CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9526 |
0.9661 |
0.0135 |
1.4% |
0.9690 |
High |
0.9702 |
0.9712 |
0.0010 |
0.1% |
0.9820 |
Low |
0.9504 |
0.9594 |
0.0090 |
0.9% |
0.9596 |
Close |
0.9688 |
0.9608 |
-0.0080 |
-0.8% |
0.9705 |
Range |
0.0198 |
0.0118 |
-0.0080 |
-40.4% |
0.0224 |
ATR |
0.0110 |
0.0110 |
0.0001 |
0.5% |
0.0000 |
Volume |
236 |
293 |
57 |
24.2% |
314 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9992 |
0.9918 |
0.9673 |
|
R3 |
0.9874 |
0.9800 |
0.9640 |
|
R2 |
0.9756 |
0.9756 |
0.9630 |
|
R1 |
0.9682 |
0.9682 |
0.9619 |
0.9660 |
PP |
0.9638 |
0.9638 |
0.9638 |
0.9627 |
S1 |
0.9564 |
0.9564 |
0.9597 |
0.9542 |
S2 |
0.9520 |
0.9520 |
0.9586 |
|
S3 |
0.9402 |
0.9446 |
0.9576 |
|
S4 |
0.9284 |
0.9328 |
0.9543 |
|
|
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 |
1.0214 |
2.618 |
1.0021 |
1.618 |
0.9903 |
1.000 |
0.9830 |
0.618 |
0.9785 |
HIGH |
0.9712 |
0.618 |
0.9667 |
0.500 |
0.9653 |
0.382 |
0.9639 |
LOW |
0.9594 |
0.618 |
0.9521 |
1.000 |
0.9476 |
1.618 |
0.9403 |
2.618 |
0.9285 |
4.250 |
0.9093 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9653 |
0.9625 |
PP |
0.9638 |
0.9619 |
S1 |
0.9623 |
0.9614 |
|