CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9500 |
0.9459 |
-0.0041 |
-0.4% |
0.9391 |
High |
0.9503 |
0.9534 |
0.0031 |
0.3% |
0.9546 |
Low |
0.9468 |
0.9360 |
-0.0108 |
-1.1% |
0.9367 |
Close |
0.9475 |
0.9524 |
0.0049 |
0.5% |
0.9523 |
Range |
0.0035 |
0.0174 |
0.0139 |
397.1% |
0.0179 |
ATR |
0.0072 |
0.0080 |
0.0007 |
10.0% |
0.0000 |
Volume |
41 |
10 |
-31 |
-75.6% |
193 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9995 |
0.9933 |
0.9620 |
|
R3 |
0.9821 |
0.9759 |
0.9572 |
|
R2 |
0.9647 |
0.9647 |
0.9556 |
|
R1 |
0.9585 |
0.9585 |
0.9540 |
0.9616 |
PP |
0.9473 |
0.9473 |
0.9473 |
0.9488 |
S1 |
0.9411 |
0.9411 |
0.9508 |
0.9442 |
S2 |
0.9299 |
0.9299 |
0.9492 |
|
S3 |
0.9125 |
0.9237 |
0.9476 |
|
S4 |
0.8951 |
0.9063 |
0.9428 |
|
|
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 |
1.0274 |
2.618 |
0.9990 |
1.618 |
0.9816 |
1.000 |
0.9708 |
0.618 |
0.9642 |
HIGH |
0.9534 |
0.618 |
0.9468 |
0.500 |
0.9447 |
0.382 |
0.9426 |
LOW |
0.9360 |
0.618 |
0.9252 |
1.000 |
0.9186 |
1.618 |
0.9078 |
2.618 |
0.8904 |
4.250 |
0.8621 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9498 |
0.9500 |
PP |
0.9473 |
0.9477 |
S1 |
0.9447 |
0.9453 |
|