CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9511 |
0.9475 |
-0.0036 |
-0.4% |
0.9391 |
High |
0.9515 |
0.9546 |
0.0031 |
0.3% |
0.9546 |
Low |
0.9441 |
0.9468 |
0.0027 |
0.3% |
0.9367 |
Close |
0.9475 |
0.9523 |
0.0048 |
0.5% |
0.9523 |
Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0179 |
ATR |
0.0074 |
0.0074 |
0.0000 |
0.4% |
0.0000 |
Volume |
22 |
57 |
35 |
159.1% |
193 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9746 |
0.9713 |
0.9566 |
|
R3 |
0.9668 |
0.9635 |
0.9544 |
|
R2 |
0.9590 |
0.9590 |
0.9537 |
|
R1 |
0.9557 |
0.9557 |
0.9530 |
0.9574 |
PP |
0.9512 |
0.9512 |
0.9512 |
0.9521 |
S1 |
0.9479 |
0.9479 |
0.9516 |
0.9496 |
S2 |
0.9434 |
0.9434 |
0.9509 |
|
S3 |
0.9356 |
0.9401 |
0.9502 |
|
S4 |
0.9278 |
0.9323 |
0.9480 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0016 |
0.9948 |
0.9621 |
|
R3 |
0.9837 |
0.9769 |
0.9572 |
|
R2 |
0.9658 |
0.9658 |
0.9556 |
|
R1 |
0.9590 |
0.9590 |
0.9539 |
0.9624 |
PP |
0.9479 |
0.9479 |
0.9479 |
0.9496 |
S1 |
0.9411 |
0.9411 |
0.9507 |
0.9445 |
S2 |
0.9300 |
0.9300 |
0.9490 |
|
S3 |
0.9121 |
0.9232 |
0.9474 |
|
S4 |
0.8942 |
0.9053 |
0.9425 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9878 |
2.618 |
0.9750 |
1.618 |
0.9672 |
1.000 |
0.9624 |
0.618 |
0.9594 |
HIGH |
0.9546 |
0.618 |
0.9516 |
0.500 |
0.9507 |
0.382 |
0.9498 |
LOW |
0.9468 |
0.618 |
0.9420 |
1.000 |
0.9390 |
1.618 |
0.9342 |
2.618 |
0.9264 |
4.250 |
0.9137 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9518 |
0.9513 |
PP |
0.9512 |
0.9503 |
S1 |
0.9507 |
0.9494 |
|