CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8963 |
0.8962 |
-0.0001 |
0.0% |
0.8810 |
| High |
0.8963 |
0.8962 |
-0.0001 |
0.0% |
0.8888 |
| Low |
0.8963 |
0.8962 |
-0.0001 |
0.0% |
0.8810 |
| Close |
0.8963 |
0.8962 |
-0.0001 |
0.0% |
0.8888 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0043 |
-0.0003 |
-7.0% |
0.0000 |
| Volume |
4 |
36 |
32 |
800.0% |
9 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8962 |
0.8962 |
0.8962 |
|
| R3 |
0.8962 |
0.8962 |
0.8962 |
|
| R2 |
0.8962 |
0.8962 |
0.8962 |
|
| R1 |
0.8962 |
0.8962 |
0.8962 |
0.8962 |
| PP |
0.8962 |
0.8962 |
0.8962 |
0.8962 |
| S1 |
0.8962 |
0.8962 |
0.8962 |
0.8962 |
| S2 |
0.8962 |
0.8962 |
0.8962 |
|
| S3 |
0.8962 |
0.8962 |
0.8962 |
|
| S4 |
0.8962 |
0.8962 |
0.8962 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.9070 |
0.8931 |
|
| R3 |
0.9018 |
0.8992 |
0.8909 |
|
| R2 |
0.8940 |
0.8940 |
0.8902 |
|
| R1 |
0.8914 |
0.8914 |
0.8895 |
0.8927 |
| PP |
0.8862 |
0.8862 |
0.8862 |
0.8869 |
| S1 |
0.8836 |
0.8836 |
0.8881 |
0.8849 |
| S2 |
0.8784 |
0.8784 |
0.8874 |
|
| S3 |
0.8706 |
0.8758 |
0.8867 |
|
| S4 |
0.8628 |
0.8680 |
0.8845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8962 |
|
2.618 |
0.8962 |
|
1.618 |
0.8962 |
|
1.000 |
0.8962 |
|
0.618 |
0.8962 |
|
HIGH |
0.8962 |
|
0.618 |
0.8962 |
|
0.500 |
0.8962 |
|
0.382 |
0.8962 |
|
LOW |
0.8962 |
|
0.618 |
0.8962 |
|
1.000 |
0.8962 |
|
1.618 |
0.8962 |
|
2.618 |
0.8962 |
|
4.250 |
0.8962 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8962 |
0.8959 |
| PP |
0.8962 |
0.8955 |
| S1 |
0.8962 |
0.8952 |
|