CME Australian Dollar Future September 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 |
0.9016 |
0.9042 |
0.0026 |
0.3% |
0.8867 |
High |
0.9042 |
0.9049 |
0.0007 |
0.1% |
0.9046 |
Low |
0.9015 |
0.9025 |
0.0010 |
0.1% |
0.8867 |
Close |
0.9023 |
0.9040 |
0.0017 |
0.2% |
0.9023 |
Range |
0.0027 |
0.0024 |
-0.0003 |
-11.1% |
0.0179 |
ATR |
0.0061 |
0.0058 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
73 |
78 |
5 |
6.8% |
675 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9110 |
0.9099 |
0.9053 |
|
R3 |
0.9086 |
0.9075 |
0.9047 |
|
R2 |
0.9062 |
0.9062 |
0.9044 |
|
R1 |
0.9051 |
0.9051 |
0.9042 |
0.9045 |
PP |
0.9038 |
0.9038 |
0.9038 |
0.9035 |
S1 |
0.9027 |
0.9027 |
0.9038 |
0.9021 |
S2 |
0.9014 |
0.9014 |
0.9036 |
|
S3 |
0.8990 |
0.9003 |
0.9033 |
|
S4 |
0.8966 |
0.8979 |
0.9027 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9516 |
0.9448 |
0.9121 |
|
R3 |
0.9337 |
0.9269 |
0.9072 |
|
R2 |
0.9158 |
0.9158 |
0.9056 |
|
R1 |
0.9090 |
0.9090 |
0.9039 |
0.9124 |
PP |
0.8979 |
0.8979 |
0.8979 |
0.8996 |
S1 |
0.8911 |
0.8911 |
0.9007 |
0.8945 |
S2 |
0.8800 |
0.8800 |
0.8990 |
|
S3 |
0.8621 |
0.8732 |
0.8974 |
|
S4 |
0.8442 |
0.8553 |
0.8925 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9151 |
2.618 |
0.9112 |
1.618 |
0.9088 |
1.000 |
0.9073 |
0.618 |
0.9064 |
HIGH |
0.9049 |
0.618 |
0.9040 |
0.500 |
0.9037 |
0.382 |
0.9034 |
LOW |
0.9025 |
0.618 |
0.9010 |
1.000 |
0.9001 |
1.618 |
0.8986 |
2.618 |
0.8962 |
4.250 |
0.8923 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9039 |
0.9032 |
PP |
0.9038 |
0.9024 |
S1 |
0.9037 |
0.9016 |
|