CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9663 |
0.9759 |
0.0096 |
1.0% |
0.9740 |
High |
0.9761 |
0.9771 |
0.0010 |
0.1% |
0.9771 |
Low |
0.9658 |
0.9675 |
0.0017 |
0.2% |
0.9584 |
Close |
0.9752 |
0.9717 |
-0.0035 |
-0.4% |
0.9717 |
Range |
0.0103 |
0.0096 |
-0.0007 |
-6.8% |
0.0187 |
ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
375 |
776 |
401 |
106.9% |
2,864 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0009 |
0.9959 |
0.9770 |
|
R3 |
0.9913 |
0.9863 |
0.9743 |
|
R2 |
0.9817 |
0.9817 |
0.9735 |
|
R1 |
0.9767 |
0.9767 |
0.9726 |
0.9744 |
PP |
0.9721 |
0.9721 |
0.9721 |
0.9710 |
S1 |
0.9671 |
0.9671 |
0.9708 |
0.9648 |
S2 |
0.9625 |
0.9625 |
0.9699 |
|
S3 |
0.9529 |
0.9575 |
0.9691 |
|
S4 |
0.9433 |
0.9479 |
0.9664 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0252 |
1.0171 |
0.9820 |
|
R3 |
1.0065 |
0.9984 |
0.9768 |
|
R2 |
0.9878 |
0.9878 |
0.9751 |
|
R1 |
0.9797 |
0.9797 |
0.9734 |
0.9744 |
PP |
0.9691 |
0.9691 |
0.9691 |
0.9664 |
S1 |
0.9610 |
0.9610 |
0.9700 |
0.9557 |
S2 |
0.9504 |
0.9504 |
0.9683 |
|
S3 |
0.9317 |
0.9423 |
0.9666 |
|
S4 |
0.9130 |
0.9236 |
0.9614 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0179 |
2.618 |
1.0022 |
1.618 |
0.9926 |
1.000 |
0.9867 |
0.618 |
0.9830 |
HIGH |
0.9771 |
0.618 |
0.9734 |
0.500 |
0.9723 |
0.382 |
0.9712 |
LOW |
0.9675 |
0.618 |
0.9616 |
1.000 |
0.9579 |
1.618 |
0.9520 |
2.618 |
0.9424 |
4.250 |
0.9267 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9723 |
0.9704 |
PP |
0.9721 |
0.9691 |
S1 |
0.9719 |
0.9678 |
|