CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9235 |
0.9200 |
-0.0035 |
-0.4% |
0.9108 |
| High |
0.9235 |
0.9227 |
-0.0008 |
-0.1% |
0.9235 |
| Low |
0.9140 |
0.9158 |
0.0018 |
0.2% |
0.9057 |
| Close |
0.9171 |
0.9160 |
-0.0011 |
-0.1% |
0.9204 |
| Range |
0.0095 |
0.0069 |
-0.0026 |
-27.4% |
0.0178 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
982 |
448 |
-534 |
-54.4% |
6,546 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9389 |
0.9343 |
0.9198 |
|
| R3 |
0.9320 |
0.9274 |
0.9179 |
|
| R2 |
0.9251 |
0.9251 |
0.9173 |
|
| R1 |
0.9205 |
0.9205 |
0.9166 |
0.9194 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9176 |
| S1 |
0.9136 |
0.9136 |
0.9154 |
0.9125 |
| S2 |
0.9113 |
0.9113 |
0.9147 |
|
| S3 |
0.9044 |
0.9067 |
0.9141 |
|
| S4 |
0.8975 |
0.8998 |
0.9122 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9630 |
0.9302 |
|
| R3 |
0.9521 |
0.9452 |
0.9253 |
|
| R2 |
0.9343 |
0.9343 |
0.9237 |
|
| R1 |
0.9274 |
0.9274 |
0.9220 |
0.9309 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9183 |
| S1 |
0.9096 |
0.9096 |
0.9188 |
0.9131 |
| S2 |
0.8987 |
0.8987 |
0.9171 |
|
| S3 |
0.8809 |
0.8918 |
0.9155 |
|
| S4 |
0.8631 |
0.8740 |
0.9106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9520 |
|
2.618 |
0.9408 |
|
1.618 |
0.9339 |
|
1.000 |
0.9296 |
|
0.618 |
0.9270 |
|
HIGH |
0.9227 |
|
0.618 |
0.9201 |
|
0.500 |
0.9193 |
|
0.382 |
0.9184 |
|
LOW |
0.9158 |
|
0.618 |
0.9115 |
|
1.000 |
0.9089 |
|
1.618 |
0.9046 |
|
2.618 |
0.8977 |
|
4.250 |
0.8865 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9214 |
| PP |
0.9182 |
0.9196 |
| S1 |
0.9171 |
0.9178 |
|