CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9947 |
0.9871 |
-0.0076 |
-0.8% |
0.9696 |
High |
1.0010 |
0.9911 |
-0.0099 |
-1.0% |
1.0015 |
Low |
0.9844 |
0.9821 |
-0.0023 |
-0.2% |
0.9656 |
Close |
0.9927 |
0.9905 |
-0.0022 |
-0.2% |
0.9984 |
Range |
0.0166 |
0.0090 |
-0.0076 |
-45.8% |
0.0359 |
ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
123 |
246 |
123 |
100.0% |
1,105 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0149 |
1.0117 |
0.9955 |
|
R3 |
1.0059 |
1.0027 |
0.9930 |
|
R2 |
0.9969 |
0.9969 |
0.9922 |
|
R1 |
0.9937 |
0.9937 |
0.9913 |
0.9953 |
PP |
0.9879 |
0.9879 |
0.9879 |
0.9887 |
S1 |
0.9847 |
0.9847 |
0.9897 |
0.9863 |
S2 |
0.9789 |
0.9789 |
0.9889 |
|
S3 |
0.9699 |
0.9757 |
0.9880 |
|
S4 |
0.9609 |
0.9667 |
0.9856 |
|
|
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 |
1.0294 |
2.618 |
1.0147 |
1.618 |
1.0057 |
1.000 |
1.0001 |
0.618 |
0.9967 |
HIGH |
0.9911 |
0.618 |
0.9877 |
0.500 |
0.9866 |
0.382 |
0.9855 |
LOW |
0.9821 |
0.618 |
0.9765 |
1.000 |
0.9731 |
1.618 |
0.9675 |
2.618 |
0.9585 |
4.250 |
0.9439 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9892 |
0.9916 |
PP |
0.9879 |
0.9912 |
S1 |
0.9866 |
0.9909 |
|