CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9247 |
0.9330 |
0.0083 |
0.9% |
0.9110 |
| High |
0.9340 |
0.9362 |
0.0022 |
0.2% |
0.9262 |
| Low |
0.9242 |
0.9321 |
0.0079 |
0.9% |
0.9110 |
| Close |
0.9331 |
0.9358 |
0.0027 |
0.3% |
0.9177 |
| Range |
0.0098 |
0.0041 |
-0.0057 |
-58.2% |
0.0152 |
| ATR |
|
|
|
|
|
| Volume |
39 |
101 |
62 |
159.0% |
46 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9455 |
0.9381 |
|
| R3 |
0.9429 |
0.9414 |
0.9369 |
|
| R2 |
0.9388 |
0.9388 |
0.9366 |
|
| R1 |
0.9373 |
0.9373 |
0.9362 |
0.9381 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9351 |
| S1 |
0.9332 |
0.9332 |
0.9354 |
0.9340 |
| S2 |
0.9306 |
0.9306 |
0.9350 |
|
| S3 |
0.9265 |
0.9291 |
0.9347 |
|
| S4 |
0.9224 |
0.9250 |
0.9335 |
|
|
| 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 |
0.9536 |
|
2.618 |
0.9469 |
|
1.618 |
0.9428 |
|
1.000 |
0.9403 |
|
0.618 |
0.9387 |
|
HIGH |
0.9362 |
|
0.618 |
0.9346 |
|
0.500 |
0.9342 |
|
0.382 |
0.9337 |
|
LOW |
0.9321 |
|
0.618 |
0.9296 |
|
1.000 |
0.9280 |
|
1.618 |
0.9255 |
|
2.618 |
0.9214 |
|
4.250 |
0.9147 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9339 |
| PP |
0.9347 |
0.9320 |
| S1 |
0.9342 |
0.9301 |
|