CME Australian Dollar Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Oct-2010 | 
                    01-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9624 | 
                        0.9696 | 
                        0.0072 | 
                        0.7% | 
                        0.9675 | 
                     
                    
                        | High | 
                        0.9675 | 
                        0.9744 | 
                        0.0069 | 
                        0.7% | 
                        0.9801 | 
                     
                    
                        | Low | 
                        0.9521 | 
                        0.9656 | 
                        0.0135 | 
                        1.4% | 
                        0.9500 | 
                     
                    
                        | Close | 
                        0.9633 | 
                        0.9692 | 
                        0.0059 | 
                        0.6% | 
                        0.9633 | 
                     
                    
                        | Range | 
                        0.0154 | 
                        0.0088 | 
                        -0.0066 | 
                        -42.9% | 
                        0.0301 | 
                     
                    
                        | ATR | 
                        0.0119 | 
                        0.0118 | 
                        -0.0001 | 
                        -0.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        82 | 
                        95 | 
                        13 | 
                        15.9% | 
                        1,001 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9961 | 
                0.9915 | 
                0.9740 | 
                 | 
             
            
                | R3 | 
                0.9873 | 
                0.9827 | 
                0.9716 | 
                 | 
             
            
                | R2 | 
                0.9785 | 
                0.9785 | 
                0.9708 | 
                 | 
             
            
                | R1 | 
                0.9739 | 
                0.9739 | 
                0.9700 | 
                0.9718 | 
             
            
                | PP | 
                0.9697 | 
                0.9697 | 
                0.9697 | 
                0.9687 | 
             
            
                | S1 | 
                0.9651 | 
                0.9651 | 
                0.9684 | 
                0.9630 | 
             
            
                | S2 | 
                0.9609 | 
                0.9609 | 
                0.9676 | 
                 | 
             
            
                | S3 | 
                0.9521 | 
                0.9563 | 
                0.9668 | 
                 | 
             
            
                | S4 | 
                0.9433 | 
                0.9475 | 
                0.9644 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0548 | 
                1.0391 | 
                0.9799 | 
                 | 
             
            
                | R3 | 
                1.0247 | 
                1.0090 | 
                0.9716 | 
                 | 
             
            
                | R2 | 
                0.9946 | 
                0.9946 | 
                0.9688 | 
                 | 
             
            
                | R1 | 
                0.9789 | 
                0.9789 | 
                0.9661 | 
                0.9717 | 
             
            
                | PP | 
                0.9645 | 
                0.9645 | 
                0.9645 | 
                0.9609 | 
             
            
                | S1 | 
                0.9488 | 
                0.9488 | 
                0.9605 | 
                0.9416 | 
             
            
                | S2 | 
                0.9344 | 
                0.9344 | 
                0.9578 | 
                 | 
             
            
                | S3 | 
                0.9043 | 
                0.9187 | 
                0.9550 | 
                 | 
             
            
                | S4 | 
                0.8742 | 
                0.8886 | 
                0.9467 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0118 | 
         
        
            | 
2.618             | 
            0.9974 | 
         
        
            | 
1.618             | 
            0.9886 | 
         
        
            | 
1.000             | 
            0.9832 | 
         
        
            | 
0.618             | 
            0.9798 | 
         
        
            | 
HIGH             | 
            0.9744 | 
         
        
            | 
0.618             | 
            0.9710 | 
         
        
            | 
0.500             | 
            0.9700 | 
         
        
            | 
0.382             | 
            0.9690 | 
         
        
            | 
LOW             | 
            0.9656 | 
         
        
            | 
0.618             | 
            0.9602 | 
         
        
            | 
1.000             | 
            0.9568 | 
         
        
            | 
1.618             | 
            0.9514 | 
         
        
            | 
2.618             | 
            0.9426 | 
         
        
            | 
4.250             | 
            0.9282 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9700 | 
                                0.9672 | 
                             
                            
                                | PP | 
                                0.9697 | 
                                0.9652 | 
                             
                            
                                | S1 | 
                                0.9695 | 
                                0.9633 | 
                             
             
         |