CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 24-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9735 |
0.9596 |
-0.0139 |
-1.4% |
0.9740 |
High |
0.9735 |
0.9713 |
-0.0022 |
-0.2% |
0.9771 |
Low |
0.9574 |
0.9596 |
0.0022 |
0.2% |
0.9584 |
Close |
0.9582 |
0.9679 |
0.0097 |
1.0% |
0.9717 |
Range |
0.0161 |
0.0117 |
-0.0044 |
-27.3% |
0.0187 |
ATR |
0.0126 |
0.0126 |
0.0000 |
0.3% |
0.0000 |
Volume |
427 |
616 |
189 |
44.3% |
2,864 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0014 |
0.9963 |
0.9743 |
|
R3 |
0.9897 |
0.9846 |
0.9711 |
|
R2 |
0.9780 |
0.9780 |
0.9700 |
|
R1 |
0.9729 |
0.9729 |
0.9690 |
0.9755 |
PP |
0.9663 |
0.9663 |
0.9663 |
0.9675 |
S1 |
0.9612 |
0.9612 |
0.9668 |
0.9638 |
S2 |
0.9546 |
0.9546 |
0.9658 |
|
S3 |
0.9429 |
0.9495 |
0.9647 |
|
S4 |
0.9312 |
0.9378 |
0.9615 |
|
|
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 |
1.0210 |
2.618 |
1.0019 |
1.618 |
0.9902 |
1.000 |
0.9830 |
0.618 |
0.9785 |
HIGH |
0.9713 |
0.618 |
0.9668 |
0.500 |
0.9655 |
0.382 |
0.9641 |
LOW |
0.9596 |
0.618 |
0.9524 |
1.000 |
0.9479 |
1.618 |
0.9407 |
2.618 |
0.9290 |
4.250 |
0.9099 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9671 |
0.9692 |
PP |
0.9663 |
0.9687 |
S1 |
0.9655 |
0.9683 |
|