CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9265 |
-0.0099 |
-1.1% |
0.9247 |
| High |
0.9365 |
0.9407 |
0.0042 |
0.4% |
0.9407 |
| Low |
0.9276 |
0.9264 |
-0.0012 |
-0.1% |
0.9240 |
| Close |
0.9319 |
0.9384 |
0.0065 |
0.7% |
0.9384 |
| Range |
0.0089 |
0.0143 |
0.0054 |
60.7% |
0.0167 |
| ATR |
0.0066 |
0.0072 |
0.0006 |
8.3% |
0.0000 |
| Volume |
22 |
53 |
31 |
140.9% |
278 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9781 |
0.9725 |
0.9463 |
|
| R3 |
0.9638 |
0.9582 |
0.9423 |
|
| R2 |
0.9495 |
0.9495 |
0.9410 |
|
| R1 |
0.9439 |
0.9439 |
0.9397 |
0.9467 |
| PP |
0.9352 |
0.9352 |
0.9352 |
0.9366 |
| S1 |
0.9296 |
0.9296 |
0.9371 |
0.9324 |
| S2 |
0.9209 |
0.9209 |
0.9358 |
|
| S3 |
0.9066 |
0.9153 |
0.9345 |
|
| S4 |
0.8923 |
0.9010 |
0.9305 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9781 |
0.9476 |
|
| R3 |
0.9678 |
0.9614 |
0.9430 |
|
| R2 |
0.9511 |
0.9511 |
0.9415 |
|
| R1 |
0.9447 |
0.9447 |
0.9399 |
0.9479 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9360 |
| S1 |
0.9280 |
0.9280 |
0.9369 |
0.9312 |
| S2 |
0.9177 |
0.9177 |
0.9353 |
|
| S3 |
0.9010 |
0.9113 |
0.9338 |
|
| S4 |
0.8843 |
0.8946 |
0.9292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0015 |
|
2.618 |
0.9781 |
|
1.618 |
0.9638 |
|
1.000 |
0.9550 |
|
0.618 |
0.9495 |
|
HIGH |
0.9407 |
|
0.618 |
0.9352 |
|
0.500 |
0.9336 |
|
0.382 |
0.9319 |
|
LOW |
0.9264 |
|
0.618 |
0.9176 |
|
1.000 |
0.9121 |
|
1.618 |
0.9033 |
|
2.618 |
0.8890 |
|
4.250 |
0.8656 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9368 |
0.9368 |
| PP |
0.9352 |
0.9352 |
| S1 |
0.9336 |
0.9336 |
|