CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9739 |
0.9823 |
0.0084 |
0.9% |
0.9642 |
| High |
0.9797 |
0.9832 |
0.0035 |
0.4% |
0.9841 |
| Low |
0.9633 |
0.9748 |
0.0115 |
1.2% |
0.9464 |
| Close |
0.9787 |
0.9783 |
-0.0004 |
0.0% |
0.9787 |
| Range |
0.0164 |
0.0084 |
-0.0080 |
-48.8% |
0.0377 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
123,557 |
43,695 |
-79,862 |
-64.6% |
488,122 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
0.9995 |
0.9829 |
|
| R3 |
0.9956 |
0.9911 |
0.9806 |
|
| R2 |
0.9872 |
0.9872 |
0.9798 |
|
| R1 |
0.9827 |
0.9827 |
0.9791 |
0.9808 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9778 |
| S1 |
0.9743 |
0.9743 |
0.9775 |
0.9724 |
| S2 |
0.9704 |
0.9704 |
0.9768 |
|
| S3 |
0.9620 |
0.9659 |
0.9760 |
|
| S4 |
0.9536 |
0.9575 |
0.9737 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0685 |
0.9994 |
|
| R3 |
1.0451 |
1.0308 |
0.9891 |
|
| R2 |
1.0074 |
1.0074 |
0.9856 |
|
| R1 |
0.9931 |
0.9931 |
0.9822 |
1.0003 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9733 |
| S1 |
0.9554 |
0.9554 |
0.9752 |
0.9626 |
| S2 |
0.9320 |
0.9320 |
0.9718 |
|
| S3 |
0.8943 |
0.9177 |
0.9683 |
|
| S4 |
0.8566 |
0.8800 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9841 |
0.9464 |
0.0377 |
3.9% |
0.0137 |
1.4% |
85% |
False |
False |
93,323 |
| 10 |
0.9841 |
0.9464 |
0.0377 |
3.9% |
0.0118 |
1.2% |
85% |
False |
False |
88,441 |
| 20 |
0.9841 |
0.9213 |
0.0628 |
6.4% |
0.0114 |
1.2% |
91% |
False |
False |
80,705 |
| 40 |
0.9841 |
0.8655 |
0.1186 |
12.1% |
0.0107 |
1.1% |
95% |
False |
False |
46,793 |
| 60 |
0.9841 |
0.8520 |
0.1321 |
13.5% |
0.0104 |
1.1% |
96% |
False |
False |
31,280 |
| 80 |
0.9841 |
0.8162 |
0.1679 |
17.2% |
0.0108 |
1.1% |
97% |
False |
False |
23,489 |
| 100 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0091 |
0.9% |
97% |
False |
False |
18,793 |
| 120 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0077 |
0.8% |
97% |
False |
False |
15,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0189 |
|
2.618 |
1.0052 |
|
1.618 |
0.9968 |
|
1.000 |
0.9916 |
|
0.618 |
0.9884 |
|
HIGH |
0.9832 |
|
0.618 |
0.9800 |
|
0.500 |
0.9790 |
|
0.382 |
0.9780 |
|
LOW |
0.9748 |
|
0.618 |
0.9696 |
|
1.000 |
0.9664 |
|
1.618 |
0.9612 |
|
2.618 |
0.9528 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9790 |
0.9768 |
| PP |
0.9788 |
0.9752 |
| S1 |
0.9785 |
0.9737 |
|