CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9686 |
-0.0031 |
-0.3% |
0.9690 |
| High |
0.9820 |
0.9755 |
-0.0065 |
-0.7% |
0.9820 |
| Low |
0.9690 |
0.9630 |
-0.0060 |
-0.6% |
0.9596 |
| Close |
0.9705 |
0.9757 |
0.0052 |
0.5% |
0.9705 |
| Range |
0.0130 |
0.0125 |
-0.0005 |
-3.8% |
0.0224 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.0% |
0.0000 |
| Volume |
96 |
88 |
-8 |
-8.3% |
314 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0048 |
0.9826 |
|
| R3 |
0.9964 |
0.9923 |
0.9791 |
|
| R2 |
0.9839 |
0.9839 |
0.9780 |
|
| R1 |
0.9798 |
0.9798 |
0.9768 |
0.9819 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9724 |
| S1 |
0.9673 |
0.9673 |
0.9746 |
0.9694 |
| S2 |
0.9589 |
0.9589 |
0.9734 |
|
| S3 |
0.9464 |
0.9548 |
0.9723 |
|
| S4 |
0.9339 |
0.9423 |
0.9688 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0266 |
0.9828 |
|
| R3 |
1.0155 |
1.0042 |
0.9767 |
|
| R2 |
0.9931 |
0.9931 |
0.9746 |
|
| R1 |
0.9818 |
0.9818 |
0.9726 |
0.9875 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9735 |
| S1 |
0.9594 |
0.9594 |
0.9684 |
0.9651 |
| S2 |
0.9483 |
0.9483 |
0.9664 |
|
| S3 |
0.9259 |
0.9370 |
0.9643 |
|
| S4 |
0.9035 |
0.9146 |
0.9582 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0082 |
|
1.618 |
0.9957 |
|
1.000 |
0.9880 |
|
0.618 |
0.9832 |
|
HIGH |
0.9755 |
|
0.618 |
0.9707 |
|
0.500 |
0.9693 |
|
0.382 |
0.9678 |
|
LOW |
0.9630 |
|
0.618 |
0.9553 |
|
1.000 |
0.9505 |
|
1.618 |
0.9428 |
|
2.618 |
0.9303 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9746 |
| PP |
0.9714 |
0.9736 |
| S1 |
0.9693 |
0.9725 |
|