CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9624 |
0.9696 |
0.0072 |
0.7% |
0.9675 |
High |
0.9675 |
0.9744 |
0.0069 |
0.7% |
0.9801 |
Low |
0.9521 |
0.9656 |
0.0135 |
1.4% |
0.9500 |
Close |
0.9633 |
0.9692 |
0.0059 |
0.6% |
0.9633 |
Range |
0.0154 |
0.0088 |
-0.0066 |
-42.9% |
0.0301 |
ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
82 |
95 |
13 |
15.9% |
1,001 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9961 |
0.9915 |
0.9740 |
|
R3 |
0.9873 |
0.9827 |
0.9716 |
|
R2 |
0.9785 |
0.9785 |
0.9708 |
|
R1 |
0.9739 |
0.9739 |
0.9700 |
0.9718 |
PP |
0.9697 |
0.9697 |
0.9697 |
0.9687 |
S1 |
0.9651 |
0.9651 |
0.9684 |
0.9630 |
S2 |
0.9609 |
0.9609 |
0.9676 |
|
S3 |
0.9521 |
0.9563 |
0.9668 |
|
S4 |
0.9433 |
0.9475 |
0.9644 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0548 |
1.0391 |
0.9799 |
|
R3 |
1.0247 |
1.0090 |
0.9716 |
|
R2 |
0.9946 |
0.9946 |
0.9688 |
|
R1 |
0.9789 |
0.9789 |
0.9661 |
0.9717 |
PP |
0.9645 |
0.9645 |
0.9645 |
0.9609 |
S1 |
0.9488 |
0.9488 |
0.9605 |
0.9416 |
S2 |
0.9344 |
0.9344 |
0.9578 |
|
S3 |
0.9043 |
0.9187 |
0.9550 |
|
S4 |
0.8742 |
0.8886 |
0.9467 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0118 |
2.618 |
0.9974 |
1.618 |
0.9886 |
1.000 |
0.9832 |
0.618 |
0.9798 |
HIGH |
0.9744 |
0.618 |
0.9710 |
0.500 |
0.9700 |
0.382 |
0.9690 |
LOW |
0.9656 |
0.618 |
0.9602 |
1.000 |
0.9568 |
1.618 |
0.9514 |
2.618 |
0.9426 |
4.250 |
0.9282 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9700 |
0.9672 |
PP |
0.9697 |
0.9652 |
S1 |
0.9695 |
0.9633 |
|