CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9763 |
-0.0060 |
-0.6% |
0.9642 |
| High |
0.9832 |
0.9805 |
-0.0027 |
-0.3% |
0.9841 |
| Low |
0.9748 |
0.9695 |
-0.0053 |
-0.5% |
0.9464 |
| Close |
0.9783 |
0.9789 |
0.0006 |
0.1% |
0.9787 |
| Range |
0.0084 |
0.0110 |
0.0026 |
31.0% |
0.0377 |
| ATR |
0.0114 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
43,695 |
83,324 |
39,629 |
90.7% |
488,122 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0051 |
0.9850 |
|
| R3 |
0.9983 |
0.9941 |
0.9819 |
|
| R2 |
0.9873 |
0.9873 |
0.9809 |
|
| R1 |
0.9831 |
0.9831 |
0.9799 |
0.9852 |
| PP |
0.9763 |
0.9763 |
0.9763 |
0.9774 |
| S1 |
0.9721 |
0.9721 |
0.9779 |
0.9742 |
| S2 |
0.9653 |
0.9653 |
0.9769 |
|
| S3 |
0.9543 |
0.9611 |
0.9759 |
|
| S4 |
0.9433 |
0.9501 |
0.9729 |
|
|
| 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 |
0.9615 |
0.0226 |
2.3% |
0.0123 |
1.3% |
77% |
False |
False |
86,219 |
| 10 |
0.9841 |
0.9464 |
0.0377 |
3.9% |
0.0117 |
1.2% |
86% |
False |
False |
89,160 |
| 20 |
0.9841 |
0.9232 |
0.0609 |
6.2% |
0.0112 |
1.1% |
91% |
False |
False |
80,876 |
| 40 |
0.9841 |
0.8655 |
0.1186 |
12.1% |
0.0107 |
1.1% |
96% |
False |
False |
48,865 |
| 60 |
0.9841 |
0.8597 |
0.1244 |
12.7% |
0.0103 |
1.1% |
96% |
False |
False |
32,667 |
| 80 |
0.9841 |
0.8162 |
0.1679 |
17.2% |
0.0108 |
1.1% |
97% |
False |
False |
24,531 |
| 100 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0091 |
0.9% |
97% |
False |
False |
19,626 |
| 120 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0078 |
0.8% |
97% |
False |
False |
16,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0273 |
|
2.618 |
1.0093 |
|
1.618 |
0.9983 |
|
1.000 |
0.9915 |
|
0.618 |
0.9873 |
|
HIGH |
0.9805 |
|
0.618 |
0.9763 |
|
0.500 |
0.9750 |
|
0.382 |
0.9737 |
|
LOW |
0.9695 |
|
0.618 |
0.9627 |
|
1.000 |
0.9585 |
|
1.618 |
0.9517 |
|
2.618 |
0.9407 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9770 |
| PP |
0.9763 |
0.9751 |
| S1 |
0.9750 |
0.9733 |
|