CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9391 |
0.0126 |
1.4% |
0.9247 |
| High |
0.9407 |
0.9437 |
0.0030 |
0.3% |
0.9407 |
| Low |
0.9264 |
0.9375 |
0.0111 |
1.2% |
0.9240 |
| Close |
0.9384 |
0.9434 |
0.0050 |
0.5% |
0.9384 |
| Range |
0.0143 |
0.0062 |
-0.0081 |
-56.6% |
0.0167 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
53 |
29 |
-24 |
-45.3% |
278 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9601 |
0.9580 |
0.9468 |
|
| R3 |
0.9539 |
0.9518 |
0.9451 |
|
| R2 |
0.9477 |
0.9477 |
0.9445 |
|
| R1 |
0.9456 |
0.9456 |
0.9440 |
0.9467 |
| PP |
0.9415 |
0.9415 |
0.9415 |
0.9421 |
| S1 |
0.9394 |
0.9394 |
0.9428 |
0.9405 |
| S2 |
0.9353 |
0.9353 |
0.9423 |
|
| S3 |
0.9291 |
0.9332 |
0.9417 |
|
| S4 |
0.9229 |
0.9270 |
0.9400 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9781 |
0.9476 |
|
| R3 |
0.9678 |
0.9614 |
0.9430 |
|
| R2 |
0.9511 |
0.9511 |
0.9415 |
|
| R1 |
0.9447 |
0.9447 |
0.9399 |
0.9479 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9360 |
| S1 |
0.9280 |
0.9280 |
0.9369 |
0.9312 |
| S2 |
0.9177 |
0.9177 |
0.9353 |
|
| S3 |
0.9010 |
0.9113 |
0.9338 |
|
| S4 |
0.8843 |
0.8946 |
0.9292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9701 |
|
2.618 |
0.9599 |
|
1.618 |
0.9537 |
|
1.000 |
0.9499 |
|
0.618 |
0.9475 |
|
HIGH |
0.9437 |
|
0.618 |
0.9413 |
|
0.500 |
0.9406 |
|
0.382 |
0.9399 |
|
LOW |
0.9375 |
|
0.618 |
0.9337 |
|
1.000 |
0.9313 |
|
1.618 |
0.9275 |
|
2.618 |
0.9213 |
|
4.250 |
0.9112 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9406 |
| PP |
0.9415 |
0.9378 |
| S1 |
0.9406 |
0.9351 |
|