CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9684 |
0.0049 |
0.5% |
0.9500 |
| High |
0.9690 |
0.9726 |
0.0036 |
0.4% |
0.9717 |
| Low |
0.9596 |
0.9684 |
0.0088 |
0.9% |
0.9360 |
| Close |
0.9677 |
0.9734 |
0.0057 |
0.6% |
0.9674 |
| Range |
0.0094 |
0.0042 |
-0.0052 |
-55.3% |
0.0357 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
84 |
40 |
-44 |
-52.4% |
562 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9829 |
0.9757 |
|
| R3 |
0.9799 |
0.9787 |
0.9746 |
|
| R2 |
0.9757 |
0.9757 |
0.9742 |
|
| R1 |
0.9745 |
0.9745 |
0.9738 |
0.9751 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9718 |
| S1 |
0.9703 |
0.9703 |
0.9730 |
0.9709 |
| S2 |
0.9673 |
0.9673 |
0.9726 |
|
| S3 |
0.9631 |
0.9661 |
0.9722 |
|
| S4 |
0.9589 |
0.9619 |
0.9711 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0521 |
0.9870 |
|
| R3 |
1.0298 |
1.0164 |
0.9772 |
|
| R2 |
0.9941 |
0.9941 |
0.9739 |
|
| R1 |
0.9807 |
0.9807 |
0.9707 |
0.9874 |
| PP |
0.9584 |
0.9584 |
0.9584 |
0.9617 |
| S1 |
0.9450 |
0.9450 |
0.9641 |
0.9517 |
| S2 |
0.9227 |
0.9227 |
0.9609 |
|
| S3 |
0.8870 |
0.9093 |
0.9576 |
|
| S4 |
0.8513 |
0.8736 |
0.9478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9905 |
|
2.618 |
0.9836 |
|
1.618 |
0.9794 |
|
1.000 |
0.9768 |
|
0.618 |
0.9752 |
|
HIGH |
0.9726 |
|
0.618 |
0.9710 |
|
0.500 |
0.9705 |
|
0.382 |
0.9700 |
|
LOW |
0.9684 |
|
0.618 |
0.9658 |
|
1.000 |
0.9642 |
|
1.618 |
0.9616 |
|
2.618 |
0.9574 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9710 |
| PP |
0.9715 |
0.9685 |
| S1 |
0.9705 |
0.9661 |
|