CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9613 |
0.9663 |
0.0050 |
0.5% |
0.9985 |
High |
0.9686 |
0.9761 |
0.0075 |
0.8% |
1.0010 |
Low |
0.9585 |
0.9658 |
0.0073 |
0.8% |
0.9680 |
Close |
0.9651 |
0.9752 |
0.0101 |
1.0% |
0.9707 |
Range |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0330 |
ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
358 |
375 |
17 |
4.7% |
1,466 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0033 |
0.9995 |
0.9809 |
|
R3 |
0.9930 |
0.9892 |
0.9780 |
|
R2 |
0.9827 |
0.9827 |
0.9771 |
|
R1 |
0.9789 |
0.9789 |
0.9761 |
0.9808 |
PP |
0.9724 |
0.9724 |
0.9724 |
0.9733 |
S1 |
0.9686 |
0.9686 |
0.9743 |
0.9705 |
S2 |
0.9621 |
0.9621 |
0.9733 |
|
S3 |
0.9518 |
0.9583 |
0.9724 |
|
S4 |
0.9415 |
0.9480 |
0.9695 |
|
|
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 |
1.0199 |
2.618 |
1.0031 |
1.618 |
0.9928 |
1.000 |
0.9864 |
0.618 |
0.9825 |
HIGH |
0.9761 |
0.618 |
0.9722 |
0.500 |
0.9710 |
0.382 |
0.9697 |
LOW |
0.9658 |
0.618 |
0.9594 |
1.000 |
0.9555 |
1.618 |
0.9491 |
2.618 |
0.9388 |
4.250 |
0.9220 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9738 |
0.9726 |
PP |
0.9724 |
0.9699 |
S1 |
0.9710 |
0.9673 |
|