CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9900 |
0.9992 |
0.0092 |
0.9% |
0.9696 |
High |
1.0011 |
1.0015 |
0.0004 |
0.0% |
1.0015 |
Low |
0.9876 |
0.9926 |
0.0050 |
0.5% |
0.9656 |
Close |
0.9989 |
0.9984 |
-0.0005 |
-0.1% |
0.9984 |
Range |
0.0135 |
0.0089 |
-0.0046 |
-34.1% |
0.0359 |
ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
130 |
398 |
268 |
206.2% |
1,105 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0242 |
1.0202 |
1.0033 |
|
R3 |
1.0153 |
1.0113 |
1.0008 |
|
R2 |
1.0064 |
1.0064 |
1.0000 |
|
R1 |
1.0024 |
1.0024 |
0.9992 |
1.0000 |
PP |
0.9975 |
0.9975 |
0.9975 |
0.9963 |
S1 |
0.9935 |
0.9935 |
0.9976 |
0.9911 |
S2 |
0.9886 |
0.9886 |
0.9968 |
|
S3 |
0.9797 |
0.9846 |
0.9960 |
|
S4 |
0.9708 |
0.9757 |
0.9935 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0962 |
1.0832 |
1.0181 |
|
R3 |
1.0603 |
1.0473 |
1.0083 |
|
R2 |
1.0244 |
1.0244 |
1.0050 |
|
R1 |
1.0114 |
1.0114 |
1.0017 |
1.0179 |
PP |
0.9885 |
0.9885 |
0.9885 |
0.9918 |
S1 |
0.9755 |
0.9755 |
0.9951 |
0.9820 |
S2 |
0.9526 |
0.9526 |
0.9918 |
|
S3 |
0.9167 |
0.9396 |
0.9885 |
|
S4 |
0.8808 |
0.9037 |
0.9787 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0393 |
2.618 |
1.0248 |
1.618 |
1.0159 |
1.000 |
1.0104 |
0.618 |
1.0070 |
HIGH |
1.0015 |
0.618 |
0.9981 |
0.500 |
0.9971 |
0.382 |
0.9960 |
LOW |
0.9926 |
0.618 |
0.9871 |
1.000 |
0.9837 |
1.618 |
0.9782 |
2.618 |
0.9693 |
4.250 |
0.9548 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9980 |
0.9947 |
PP |
0.9975 |
0.9910 |
S1 |
0.9971 |
0.9874 |
|