CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9330 |
0.9364 |
0.0034 |
0.4% |
0.9110 |
High |
0.9362 |
0.9365 |
0.0003 |
0.0% |
0.9262 |
Low |
0.9321 |
0.9276 |
-0.0045 |
-0.5% |
0.9110 |
Close |
0.9358 |
0.9319 |
-0.0039 |
-0.4% |
0.9177 |
Range |
0.0041 |
0.0089 |
0.0048 |
117.1% |
0.0152 |
ATR |
0.0000 |
0.0066 |
0.0066 |
|
0.0000 |
Volume |
101 |
22 |
-79 |
-78.2% |
46 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9587 |
0.9542 |
0.9368 |
|
R3 |
0.9498 |
0.9453 |
0.9343 |
|
R2 |
0.9409 |
0.9409 |
0.9335 |
|
R1 |
0.9364 |
0.9364 |
0.9327 |
0.9342 |
PP |
0.9320 |
0.9320 |
0.9320 |
0.9309 |
S1 |
0.9275 |
0.9275 |
0.9311 |
0.9253 |
S2 |
0.9231 |
0.9231 |
0.9303 |
|
S3 |
0.9142 |
0.9186 |
0.9295 |
|
S4 |
0.9053 |
0.9097 |
0.9270 |
|
|
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 |
0.9743 |
2.618 |
0.9598 |
1.618 |
0.9509 |
1.000 |
0.9454 |
0.618 |
0.9420 |
HIGH |
0.9365 |
0.618 |
0.9331 |
0.500 |
0.9321 |
0.382 |
0.9310 |
LOW |
0.9276 |
0.618 |
0.9221 |
1.000 |
0.9187 |
1.618 |
0.9132 |
2.618 |
0.9043 |
4.250 |
0.8898 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9321 |
0.9314 |
PP |
0.9320 |
0.9309 |
S1 |
0.9320 |
0.9304 |
|