CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9620 |
0.0082 |
0.9% |
0.9391 |
| High |
0.9600 |
0.9717 |
0.0117 |
1.2% |
0.9546 |
| Low |
0.9521 |
0.9612 |
0.0091 |
1.0% |
0.9367 |
| Close |
0.9580 |
0.9623 |
0.0043 |
0.4% |
0.9523 |
| Range |
0.0079 |
0.0105 |
0.0026 |
32.9% |
0.0179 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
5.1% |
0.0000 |
| Volume |
209 |
82 |
-127 |
-60.8% |
193 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9899 |
0.9681 |
|
| R3 |
0.9861 |
0.9794 |
0.9652 |
|
| R2 |
0.9756 |
0.9756 |
0.9642 |
|
| R1 |
0.9689 |
0.9689 |
0.9633 |
0.9723 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9667 |
| S1 |
0.9584 |
0.9584 |
0.9613 |
0.9618 |
| S2 |
0.9546 |
0.9546 |
0.9604 |
|
| S3 |
0.9441 |
0.9479 |
0.9594 |
|
| S4 |
0.9336 |
0.9374 |
0.9565 |
|
|
| 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 |
1.0163 |
|
2.618 |
0.9992 |
|
1.618 |
0.9887 |
|
1.000 |
0.9822 |
|
0.618 |
0.9782 |
|
HIGH |
0.9717 |
|
0.618 |
0.9677 |
|
0.500 |
0.9665 |
|
0.382 |
0.9652 |
|
LOW |
0.9612 |
|
0.618 |
0.9547 |
|
1.000 |
0.9507 |
|
1.618 |
0.9442 |
|
2.618 |
0.9337 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9595 |
| PP |
0.9651 |
0.9567 |
| S1 |
0.9637 |
0.9539 |
|