CME Australian Dollar Future March 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9700 |
0.9544 |
-0.0156 |
-1.6% |
0.9754 |
High |
0.9712 |
0.9572 |
-0.0140 |
-1.4% |
0.9809 |
Low |
0.9488 |
0.9445 |
-0.0043 |
-0.5% |
0.9488 |
Close |
0.9515 |
0.9504 |
-0.0011 |
-0.1% |
0.9515 |
Range |
0.0224 |
0.0127 |
-0.0097 |
-43.3% |
0.0321 |
ATR |
0.0133 |
0.0133 |
0.0000 |
-0.3% |
0.0000 |
Volume |
669 |
816 |
147 |
22.0% |
2,426 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9888 |
0.9823 |
0.9574 |
|
R3 |
0.9761 |
0.9696 |
0.9539 |
|
R2 |
0.9634 |
0.9634 |
0.9527 |
|
R1 |
0.9569 |
0.9569 |
0.9516 |
0.9538 |
PP |
0.9507 |
0.9507 |
0.9507 |
0.9492 |
S1 |
0.9442 |
0.9442 |
0.9492 |
0.9411 |
S2 |
0.9380 |
0.9380 |
0.9481 |
|
S3 |
0.9253 |
0.9315 |
0.9469 |
|
S4 |
0.9126 |
0.9188 |
0.9434 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0567 |
1.0362 |
0.9692 |
|
R3 |
1.0246 |
1.0041 |
0.9603 |
|
R2 |
0.9925 |
0.9925 |
0.9574 |
|
R1 |
0.9720 |
0.9720 |
0.9544 |
0.9662 |
PP |
0.9604 |
0.9604 |
0.9604 |
0.9575 |
S1 |
0.9399 |
0.9399 |
0.9486 |
0.9341 |
S2 |
0.9283 |
0.9283 |
0.9456 |
|
S3 |
0.8962 |
0.9078 |
0.9427 |
|
S4 |
0.8641 |
0.8757 |
0.9338 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0112 |
2.618 |
0.9904 |
1.618 |
0.9777 |
1.000 |
0.9699 |
0.618 |
0.9650 |
HIGH |
0.9572 |
0.618 |
0.9523 |
0.500 |
0.9509 |
0.382 |
0.9494 |
LOW |
0.9445 |
0.618 |
0.9367 |
1.000 |
0.9318 |
1.618 |
0.9240 |
2.618 |
0.9113 |
4.250 |
0.8905 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9509 |
0.9579 |
PP |
0.9507 |
0.9554 |
S1 |
0.9506 |
0.9529 |
|