CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9391 |
0.9402 |
0.0011 |
0.1% |
0.9247 |
| High |
0.9437 |
0.9481 |
0.0044 |
0.5% |
0.9407 |
| Low |
0.9375 |
0.9367 |
-0.0008 |
-0.1% |
0.9240 |
| Close |
0.9434 |
0.9464 |
0.0030 |
0.3% |
0.9384 |
| Range |
0.0062 |
0.0114 |
0.0052 |
83.9% |
0.0167 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.4% |
0.0000 |
| Volume |
29 |
60 |
31 |
106.9% |
278 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9736 |
0.9527 |
|
| R3 |
0.9665 |
0.9622 |
0.9495 |
|
| R2 |
0.9551 |
0.9551 |
0.9485 |
|
| R1 |
0.9508 |
0.9508 |
0.9474 |
0.9530 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9448 |
| S1 |
0.9394 |
0.9394 |
0.9454 |
0.9416 |
| S2 |
0.9323 |
0.9323 |
0.9443 |
|
| S3 |
0.9209 |
0.9280 |
0.9433 |
|
| S4 |
0.9095 |
0.9166 |
0.9401 |
|
|
| 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 |
0.9966 |
|
2.618 |
0.9779 |
|
1.618 |
0.9665 |
|
1.000 |
0.9595 |
|
0.618 |
0.9551 |
|
HIGH |
0.9481 |
|
0.618 |
0.9437 |
|
0.500 |
0.9424 |
|
0.382 |
0.9411 |
|
LOW |
0.9367 |
|
0.618 |
0.9297 |
|
1.000 |
0.9253 |
|
1.618 |
0.9183 |
|
2.618 |
0.9069 |
|
4.250 |
0.8883 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9451 |
0.9434 |
| PP |
0.9437 |
0.9403 |
| S1 |
0.9424 |
0.9373 |
|