CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9688 |
-0.0042 |
-0.4% |
0.9686 |
| High |
0.9750 |
0.9693 |
-0.0057 |
-0.6% |
0.9755 |
| Low |
0.9650 |
0.9500 |
-0.0150 |
-1.6% |
0.9499 |
| Close |
0.9666 |
0.9538 |
-0.0128 |
-1.3% |
0.9630 |
| Range |
0.0100 |
0.0193 |
0.0093 |
93.0% |
0.0256 |
| ATR |
0.0111 |
0.0117 |
0.0006 |
5.3% |
0.0000 |
| Volume |
188 |
141 |
-47 |
-25.0% |
877 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0040 |
0.9644 |
|
| R3 |
0.9963 |
0.9847 |
0.9591 |
|
| R2 |
0.9770 |
0.9770 |
0.9573 |
|
| R1 |
0.9654 |
0.9654 |
0.9556 |
0.9616 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9558 |
| S1 |
0.9461 |
0.9461 |
0.9520 |
0.9423 |
| S2 |
0.9384 |
0.9384 |
0.9503 |
|
| S3 |
0.9191 |
0.9268 |
0.9485 |
|
| S4 |
0.8998 |
0.9075 |
0.9432 |
|
|
| 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 |
1.0513 |
|
2.618 |
1.0198 |
|
1.618 |
1.0005 |
|
1.000 |
0.9886 |
|
0.618 |
0.9812 |
|
HIGH |
0.9693 |
|
0.618 |
0.9619 |
|
0.500 |
0.9597 |
|
0.382 |
0.9574 |
|
LOW |
0.9500 |
|
0.618 |
0.9381 |
|
1.000 |
0.9307 |
|
1.618 |
0.9188 |
|
2.618 |
0.8995 |
|
4.250 |
0.8680 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9651 |
| PP |
0.9577 |
0.9613 |
| S1 |
0.9558 |
0.9576 |
|