CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9247 |
0.9247 |
0.0000 |
0.0% |
0.9110 |
| High |
0.9273 |
0.9340 |
0.0067 |
0.7% |
0.9262 |
| Low |
0.9240 |
0.9242 |
0.0002 |
0.0% |
0.9110 |
| Close |
0.9270 |
0.9331 |
0.0061 |
0.7% |
0.9177 |
| Range |
0.0033 |
0.0098 |
0.0065 |
197.0% |
0.0152 |
| ATR |
|
|
|
|
|
| Volume |
63 |
39 |
-24 |
-38.1% |
46 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9563 |
0.9385 |
|
| R3 |
0.9500 |
0.9465 |
0.9358 |
|
| R2 |
0.9402 |
0.9402 |
0.9349 |
|
| R1 |
0.9367 |
0.9367 |
0.9340 |
0.9385 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9313 |
| S1 |
0.9269 |
0.9269 |
0.9322 |
0.9287 |
| S2 |
0.9206 |
0.9206 |
0.9313 |
|
| S3 |
0.9108 |
0.9171 |
0.9304 |
|
| S4 |
0.9010 |
0.9073 |
0.9277 |
|
|
| 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 |
0.9757 |
|
2.618 |
0.9597 |
|
1.618 |
0.9499 |
|
1.000 |
0.9438 |
|
0.618 |
0.9401 |
|
HIGH |
0.9340 |
|
0.618 |
0.9303 |
|
0.500 |
0.9291 |
|
0.382 |
0.9279 |
|
LOW |
0.9242 |
|
0.618 |
0.9181 |
|
1.000 |
0.9144 |
|
1.618 |
0.9083 |
|
2.618 |
0.8985 |
|
4.250 |
0.8826 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9318 |
0.9305 |
| PP |
0.9304 |
0.9278 |
| S1 |
0.9291 |
0.9252 |
|