CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8915 |
0.8933 |
0.0018 |
0.2% |
0.8552 |
| High |
0.8933 |
0.8960 |
0.0027 |
0.3% |
0.8935 |
| Low |
0.8854 |
0.8908 |
0.0054 |
0.6% |
0.8552 |
| Close |
0.8929 |
0.8910 |
-0.0019 |
-0.2% |
0.8892 |
| Range |
0.0079 |
0.0052 |
-0.0027 |
-34.2% |
0.0383 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
65 |
33 |
-32 |
-49.2% |
901 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9082 |
0.9048 |
0.8939 |
|
| R3 |
0.9030 |
0.8996 |
0.8924 |
|
| R2 |
0.8978 |
0.8978 |
0.8920 |
|
| R1 |
0.8944 |
0.8944 |
0.8915 |
0.8935 |
| PP |
0.8926 |
0.8926 |
0.8926 |
0.8922 |
| S1 |
0.8892 |
0.8892 |
0.8905 |
0.8883 |
| S2 |
0.8874 |
0.8874 |
0.8900 |
|
| S3 |
0.8822 |
0.8840 |
0.8896 |
|
| S4 |
0.8770 |
0.8788 |
0.8881 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9800 |
0.9103 |
|
| R3 |
0.9559 |
0.9417 |
0.8997 |
|
| R2 |
0.9176 |
0.9176 |
0.8962 |
|
| R1 |
0.9034 |
0.9034 |
0.8927 |
0.9105 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8829 |
| S1 |
0.8651 |
0.8651 |
0.8857 |
0.8722 |
| S2 |
0.8410 |
0.8410 |
0.8822 |
|
| S3 |
0.8027 |
0.8268 |
0.8787 |
|
| S4 |
0.7644 |
0.7885 |
0.8681 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9181 |
|
2.618 |
0.9096 |
|
1.618 |
0.9044 |
|
1.000 |
0.9012 |
|
0.618 |
0.8992 |
|
HIGH |
0.8960 |
|
0.618 |
0.8940 |
|
0.500 |
0.8934 |
|
0.382 |
0.8928 |
|
LOW |
0.8908 |
|
0.618 |
0.8876 |
|
1.000 |
0.8856 |
|
1.618 |
0.8824 |
|
2.618 |
0.8772 |
|
4.250 |
0.8687 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8934 |
0.8909 |
| PP |
0.8926 |
0.8908 |
| S1 |
0.8918 |
0.8907 |
|