CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.8750 |
0.8881 |
0.0131 |
1.5% |
0.8896 |
High |
0.8750 |
0.8881 |
0.0131 |
1.5% |
0.8896 |
Low |
0.8750 |
0.8881 |
0.0131 |
1.5% |
0.8750 |
Close |
0.8750 |
0.8881 |
0.0131 |
1.5% |
0.8750 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0045 |
0.0007 |
17.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-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 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9237 |
0.9139 |
0.8830 |
|
R3 |
0.9091 |
0.8993 |
0.8790 |
|
R2 |
0.8945 |
0.8945 |
0.8777 |
|
R1 |
0.8847 |
0.8847 |
0.8763 |
0.8823 |
PP |
0.8799 |
0.8799 |
0.8799 |
0.8787 |
S1 |
0.8701 |
0.8701 |
0.8737 |
0.8677 |
S2 |
0.8653 |
0.8653 |
0.8723 |
|
S3 |
0.8507 |
0.8555 |
0.8710 |
|
S4 |
0.8361 |
0.8409 |
0.8670 |
|
|
|
|
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 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8881 |
0.8859 |
PP |
0.8881 |
0.8837 |
S1 |
0.8881 |
0.8816 |
|