CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9829 |
0.9740 |
-0.0089 |
-0.9% |
0.9985 |
High |
0.9852 |
0.9768 |
-0.0084 |
-0.9% |
1.0010 |
Low |
0.9680 |
0.9665 |
-0.0015 |
-0.2% |
0.9680 |
Close |
0.9707 |
0.9733 |
0.0026 |
0.3% |
0.9707 |
Range |
0.0172 |
0.0103 |
-0.0069 |
-40.1% |
0.0330 |
ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
209 |
796 |
587 |
280.9% |
1,466 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0031 |
0.9985 |
0.9790 |
|
R3 |
0.9928 |
0.9882 |
0.9761 |
|
R2 |
0.9825 |
0.9825 |
0.9752 |
|
R1 |
0.9779 |
0.9779 |
0.9742 |
0.9751 |
PP |
0.9722 |
0.9722 |
0.9722 |
0.9708 |
S1 |
0.9676 |
0.9676 |
0.9724 |
0.9648 |
S2 |
0.9619 |
0.9619 |
0.9714 |
|
S3 |
0.9516 |
0.9573 |
0.9705 |
|
S4 |
0.9413 |
0.9470 |
0.9676 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0789 |
1.0578 |
0.9889 |
|
R3 |
1.0459 |
1.0248 |
0.9798 |
|
R2 |
1.0129 |
1.0129 |
0.9768 |
|
R1 |
0.9918 |
0.9918 |
0.9737 |
0.9859 |
PP |
0.9799 |
0.9799 |
0.9799 |
0.9769 |
S1 |
0.9588 |
0.9588 |
0.9677 |
0.9529 |
S2 |
0.9469 |
0.9469 |
0.9647 |
|
S3 |
0.9139 |
0.9258 |
0.9616 |
|
S4 |
0.8809 |
0.8928 |
0.9526 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0206 |
2.618 |
1.0038 |
1.618 |
0.9935 |
1.000 |
0.9871 |
0.618 |
0.9832 |
HIGH |
0.9768 |
0.618 |
0.9729 |
0.500 |
0.9717 |
0.382 |
0.9704 |
LOW |
0.9665 |
0.618 |
0.9601 |
1.000 |
0.9562 |
1.618 |
0.9498 |
2.618 |
0.9395 |
4.250 |
0.9227 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9728 |
0.9811 |
PP |
0.9722 |
0.9785 |
S1 |
0.9717 |
0.9759 |
|