CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8555 |
0.8552 |
-0.0003 |
0.0% |
0.8490 |
| High |
0.8575 |
0.8665 |
0.0090 |
1.0% |
0.8726 |
| Low |
0.8448 |
0.8552 |
0.0104 |
1.2% |
0.8448 |
| Close |
0.8527 |
0.8665 |
0.0138 |
1.6% |
0.8527 |
| Range |
0.0127 |
0.0113 |
-0.0014 |
-11.0% |
0.0278 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.5% |
0.0000 |
| Volume |
52 |
33 |
-19 |
-36.5% |
255 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8929 |
0.8727 |
|
| R3 |
0.8853 |
0.8816 |
0.8696 |
|
| R2 |
0.8740 |
0.8740 |
0.8686 |
|
| R1 |
0.8703 |
0.8703 |
0.8675 |
0.8722 |
| PP |
0.8627 |
0.8627 |
0.8627 |
0.8637 |
| S1 |
0.8590 |
0.8590 |
0.8655 |
0.8609 |
| S2 |
0.8514 |
0.8514 |
0.8644 |
|
| S3 |
0.8401 |
0.8477 |
0.8634 |
|
| S4 |
0.8288 |
0.8364 |
0.8603 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9401 |
0.9242 |
0.8680 |
|
| R3 |
0.9123 |
0.8964 |
0.8603 |
|
| R2 |
0.8845 |
0.8845 |
0.8578 |
|
| R1 |
0.8686 |
0.8686 |
0.8552 |
0.8766 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8607 |
| S1 |
0.8408 |
0.8408 |
0.8502 |
0.8488 |
| S2 |
0.8289 |
0.8289 |
0.8476 |
|
| S3 |
0.8011 |
0.8130 |
0.8451 |
|
| S4 |
0.7733 |
0.7852 |
0.8374 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9145 |
|
2.618 |
0.8961 |
|
1.618 |
0.8848 |
|
1.000 |
0.8778 |
|
0.618 |
0.8735 |
|
HIGH |
0.8665 |
|
0.618 |
0.8622 |
|
0.500 |
0.8609 |
|
0.382 |
0.8595 |
|
LOW |
0.8552 |
|
0.618 |
0.8482 |
|
1.000 |
0.8439 |
|
1.618 |
0.8369 |
|
2.618 |
0.8256 |
|
4.250 |
0.8072 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8639 |
| PP |
0.8627 |
0.8613 |
| S1 |
0.8609 |
0.8587 |
|