CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9985 |
-0.0007 |
-0.1% |
0.9696 |
| High |
1.0015 |
1.0003 |
-0.0012 |
-0.1% |
1.0015 |
| Low |
0.9926 |
0.9927 |
0.0001 |
0.0% |
0.9656 |
| Close |
0.9984 |
0.9978 |
-0.0006 |
-0.1% |
0.9984 |
| Range |
0.0089 |
0.0076 |
-0.0013 |
-14.6% |
0.0359 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
398 |
398 |
0 |
0.0% |
1,105 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0164 |
1.0020 |
|
| R3 |
1.0121 |
1.0088 |
0.9999 |
|
| R2 |
1.0045 |
1.0045 |
0.9992 |
|
| R1 |
1.0012 |
1.0012 |
0.9985 |
0.9991 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9959 |
| S1 |
0.9936 |
0.9936 |
0.9971 |
0.9915 |
| S2 |
0.9893 |
0.9893 |
0.9964 |
|
| S3 |
0.9817 |
0.9860 |
0.9957 |
|
| S4 |
0.9741 |
0.9784 |
0.9936 |
|
|
| 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 |
1.0326 |
|
2.618 |
1.0202 |
|
1.618 |
1.0126 |
|
1.000 |
1.0079 |
|
0.618 |
1.0050 |
|
HIGH |
1.0003 |
|
0.618 |
0.9974 |
|
0.500 |
0.9965 |
|
0.382 |
0.9956 |
|
LOW |
0.9927 |
|
0.618 |
0.9880 |
|
1.000 |
0.9851 |
|
1.618 |
0.9804 |
|
2.618 |
0.9728 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9967 |
| PP |
0.9969 |
0.9956 |
| S1 |
0.9965 |
0.9946 |
|