CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9812 |
0.9900 |
0.0088 |
0.9% |
0.9675 |
High |
0.9889 |
1.0011 |
0.0122 |
1.2% |
0.9801 |
Low |
0.9732 |
0.9876 |
0.0144 |
1.5% |
0.9500 |
Close |
0.9839 |
0.9989 |
0.0150 |
1.5% |
0.9633 |
Range |
0.0157 |
0.0135 |
-0.0022 |
-14.0% |
0.0301 |
ATR |
0.0124 |
0.0127 |
0.0003 |
2.8% |
0.0000 |
Volume |
229 |
130 |
-99 |
-43.2% |
1,001 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0364 |
1.0311 |
1.0063 |
|
R3 |
1.0229 |
1.0176 |
1.0026 |
|
R2 |
1.0094 |
1.0094 |
1.0014 |
|
R1 |
1.0041 |
1.0041 |
1.0001 |
1.0068 |
PP |
0.9959 |
0.9959 |
0.9959 |
0.9972 |
S1 |
0.9906 |
0.9906 |
0.9977 |
0.9933 |
S2 |
0.9824 |
0.9824 |
0.9964 |
|
S3 |
0.9689 |
0.9771 |
0.9952 |
|
S4 |
0.9554 |
0.9636 |
0.9915 |
|
|
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 |
1.0585 |
2.618 |
1.0364 |
1.618 |
1.0229 |
1.000 |
1.0146 |
0.618 |
1.0094 |
HIGH |
1.0011 |
0.618 |
0.9959 |
0.500 |
0.9944 |
0.382 |
0.9928 |
LOW |
0.9876 |
0.618 |
0.9793 |
1.000 |
0.9741 |
1.618 |
0.9658 |
2.618 |
0.9523 |
4.250 |
0.9302 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9974 |
0.9947 |
PP |
0.9959 |
0.9904 |
S1 |
0.9944 |
0.9862 |
|