846 |
HIGH |
0.8846 |
0.618 |
0.8846 |
0.500 |
0.8846 |
0.382 |
0.8846 |
LOW |
0.8846 |
0.618 |
0.8846 |
1.000 |
0.8846 |
1.618 |
0.8846 |
2.618 |
0.8846 |
4.250 |
0.8846 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8846 |
0.8855 |
PP |
0.8846 |
0.8852 |
S1 |
0.8846 |
0.8849 |
|