CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8936 |
0.8881 |
-0.0055 |
-0.6% |
0.8846 |
High |
0.8936 |
0.8881 |
-0.0055 |
-0.6% |
0.8951 |
Low |
0.8936 |
0.8881 |
-0.0055 |
-0.6% |
0.8846 |
Close |
0.8936 |
0.8881 |
-0.0055 |
-0.6% |
0.8881 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0040 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8881 |
0.8881 |
0.8881 |
|
R3 |
0.8881 |
0.8881 |
0.8881 |
|
R2 |
0.8881 |
0.8881 |
0.8881 |
|
R1 |
0.8881 |
0.8881 |
0.8881 |
0.8881 |
PP |
0.8881 |
0.8881 |
0.8881 |
0.8881 |
S1 |
0.8881 |
0.8881 |
0.8881 |
0.8881 |
S2 |
0.8881 |
0.8881 |
0.8881 |
|
S3 |
0.8881 |
0.8881 |
0.8881 |
|
S4 |
0.8881 |
0.8881 |
0.8881 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9208 |
0.9149 |
0.8939 |
|
R3 |
0.9103 |
0.9044 |
0.8910 |
|
R2 |
0.8998 |
0.8998 |
0.8900 |
|
R1 |
0.8939 |
0.8939 |
0.8891 |
0.8969 |
PP |
0.8893 |
0.8893 |
0.8893 |
0.8907 |
S1 |
0.8834 |
0.8834 |
0.8871 |
0.8864 |
S2 |
0.8788 |
0.8788 |
0.8862 |
|
S3 |
0.8683 |
0.8729 |
0.8852 |
|
S4 |
0.8578 |
0.8624 |
0.8823 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8881 |
2.618 |
0.8881 |
1.618 |
0.8881 |
1.000 |
0.8881 |
0.618 |
0.8881 |
HIGH |
0.8881 |
0.618 |
0.8881 |
0.500 |
0.8881 |
0.382 |
0.8881 |
LOW |
0.8881 |
0.618 |
0.8881 |
1.000 |
0.8881 |
1.618 |
0.8881 |
2.618 |
0.8881 |
4.250 |
0.8881 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8881 |
0.8916 |
PP |
0.8881 |
0.8904 |
S1 |
0.8881 |
0.8893 |
|