CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9692 |
0.9613 |
-0.0079 |
-0.8% |
0.9985 |
High |
0.9738 |
0.9686 |
-0.0052 |
-0.5% |
1.0010 |
Low |
0.9584 |
0.9585 |
0.0001 |
0.0% |
0.9680 |
Close |
0.9619 |
0.9651 |
0.0032 |
0.3% |
0.9707 |
Range |
0.0154 |
0.0101 |
-0.0053 |
-34.4% |
0.0330 |
ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
559 |
358 |
-201 |
-36.0% |
1,466 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9944 |
0.9898 |
0.9707 |
|
R3 |
0.9843 |
0.9797 |
0.9679 |
|
R2 |
0.9742 |
0.9742 |
0.9670 |
|
R1 |
0.9696 |
0.9696 |
0.9660 |
0.9719 |
PP |
0.9641 |
0.9641 |
0.9641 |
0.9652 |
S1 |
0.9595 |
0.9595 |
0.9642 |
0.9618 |
S2 |
0.9540 |
0.9540 |
0.9632 |
|
S3 |
0.9439 |
0.9494 |
0.9623 |
|
S4 |
0.9338 |
0.9393 |
0.9595 |
|
|
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 |
1.0115 |
2.618 |
0.9950 |
1.618 |
0.9849 |
1.000 |
0.9787 |
0.618 |
0.9748 |
HIGH |
0.9686 |
0.618 |
0.9647 |
0.500 |
0.9636 |
0.382 |
0.9624 |
LOW |
0.9585 |
0.618 |
0.9523 |
1.000 |
0.9484 |
1.618 |
0.9422 |
2.618 |
0.9321 |
4.250 |
0.9156 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9646 |
0.9676 |
PP |
0.9641 |
0.9668 |
S1 |
0.9636 |
0.9659 |
|