CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9475 |
0.9500 |
0.0025 |
0.3% |
0.9391 |
| High |
0.9546 |
0.9503 |
-0.0043 |
-0.5% |
0.9546 |
| Low |
0.9468 |
0.9468 |
0.0000 |
0.0% |
0.9367 |
| Close |
0.9523 |
0.9475 |
-0.0048 |
-0.5% |
0.9523 |
| Range |
0.0078 |
0.0035 |
-0.0043 |
-55.1% |
0.0179 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
57 |
41 |
-16 |
-28.1% |
193 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9587 |
0.9566 |
0.9494 |
|
| R3 |
0.9552 |
0.9531 |
0.9485 |
|
| R2 |
0.9517 |
0.9517 |
0.9481 |
|
| R1 |
0.9496 |
0.9496 |
0.9478 |
0.9489 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9479 |
| S1 |
0.9461 |
0.9461 |
0.9472 |
0.9454 |
| S2 |
0.9447 |
0.9447 |
0.9469 |
|
| S3 |
0.9412 |
0.9426 |
0.9465 |
|
| S4 |
0.9377 |
0.9391 |
0.9456 |
|
|
| 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 |
0.9652 |
|
2.618 |
0.9595 |
|
1.618 |
0.9560 |
|
1.000 |
0.9538 |
|
0.618 |
0.9525 |
|
HIGH |
0.9503 |
|
0.618 |
0.9490 |
|
0.500 |
0.9486 |
|
0.382 |
0.9481 |
|
LOW |
0.9468 |
|
0.618 |
0.9446 |
|
1.000 |
0.9433 |
|
1.618 |
0.9411 |
|
2.618 |
0.9376 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9494 |
| PP |
0.9482 |
0.9487 |
| S1 |
0.9479 |
0.9481 |
|