CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9120 |
0.9209 |
0.0089 |
1.0% |
0.9042 |
High |
0.9175 |
0.9230 |
0.0055 |
0.6% |
0.9175 |
Low |
0.9120 |
0.9090 |
-0.0030 |
-0.3% |
0.9016 |
Close |
0.9155 |
0.9122 |
-0.0033 |
-0.4% |
0.9155 |
Range |
0.0055 |
0.0140 |
0.0085 |
154.5% |
0.0159 |
ATR |
0.0058 |
0.0064 |
0.0006 |
10.1% |
0.0000 |
Volume |
54 |
100 |
46 |
85.2% |
379 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9567 |
0.9485 |
0.9199 |
|
R3 |
0.9427 |
0.9345 |
0.9161 |
|
R2 |
0.9287 |
0.9287 |
0.9148 |
|
R1 |
0.9205 |
0.9205 |
0.9135 |
0.9176 |
PP |
0.9147 |
0.9147 |
0.9147 |
0.9133 |
S1 |
0.9065 |
0.9065 |
0.9109 |
0.9036 |
S2 |
0.9007 |
0.9007 |
0.9096 |
|
S3 |
0.8867 |
0.8925 |
0.9084 |
|
S4 |
0.8727 |
0.8785 |
0.9045 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9592 |
0.9533 |
0.9242 |
|
R3 |
0.9433 |
0.9374 |
0.9199 |
|
R2 |
0.9274 |
0.9274 |
0.9184 |
|
R1 |
0.9215 |
0.9215 |
0.9170 |
0.9245 |
PP |
0.9115 |
0.9115 |
0.9115 |
0.9130 |
S1 |
0.9056 |
0.9056 |
0.9140 |
0.9086 |
S2 |
0.8956 |
0.8956 |
0.9126 |
|
S3 |
0.8797 |
0.8897 |
0.9111 |
|
S4 |
0.8638 |
0.8738 |
0.9068 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9825 |
2.618 |
0.9597 |
1.618 |
0.9457 |
1.000 |
0.9370 |
0.618 |
0.9317 |
HIGH |
0.9230 |
0.618 |
0.9177 |
0.500 |
0.9160 |
0.382 |
0.9143 |
LOW |
0.9090 |
0.618 |
0.9003 |
1.000 |
0.8950 |
1.618 |
0.8863 |
2.618 |
0.8723 |
4.250 |
0.8495 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9160 |
0.9145 |
PP |
0.9147 |
0.9137 |
S1 |
0.9135 |
0.9130 |
|