CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9675 |
0.0050 |
0.5% |
0.9686 |
| High |
0.9675 |
0.9801 |
0.0126 |
1.3% |
0.9755 |
| Low |
0.9614 |
0.9666 |
0.0052 |
0.5% |
0.9499 |
| Close |
0.9630 |
0.9751 |
0.0121 |
1.3% |
0.9630 |
| Range |
0.0061 |
0.0135 |
0.0074 |
121.3% |
0.0256 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.3% |
0.0000 |
| Volume |
191 |
167 |
-24 |
-12.6% |
877 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0083 |
0.9825 |
|
| R3 |
1.0009 |
0.9948 |
0.9788 |
|
| R2 |
0.9874 |
0.9874 |
0.9776 |
|
| R1 |
0.9813 |
0.9813 |
0.9763 |
0.9844 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9755 |
| S1 |
0.9678 |
0.9678 |
0.9739 |
0.9709 |
| S2 |
0.9604 |
0.9604 |
0.9726 |
|
| S3 |
0.9469 |
0.9543 |
0.9714 |
|
| S4 |
0.9334 |
0.9408 |
0.9677 |
|
|
| 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 |
1.0375 |
|
2.618 |
1.0154 |
|
1.618 |
1.0019 |
|
1.000 |
0.9936 |
|
0.618 |
0.9884 |
|
HIGH |
0.9801 |
|
0.618 |
0.9749 |
|
0.500 |
0.9734 |
|
0.382 |
0.9718 |
|
LOW |
0.9666 |
|
0.618 |
0.9583 |
|
1.000 |
0.9531 |
|
1.618 |
0.9448 |
|
2.618 |
0.9313 |
|
4.250 |
0.9092 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9745 |
0.9733 |
| PP |
0.9739 |
0.9715 |
| S1 |
0.9734 |
0.9698 |
|