CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9038 |
-0.0022 |
-0.2% |
0.9024 |
| High |
0.9140 |
0.9077 |
-0.0063 |
-0.7% |
0.9182 |
| Low |
0.8993 |
0.8996 |
0.0003 |
0.0% |
0.8974 |
| Close |
0.9005 |
0.9037 |
0.0032 |
0.4% |
0.9077 |
| Range |
0.0147 |
0.0081 |
-0.0066 |
-44.9% |
0.0208 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
62 |
100 |
38 |
61.3% |
536 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9239 |
0.9082 |
|
| R3 |
0.9199 |
0.9158 |
0.9059 |
|
| R2 |
0.9118 |
0.9118 |
0.9052 |
|
| R1 |
0.9077 |
0.9077 |
0.9044 |
0.9057 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9027 |
| S1 |
0.8996 |
0.8996 |
0.9030 |
0.8976 |
| S2 |
0.8956 |
0.8956 |
0.9022 |
|
| S3 |
0.8875 |
0.8915 |
0.9015 |
|
| S4 |
0.8794 |
0.8834 |
0.8992 |
|
|
| 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 |
0.9421 |
|
2.618 |
0.9289 |
|
1.618 |
0.9208 |
|
1.000 |
0.9158 |
|
0.618 |
0.9127 |
|
HIGH |
0.9077 |
|
0.618 |
0.9046 |
|
0.500 |
0.9037 |
|
0.382 |
0.9027 |
|
LOW |
0.8996 |
|
0.618 |
0.8946 |
|
1.000 |
0.8915 |
|
1.618 |
0.8865 |
|
2.618 |
0.8784 |
|
4.250 |
0.8652 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9037 |
0.9074 |
| PP |
0.9037 |
0.9062 |
| S1 |
0.9037 |
0.9049 |
|