CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9538 |
0.0079 |
0.8% |
0.9391 |
| High |
0.9534 |
0.9600 |
0.0066 |
0.7% |
0.9546 |
| Low |
0.9360 |
0.9521 |
0.0161 |
1.7% |
0.9367 |
| Close |
0.9524 |
0.9580 |
0.0056 |
0.6% |
0.9523 |
| Range |
0.0174 |
0.0079 |
-0.0095 |
-54.6% |
0.0179 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
10 |
209 |
199 |
1,990.0% |
193 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9804 |
0.9771 |
0.9623 |
|
| R3 |
0.9725 |
0.9692 |
0.9602 |
|
| R2 |
0.9646 |
0.9646 |
0.9594 |
|
| R1 |
0.9613 |
0.9613 |
0.9587 |
0.9630 |
| PP |
0.9567 |
0.9567 |
0.9567 |
0.9575 |
| S1 |
0.9534 |
0.9534 |
0.9573 |
0.9551 |
| S2 |
0.9488 |
0.9488 |
0.9566 |
|
| S3 |
0.9409 |
0.9455 |
0.9558 |
|
| S4 |
0.9330 |
0.9376 |
0.9537 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
0.9948 |
0.9621 |
|
| R3 |
0.9837 |
0.9769 |
0.9572 |
|
| R2 |
0.9658 |
0.9658 |
0.9556 |
|
| R1 |
0.9590 |
0.9590 |
0.9539 |
0.9624 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9496 |
| S1 |
0.9411 |
0.9411 |
0.9507 |
0.9445 |
| S2 |
0.9300 |
0.9300 |
0.9490 |
|
| S3 |
0.9121 |
0.9232 |
0.9474 |
|
| S4 |
0.8942 |
0.9053 |
0.9425 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9936 |
|
2.618 |
0.9807 |
|
1.618 |
0.9728 |
|
1.000 |
0.9679 |
|
0.618 |
0.9649 |
|
HIGH |
0.9600 |
|
0.618 |
0.9570 |
|
0.500 |
0.9561 |
|
0.382 |
0.9551 |
|
LOW |
0.9521 |
|
0.618 |
0.9472 |
|
1.000 |
0.9442 |
|
1.618 |
0.9393 |
|
2.618 |
0.9314 |
|
4.250 |
0.9185 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9547 |
| PP |
0.9567 |
0.9513 |
| S1 |
0.9561 |
0.9480 |
|