CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9620 |
0.9637 |
0.0017 |
0.2% |
0.9500 |
| High |
0.9717 |
0.9685 |
-0.0032 |
-0.3% |
0.9717 |
| Low |
0.9612 |
0.9520 |
-0.0092 |
-1.0% |
0.9360 |
| Close |
0.9623 |
0.9674 |
0.0051 |
0.5% |
0.9674 |
| Range |
0.0105 |
0.0165 |
0.0060 |
57.1% |
0.0357 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
6.9% |
0.0000 |
| Volume |
82 |
220 |
138 |
168.3% |
562 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0063 |
0.9765 |
|
| R3 |
0.9956 |
0.9898 |
0.9719 |
|
| R2 |
0.9791 |
0.9791 |
0.9704 |
|
| R1 |
0.9733 |
0.9733 |
0.9689 |
0.9762 |
| PP |
0.9626 |
0.9626 |
0.9626 |
0.9641 |
| S1 |
0.9568 |
0.9568 |
0.9659 |
0.9597 |
| S2 |
0.9461 |
0.9461 |
0.9644 |
|
| S3 |
0.9296 |
0.9403 |
0.9629 |
|
| S4 |
0.9131 |
0.9238 |
0.9583 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0521 |
0.9870 |
|
| R3 |
1.0298 |
1.0164 |
0.9772 |
|
| R2 |
0.9941 |
0.9941 |
0.9739 |
|
| R1 |
0.9807 |
0.9807 |
0.9707 |
0.9874 |
| PP |
0.9584 |
0.9584 |
0.9584 |
0.9617 |
| S1 |
0.9450 |
0.9450 |
0.9641 |
0.9517 |
| S2 |
0.9227 |
0.9227 |
0.9609 |
|
| S3 |
0.8870 |
0.9093 |
0.9576 |
|
| S4 |
0.8513 |
0.8736 |
0.9478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0117 |
|
1.618 |
0.9952 |
|
1.000 |
0.9850 |
|
0.618 |
0.9787 |
|
HIGH |
0.9685 |
|
0.618 |
0.9622 |
|
0.500 |
0.9603 |
|
0.382 |
0.9583 |
|
LOW |
0.9520 |
|
0.618 |
0.9418 |
|
1.000 |
0.9355 |
|
1.618 |
0.9253 |
|
2.618 |
0.9088 |
|
4.250 |
0.8819 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9656 |
| PP |
0.9626 |
0.9637 |
| S1 |
0.9603 |
0.9619 |
|