CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9730 |
0.0055 |
0.6% |
0.9686 |
| High |
0.9801 |
0.9750 |
-0.0051 |
-0.5% |
0.9755 |
| Low |
0.9666 |
0.9650 |
-0.0016 |
-0.2% |
0.9499 |
| Close |
0.9751 |
0.9666 |
-0.0085 |
-0.9% |
0.9630 |
| Range |
0.0135 |
0.0100 |
-0.0035 |
-25.9% |
0.0256 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
167 |
188 |
21 |
12.6% |
877 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9927 |
0.9721 |
|
| R3 |
0.9889 |
0.9827 |
0.9694 |
|
| R2 |
0.9789 |
0.9789 |
0.9684 |
|
| R1 |
0.9727 |
0.9727 |
0.9675 |
0.9708 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9679 |
| S1 |
0.9627 |
0.9627 |
0.9657 |
0.9608 |
| S2 |
0.9589 |
0.9589 |
0.9648 |
|
| S3 |
0.9489 |
0.9527 |
0.9639 |
|
| S4 |
0.9389 |
0.9427 |
0.9611 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0269 |
0.9771 |
|
| R3 |
1.0140 |
1.0013 |
0.9700 |
|
| R2 |
0.9884 |
0.9884 |
0.9677 |
|
| R1 |
0.9757 |
0.9757 |
0.9653 |
0.9693 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9596 |
| S1 |
0.9501 |
0.9501 |
0.9607 |
0.9437 |
| S2 |
0.9372 |
0.9372 |
0.9583 |
|
| S3 |
0.9116 |
0.9245 |
0.9560 |
|
| S4 |
0.8860 |
0.8989 |
0.9489 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
1.0012 |
|
1.618 |
0.9912 |
|
1.000 |
0.9850 |
|
0.618 |
0.9812 |
|
HIGH |
0.9750 |
|
0.618 |
0.9712 |
|
0.500 |
0.9700 |
|
0.382 |
0.9688 |
|
LOW |
0.9650 |
|
0.618 |
0.9588 |
|
1.000 |
0.9550 |
|
1.618 |
0.9488 |
|
2.618 |
0.9388 |
|
4.250 |
0.9225 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9708 |
| PP |
0.9689 |
0.9694 |
| S1 |
0.9677 |
0.9680 |
|