CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9463 |
0.9511 |
0.0048 |
0.5% |
0.9247 |
| High |
0.9531 |
0.9515 |
-0.0016 |
-0.2% |
0.9407 |
| Low |
0.9463 |
0.9441 |
-0.0022 |
-0.2% |
0.9240 |
| Close |
0.9507 |
0.9475 |
-0.0032 |
-0.3% |
0.9384 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0167 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
25 |
22 |
-3 |
-12.0% |
278 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9661 |
0.9516 |
|
| R3 |
0.9625 |
0.9587 |
0.9495 |
|
| R2 |
0.9551 |
0.9551 |
0.9489 |
|
| R1 |
0.9513 |
0.9513 |
0.9482 |
0.9495 |
| PP |
0.9477 |
0.9477 |
0.9477 |
0.9468 |
| S1 |
0.9439 |
0.9439 |
0.9468 |
0.9421 |
| S2 |
0.9403 |
0.9403 |
0.9461 |
|
| S3 |
0.9329 |
0.9365 |
0.9455 |
|
| S4 |
0.9255 |
0.9291 |
0.9434 |
|
|
| 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 |
0.9830 |
|
2.618 |
0.9709 |
|
1.618 |
0.9635 |
|
1.000 |
0.9589 |
|
0.618 |
0.9561 |
|
HIGH |
0.9515 |
|
0.618 |
0.9487 |
|
0.500 |
0.9478 |
|
0.382 |
0.9469 |
|
LOW |
0.9441 |
|
0.618 |
0.9395 |
|
1.000 |
0.9367 |
|
1.618 |
0.9321 |
|
2.618 |
0.9247 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9478 |
0.9466 |
| PP |
0.9477 |
0.9458 |
| S1 |
0.9476 |
0.9449 |
|