CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9625 |
-0.0036 |
-0.4% |
0.9686 |
| High |
0.9712 |
0.9675 |
-0.0037 |
-0.4% |
0.9755 |
| Low |
0.9594 |
0.9614 |
0.0020 |
0.2% |
0.9499 |
| Close |
0.9608 |
0.9630 |
0.0022 |
0.2% |
0.9630 |
| Range |
0.0118 |
0.0061 |
-0.0057 |
-48.3% |
0.0256 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
293 |
191 |
-102 |
-34.8% |
877 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9823 |
0.9787 |
0.9664 |
|
| R3 |
0.9762 |
0.9726 |
0.9647 |
|
| R2 |
0.9701 |
0.9701 |
0.9641 |
|
| R1 |
0.9665 |
0.9665 |
0.9636 |
0.9683 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9649 |
| S1 |
0.9604 |
0.9604 |
0.9624 |
0.9622 |
| S2 |
0.9579 |
0.9579 |
0.9619 |
|
| S3 |
0.9518 |
0.9543 |
0.9613 |
|
| S4 |
0.9457 |
0.9482 |
0.9596 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0269 |
0.9771 |
|
| R3 |
1.0140 |
1.0013 |
0.9700 |
|
| R2 |
0.9884 |
0.9884 |
0.9677 |
|
| R1 |
0.9757 |
0.9757 |
0.9653 |
0.9693 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9596 |
| S1 |
0.9501 |
0.9501 |
0.9607 |
0.9437 |
| S2 |
0.9372 |
0.9372 |
0.9583 |
|
| S3 |
0.9116 |
0.9245 |
0.9560 |
|
| S4 |
0.8860 |
0.8989 |
0.9489 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9835 |
|
1.618 |
0.9774 |
|
1.000 |
0.9736 |
|
0.618 |
0.9713 |
|
HIGH |
0.9675 |
|
0.618 |
0.9652 |
|
0.500 |
0.9645 |
|
0.382 |
0.9637 |
|
LOW |
0.9614 |
|
0.618 |
0.9576 |
|
1.000 |
0.9553 |
|
1.618 |
0.9515 |
|
2.618 |
0.9454 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9645 |
0.9623 |
| PP |
0.9640 |
0.9615 |
| S1 |
0.9635 |
0.9608 |
|