CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.9001 |
-0.0079 |
-0.9% |
0.9024 |
High |
0.9080 |
0.9001 |
-0.0079 |
-0.9% |
0.9086 |
Low |
0.9080 |
0.9001 |
-0.0079 |
-0.9% |
0.9001 |
Close |
0.9080 |
0.9001 |
-0.0079 |
-0.9% |
0.9001 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0036 |
0.0003 |
10.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9001 |
0.9001 |
0.9001 |
|
R3 |
0.9001 |
0.9001 |
0.9001 |
|
R2 |
0.9001 |
0.9001 |
0.9001 |
|
R1 |
0.9001 |
0.9001 |
0.9001 |
0.9001 |
PP |
0.9001 |
0.9001 |
0.9001 |
0.9001 |
S1 |
0.9001 |
0.9001 |
0.9001 |
0.9001 |
S2 |
0.9001 |
0.9001 |
0.9001 |
|
S3 |
0.9001 |
0.9001 |
0.9001 |
|
S4 |
0.9001 |
0.9001 |
0.9001 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9284 |
0.9228 |
0.9048 |
|
R3 |
0.9199 |
0.9143 |
0.9024 |
|
R2 |
0.9114 |
0.9114 |
0.9017 |
|
R1 |
0.9058 |
0.9058 |
0.9009 |
0.9044 |
PP |
0.9029 |
0.9029 |
0.9029 |
0.9022 |
S1 |
0.8973 |
0.8973 |
0.8993 |
0.8959 |
S2 |
0.8944 |
0.8944 |
0.8985 |
|
S3 |
0.8859 |
0.8888 |
0.8978 |
|
S4 |
0.8774 |
0.8803 |
0.8954 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9001 |
2.618 |
0.9001 |
1.618 |
0.9001 |
1.000 |
0.9001 |
0.618 |
0.9001 |
HIGH |
0.9001 |
0.618 |
0.9001 |
0.500 |
0.9001 |
0.382 |
0.9001 |
LOW |
0.9001 |
0.618 |
0.9001 |
1.000 |
0.9001 |
1.618 |
0.9001 |
2.618 |
0.9001 |
4.250 |
0.9001 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9001 |
0.9044 |
PP |
0.9001 |
0.9029 |
S1 |
0.9001 |
0.9015 |
|