CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9717 |
-0.0033 |
-0.3% |
0.9690 |
| High |
0.9799 |
0.9820 |
0.0021 |
0.2% |
0.9820 |
| Low |
0.9728 |
0.9690 |
-0.0038 |
-0.4% |
0.9596 |
| Close |
0.9729 |
0.9705 |
-0.0024 |
-0.2% |
0.9705 |
| Range |
0.0071 |
0.0130 |
0.0059 |
83.1% |
0.0224 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.8% |
0.0000 |
| Volume |
21 |
96 |
75 |
357.1% |
314 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0047 |
0.9777 |
|
| R3 |
0.9998 |
0.9917 |
0.9741 |
|
| R2 |
0.9868 |
0.9868 |
0.9729 |
|
| R1 |
0.9787 |
0.9787 |
0.9717 |
0.9763 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9726 |
| S1 |
0.9657 |
0.9657 |
0.9693 |
0.9633 |
| S2 |
0.9608 |
0.9608 |
0.9681 |
|
| S3 |
0.9478 |
0.9527 |
0.9669 |
|
| S4 |
0.9348 |
0.9397 |
0.9634 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0266 |
0.9828 |
|
| R3 |
1.0155 |
1.0042 |
0.9767 |
|
| R2 |
0.9931 |
0.9931 |
0.9746 |
|
| R1 |
0.9818 |
0.9818 |
0.9726 |
0.9875 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9735 |
| S1 |
0.9594 |
0.9594 |
0.9684 |
0.9651 |
| S2 |
0.9483 |
0.9483 |
0.9664 |
|
| S3 |
0.9259 |
0.9370 |
0.9643 |
|
| S4 |
0.9035 |
0.9146 |
0.9582 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0160 |
|
1.618 |
1.0030 |
|
1.000 |
0.9950 |
|
0.618 |
0.9900 |
|
HIGH |
0.9820 |
|
0.618 |
0.9770 |
|
0.500 |
0.9755 |
|
0.382 |
0.9740 |
|
LOW |
0.9690 |
|
0.618 |
0.9610 |
|
1.000 |
0.9560 |
|
1.618 |
0.9480 |
|
2.618 |
0.9350 |
|
4.250 |
0.9138 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9752 |
| PP |
0.9738 |
0.9736 |
| S1 |
0.9722 |
0.9721 |
|