CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9686 |
0.9715 |
0.0029 |
0.3% |
0.9690 |
| High |
0.9755 |
0.9751 |
-0.0004 |
0.0% |
0.9820 |
| Low |
0.9630 |
0.9499 |
-0.0131 |
-1.4% |
0.9596 |
| Close |
0.9757 |
0.9518 |
-0.0239 |
-2.4% |
0.9705 |
| Range |
0.0125 |
0.0252 |
0.0127 |
101.6% |
0.0224 |
| ATR |
0.0091 |
0.0103 |
0.0012 |
13.1% |
0.0000 |
| Volume |
88 |
69 |
-19 |
-21.6% |
314 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0184 |
0.9657 |
|
| R3 |
1.0093 |
0.9932 |
0.9587 |
|
| R2 |
0.9841 |
0.9841 |
0.9564 |
|
| R1 |
0.9680 |
0.9680 |
0.9541 |
0.9635 |
| PP |
0.9589 |
0.9589 |
0.9589 |
0.9567 |
| S1 |
0.9428 |
0.9428 |
0.9495 |
0.9383 |
| S2 |
0.9337 |
0.9337 |
0.9472 |
|
| S3 |
0.9085 |
0.9176 |
0.9449 |
|
| S4 |
0.8833 |
0.8924 |
0.9379 |
|
|
| 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 |
1.0822 |
|
2.618 |
1.0411 |
|
1.618 |
1.0159 |
|
1.000 |
1.0003 |
|
0.618 |
0.9907 |
|
HIGH |
0.9751 |
|
0.618 |
0.9655 |
|
0.500 |
0.9625 |
|
0.382 |
0.9595 |
|
LOW |
0.9499 |
|
0.618 |
0.9343 |
|
1.000 |
0.9247 |
|
1.618 |
0.9091 |
|
2.618 |
0.8839 |
|
4.250 |
0.8428 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9625 |
0.9660 |
| PP |
0.9589 |
0.9612 |
| S1 |
0.9554 |
0.9565 |
|