CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9637 |
0.9690 |
0.0053 |
0.5% |
0.9500 |
| High |
0.9685 |
0.9712 |
0.0027 |
0.3% |
0.9717 |
| Low |
0.9520 |
0.9636 |
0.0116 |
1.2% |
0.9360 |
| Close |
0.9674 |
0.9670 |
-0.0004 |
0.0% |
0.9674 |
| Range |
0.0165 |
0.0076 |
-0.0089 |
-53.9% |
0.0357 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
220 |
73 |
-147 |
-66.8% |
562 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9861 |
0.9712 |
|
| R3 |
0.9825 |
0.9785 |
0.9691 |
|
| R2 |
0.9749 |
0.9749 |
0.9684 |
|
| R1 |
0.9709 |
0.9709 |
0.9677 |
0.9691 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9664 |
| S1 |
0.9633 |
0.9633 |
0.9663 |
0.9615 |
| S2 |
0.9597 |
0.9597 |
0.9656 |
|
| S3 |
0.9521 |
0.9557 |
0.9649 |
|
| S4 |
0.9445 |
0.9481 |
0.9628 |
|
|
| 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 |
1.0035 |
|
2.618 |
0.9911 |
|
1.618 |
0.9835 |
|
1.000 |
0.9788 |
|
0.618 |
0.9759 |
|
HIGH |
0.9712 |
|
0.618 |
0.9683 |
|
0.500 |
0.9674 |
|
0.382 |
0.9665 |
|
LOW |
0.9636 |
|
0.618 |
0.9589 |
|
1.000 |
0.9560 |
|
1.618 |
0.9513 |
|
2.618 |
0.9437 |
|
4.250 |
0.9313 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9653 |
| PP |
0.9673 |
0.9636 |
| S1 |
0.9671 |
0.9619 |
|