CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9740 |
0.9692 |
-0.0048 |
-0.5% |
0.9985 |
| High |
0.9768 |
0.9738 |
-0.0030 |
-0.3% |
1.0010 |
| Low |
0.9665 |
0.9584 |
-0.0081 |
-0.8% |
0.9680 |
| Close |
0.9733 |
0.9619 |
-0.0114 |
-1.2% |
0.9707 |
| Range |
0.0103 |
0.0154 |
0.0051 |
49.5% |
0.0330 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.6% |
0.0000 |
| Volume |
796 |
559 |
-237 |
-29.8% |
1,466 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0018 |
0.9704 |
|
| R3 |
0.9955 |
0.9864 |
0.9661 |
|
| R2 |
0.9801 |
0.9801 |
0.9647 |
|
| R1 |
0.9710 |
0.9710 |
0.9633 |
0.9679 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9631 |
| S1 |
0.9556 |
0.9556 |
0.9605 |
0.9525 |
| S2 |
0.9493 |
0.9493 |
0.9591 |
|
| S3 |
0.9339 |
0.9402 |
0.9577 |
|
| S4 |
0.9185 |
0.9248 |
0.9534 |
|
|
| 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 |
1.0393 |
|
2.618 |
1.0141 |
|
1.618 |
0.9987 |
|
1.000 |
0.9892 |
|
0.618 |
0.9833 |
|
HIGH |
0.9738 |
|
0.618 |
0.9679 |
|
0.500 |
0.9661 |
|
0.382 |
0.9643 |
|
LOW |
0.9584 |
|
0.618 |
0.9489 |
|
1.000 |
0.9430 |
|
1.618 |
0.9335 |
|
2.618 |
0.9181 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9661 |
0.9718 |
| PP |
0.9647 |
0.9685 |
| S1 |
0.9633 |
0.9652 |
|