CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9060 |
-0.0095 |
-1.0% |
0.9024 |
| High |
0.9155 |
0.9140 |
-0.0015 |
-0.2% |
0.9182 |
| Low |
0.9067 |
0.8993 |
-0.0074 |
-0.8% |
0.8974 |
| Close |
0.9077 |
0.9005 |
-0.0072 |
-0.8% |
0.9077 |
| Range |
0.0088 |
0.0147 |
0.0059 |
67.0% |
0.0208 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.4% |
0.0000 |
| Volume |
85 |
62 |
-23 |
-27.1% |
536 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9487 |
0.9393 |
0.9086 |
|
| R3 |
0.9340 |
0.9246 |
0.9045 |
|
| R2 |
0.9193 |
0.9193 |
0.9032 |
|
| R1 |
0.9099 |
0.9099 |
0.9018 |
0.9073 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9033 |
| S1 |
0.8952 |
0.8952 |
0.8992 |
0.8926 |
| S2 |
0.8899 |
0.8899 |
0.8978 |
|
| S3 |
0.8752 |
0.8805 |
0.8965 |
|
| S4 |
0.8605 |
0.8658 |
0.8924 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9702 |
0.9597 |
0.9191 |
|
| R3 |
0.9494 |
0.9389 |
0.9134 |
|
| R2 |
0.9286 |
0.9286 |
0.9115 |
|
| R1 |
0.9181 |
0.9181 |
0.9096 |
0.9234 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9104 |
| S1 |
0.8973 |
0.8973 |
0.9058 |
0.9026 |
| S2 |
0.8870 |
0.8870 |
0.9039 |
|
| S3 |
0.8662 |
0.8765 |
0.9020 |
|
| S4 |
0.8454 |
0.8557 |
0.8963 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9765 |
|
2.618 |
0.9525 |
|
1.618 |
0.9378 |
|
1.000 |
0.9287 |
|
0.618 |
0.9231 |
|
HIGH |
0.9140 |
|
0.618 |
0.9084 |
|
0.500 |
0.9067 |
|
0.382 |
0.9049 |
|
LOW |
0.8993 |
|
0.618 |
0.8902 |
|
1.000 |
0.8846 |
|
1.618 |
0.8755 |
|
2.618 |
0.8608 |
|
4.250 |
0.8368 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9077 |
| PP |
0.9046 |
0.9053 |
| S1 |
0.9026 |
0.9029 |
|