CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9402 |
0.9463 |
0.0061 |
0.6% |
0.9247 |
| High |
0.9481 |
0.9531 |
0.0050 |
0.5% |
0.9407 |
| Low |
0.9367 |
0.9463 |
0.0096 |
1.0% |
0.9240 |
| Close |
0.9464 |
0.9507 |
0.0043 |
0.5% |
0.9384 |
| Range |
0.0114 |
0.0068 |
-0.0046 |
-40.4% |
0.0167 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
60 |
25 |
-35 |
-58.3% |
278 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9674 |
0.9544 |
|
| R3 |
0.9636 |
0.9606 |
0.9526 |
|
| R2 |
0.9568 |
0.9568 |
0.9519 |
|
| R1 |
0.9538 |
0.9538 |
0.9513 |
0.9553 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9508 |
| S1 |
0.9470 |
0.9470 |
0.9501 |
0.9485 |
| S2 |
0.9432 |
0.9432 |
0.9495 |
|
| S3 |
0.9364 |
0.9402 |
0.9488 |
|
| S4 |
0.9296 |
0.9334 |
0.9470 |
|
|
| 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 |
0.9820 |
|
2.618 |
0.9709 |
|
1.618 |
0.9641 |
|
1.000 |
0.9599 |
|
0.618 |
0.9573 |
|
HIGH |
0.9531 |
|
0.618 |
0.9505 |
|
0.500 |
0.9497 |
|
0.382 |
0.9489 |
|
LOW |
0.9463 |
|
0.618 |
0.9421 |
|
1.000 |
0.9395 |
|
1.618 |
0.9353 |
|
2.618 |
0.9285 |
|
4.250 |
0.9174 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9488 |
| PP |
0.9500 |
0.9468 |
| S1 |
0.9497 |
0.9449 |
|