CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9183 |
0.9247 |
0.0064 |
0.7% |
0.9110 |
| High |
0.9262 |
0.9273 |
0.0011 |
0.1% |
0.9262 |
| Low |
0.9164 |
0.9240 |
0.0076 |
0.8% |
0.9110 |
| Close |
0.9177 |
0.9270 |
0.0093 |
1.0% |
0.9177 |
| Range |
0.0098 |
0.0033 |
-0.0065 |
-66.3% |
0.0152 |
| ATR |
|
|
|
|
|
| Volume |
8 |
63 |
55 |
687.5% |
46 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9348 |
0.9288 |
|
| R3 |
0.9327 |
0.9315 |
0.9279 |
|
| R2 |
0.9294 |
0.9294 |
0.9276 |
|
| R1 |
0.9282 |
0.9282 |
0.9273 |
0.9288 |
| PP |
0.9261 |
0.9261 |
0.9261 |
0.9264 |
| S1 |
0.9249 |
0.9249 |
0.9267 |
0.9255 |
| S2 |
0.9228 |
0.9228 |
0.9264 |
|
| S3 |
0.9195 |
0.9216 |
0.9261 |
|
| S4 |
0.9162 |
0.9183 |
0.9252 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9560 |
0.9261 |
|
| R3 |
0.9487 |
0.9408 |
0.9219 |
|
| R2 |
0.9335 |
0.9335 |
0.9205 |
|
| R1 |
0.9256 |
0.9256 |
0.9191 |
0.9296 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9203 |
| S1 |
0.9104 |
0.9104 |
0.9163 |
0.9144 |
| S2 |
0.9031 |
0.9031 |
0.9149 |
|
| S3 |
0.8879 |
0.8952 |
0.9135 |
|
| S4 |
0.8727 |
0.8800 |
0.9093 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9359 |
|
1.618 |
0.9326 |
|
1.000 |
0.9306 |
|
0.618 |
0.9293 |
|
HIGH |
0.9273 |
|
0.618 |
0.9260 |
|
0.500 |
0.9257 |
|
0.382 |
0.9253 |
|
LOW |
0.9240 |
|
0.618 |
0.9220 |
|
1.000 |
0.9207 |
|
1.618 |
0.9187 |
|
2.618 |
0.9154 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9266 |
0.9250 |
| PP |
0.9261 |
0.9230 |
| S1 |
0.9257 |
0.9210 |
|