CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9831 |
0.0044 |
0.4% |
0.9642 |
| High |
0.9864 |
0.9924 |
0.0060 |
0.6% |
0.9841 |
| Low |
0.9762 |
0.9827 |
0.0065 |
0.7% |
0.9464 |
| Close |
0.9846 |
0.9840 |
-0.0006 |
-0.1% |
0.9787 |
| Range |
0.0102 |
0.0097 |
-0.0005 |
-4.9% |
0.0377 |
| ATR |
0.0113 |
0.0111 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
64,355 |
82,322 |
17,967 |
27.9% |
488,122 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0094 |
0.9893 |
|
| R3 |
1.0058 |
0.9997 |
0.9867 |
|
| R2 |
0.9961 |
0.9961 |
0.9858 |
|
| R1 |
0.9900 |
0.9900 |
0.9849 |
0.9931 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9879 |
| S1 |
0.9803 |
0.9803 |
0.9831 |
0.9834 |
| S2 |
0.9767 |
0.9767 |
0.9822 |
|
| S3 |
0.9670 |
0.9706 |
0.9813 |
|
| S4 |
0.9573 |
0.9609 |
0.9787 |
|
|
| 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 |
0.9924 |
0.9633 |
0.0291 |
3.0% |
0.0111 |
1.1% |
71% |
True |
False |
79,450 |
| 10 |
0.9924 |
0.9464 |
0.0460 |
4.7% |
0.0118 |
1.2% |
82% |
True |
False |
85,238 |
| 20 |
0.9924 |
0.9256 |
0.0668 |
6.8% |
0.0114 |
1.2% |
87% |
True |
False |
80,526 |
| 40 |
0.9924 |
0.8655 |
0.1269 |
12.9% |
0.0107 |
1.1% |
93% |
True |
False |
52,509 |
| 60 |
0.9924 |
0.8655 |
0.1269 |
12.9% |
0.0102 |
1.0% |
93% |
True |
False |
35,104 |
| 80 |
0.9924 |
0.8162 |
0.1762 |
17.9% |
0.0108 |
1.1% |
95% |
True |
False |
26,362 |
| 100 |
0.9924 |
0.7968 |
0.1956 |
19.9% |
0.0092 |
0.9% |
96% |
True |
False |
21,093 |
| 120 |
0.9924 |
0.7950 |
0.1974 |
20.1% |
0.0080 |
0.8% |
96% |
True |
False |
17,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0336 |
|
2.618 |
1.0178 |
|
1.618 |
1.0081 |
|
1.000 |
1.0021 |
|
0.618 |
0.9984 |
|
HIGH |
0.9924 |
|
0.618 |
0.9887 |
|
0.500 |
0.9876 |
|
0.382 |
0.9864 |
|
LOW |
0.9827 |
|
0.618 |
0.9767 |
|
1.000 |
0.9730 |
|
1.618 |
0.9670 |
|
2.618 |
0.9573 |
|
4.250 |
0.9415 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9830 |
| PP |
0.9864 |
0.9820 |
| S1 |
0.9852 |
0.9810 |
|