CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.8924 |
0.8942 |
0.0018 |
0.2% |
0.8881 |
High |
0.8924 |
0.8942 |
0.0018 |
0.2% |
0.8924 |
Low |
0.8924 |
0.8942 |
0.0018 |
0.2% |
0.8881 |
Close |
0.8924 |
0.8942 |
0.0018 |
0.2% |
0.8924 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0036 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8942 |
0.8942 |
0.8942 |
|
R3 |
0.8942 |
0.8942 |
0.8942 |
|
R2 |
0.8942 |
0.8942 |
0.8942 |
|
R1 |
0.8942 |
0.8942 |
0.8942 |
0.8942 |
PP |
0.8942 |
0.8942 |
0.8942 |
0.8942 |
S1 |
0.8942 |
0.8942 |
0.8942 |
0.8942 |
S2 |
0.8942 |
0.8942 |
0.8942 |
|
S3 |
0.8942 |
0.8942 |
0.8942 |
|
S4 |
0.8942 |
0.8942 |
0.8942 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9039 |
0.9024 |
0.8948 |
|
R3 |
0.8996 |
0.8981 |
0.8936 |
|
R2 |
0.8953 |
0.8953 |
0.8932 |
|
R1 |
0.8938 |
0.8938 |
0.8928 |
0.8946 |
PP |
0.8910 |
0.8910 |
0.8910 |
0.8913 |
S1 |
0.8895 |
0.8895 |
0.8920 |
0.8903 |
S2 |
0.8867 |
0.8867 |
0.8916 |
|
S3 |
0.8824 |
0.8852 |
0.8912 |
|
S4 |
0.8781 |
0.8809 |
0.8900 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8942 |
2.618 |
0.8942 |
1.618 |
0.8942 |
1.000 |
0.8942 |
0.618 |
0.8942 |
HIGH |
0.8942 |
0.618 |
0.8942 |
0.500 |
0.8942 |
0.382 |
0.8942 |
LOW |
0.8942 |
0.618 |
0.8942 |
1.000 |
0.8942 |
1.618 |
0.8942 |
2.618 |
0.8942 |
4.250 |
0.8942 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8942 |
0.8939 |
PP |
0.8942 |
0.8935 |
S1 |
0.8942 |
0.8932 |
|