CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9759 |
0.9754 |
-0.0005 |
-0.1% |
0.9740 |
High |
0.9771 |
0.9809 |
0.0038 |
0.4% |
0.9771 |
Low |
0.9675 |
0.9690 |
0.0015 |
0.2% |
0.9584 |
Close |
0.9717 |
0.9729 |
0.0012 |
0.1% |
0.9717 |
Range |
0.0096 |
0.0119 |
0.0023 |
24.0% |
0.0187 |
ATR |
0.0123 |
0.0123 |
0.0000 |
-0.2% |
0.0000 |
Volume |
776 |
714 |
-62 |
-8.0% |
2,864 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0100 |
1.0033 |
0.9794 |
|
R3 |
0.9981 |
0.9914 |
0.9762 |
|
R2 |
0.9862 |
0.9862 |
0.9751 |
|
R1 |
0.9795 |
0.9795 |
0.9740 |
0.9769 |
PP |
0.9743 |
0.9743 |
0.9743 |
0.9730 |
S1 |
0.9676 |
0.9676 |
0.9718 |
0.9650 |
S2 |
0.9624 |
0.9624 |
0.9707 |
|
S3 |
0.9505 |
0.9557 |
0.9696 |
|
S4 |
0.9386 |
0.9438 |
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 |
1.0315 |
2.618 |
1.0121 |
1.618 |
1.0002 |
1.000 |
0.9928 |
0.618 |
0.9883 |
HIGH |
0.9809 |
0.618 |
0.9764 |
0.500 |
0.9750 |
0.382 |
0.9735 |
LOW |
0.9690 |
0.618 |
0.9616 |
1.000 |
0.9571 |
1.618 |
0.9497 |
2.618 |
0.9378 |
4.250 |
0.9184 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9750 |
0.9734 |
PP |
0.9743 |
0.9732 |
S1 |
0.9736 |
0.9731 |
|