CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9684 |
0.9750 |
0.0066 |
0.7% |
0.9500 |
| High |
0.9726 |
0.9799 |
0.0073 |
0.8% |
0.9717 |
| Low |
0.9684 |
0.9728 |
0.0044 |
0.5% |
0.9360 |
| Close |
0.9734 |
0.9729 |
-0.0005 |
-0.1% |
0.9674 |
| Range |
0.0042 |
0.0071 |
0.0029 |
69.0% |
0.0357 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
40 |
21 |
-19 |
-47.5% |
562 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9918 |
0.9768 |
|
| R3 |
0.9894 |
0.9847 |
0.9749 |
|
| R2 |
0.9823 |
0.9823 |
0.9742 |
|
| R1 |
0.9776 |
0.9776 |
0.9736 |
0.9764 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9746 |
| S1 |
0.9705 |
0.9705 |
0.9722 |
0.9693 |
| S2 |
0.9681 |
0.9681 |
0.9716 |
|
| S3 |
0.9610 |
0.9634 |
0.9709 |
|
| S4 |
0.9539 |
0.9563 |
0.9690 |
|
|
| 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 |
1.0101 |
|
2.618 |
0.9985 |
|
1.618 |
0.9914 |
|
1.000 |
0.9870 |
|
0.618 |
0.9843 |
|
HIGH |
0.9799 |
|
0.618 |
0.9772 |
|
0.500 |
0.9764 |
|
0.382 |
0.9755 |
|
LOW |
0.9728 |
|
0.618 |
0.9684 |
|
1.000 |
0.9657 |
|
1.618 |
0.9613 |
|
2.618 |
0.9542 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9719 |
| PP |
0.9752 |
0.9708 |
| S1 |
0.9741 |
0.9698 |
|