CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9635 |
-0.0055 |
-0.6% |
0.9500 |
| High |
0.9712 |
0.9690 |
-0.0022 |
-0.2% |
0.9717 |
| Low |
0.9636 |
0.9596 |
-0.0040 |
-0.4% |
0.9360 |
| Close |
0.9670 |
0.9677 |
0.0007 |
0.1% |
0.9674 |
| Range |
0.0076 |
0.0094 |
0.0018 |
23.7% |
0.0357 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.4% |
0.0000 |
| Volume |
73 |
84 |
11 |
15.1% |
562 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9901 |
0.9729 |
|
| R3 |
0.9842 |
0.9807 |
0.9703 |
|
| R2 |
0.9748 |
0.9748 |
0.9694 |
|
| R1 |
0.9713 |
0.9713 |
0.9686 |
0.9731 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9663 |
| S1 |
0.9619 |
0.9619 |
0.9668 |
0.9637 |
| S2 |
0.9560 |
0.9560 |
0.9660 |
|
| S3 |
0.9466 |
0.9525 |
0.9651 |
|
| S4 |
0.9372 |
0.9431 |
0.9625 |
|
|
| 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 |
1.0090 |
|
2.618 |
0.9936 |
|
1.618 |
0.9842 |
|
1.000 |
0.9784 |
|
0.618 |
0.9748 |
|
HIGH |
0.9690 |
|
0.618 |
0.9654 |
|
0.500 |
0.9643 |
|
0.382 |
0.9632 |
|
LOW |
0.9596 |
|
0.618 |
0.9538 |
|
1.000 |
0.9502 |
|
1.618 |
0.9444 |
|
2.618 |
0.9350 |
|
4.250 |
0.9197 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9666 |
0.9657 |
| PP |
0.9654 |
0.9636 |
| S1 |
0.9643 |
0.9616 |
|