CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9865 |
0.0034 |
0.3% |
0.9823 |
| High |
0.9924 |
0.9936 |
0.0012 |
0.1% |
0.9936 |
| Low |
0.9827 |
0.9794 |
-0.0033 |
-0.3% |
0.9695 |
| Close |
0.9840 |
0.9815 |
-0.0025 |
-0.3% |
0.9815 |
| Range |
0.0097 |
0.0142 |
0.0045 |
46.4% |
0.0241 |
| ATR |
0.0111 |
0.0114 |
0.0002 |
2.0% |
0.0000 |
| Volume |
82,322 |
118,663 |
36,341 |
44.1% |
392,359 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0187 |
0.9893 |
|
| R3 |
1.0132 |
1.0045 |
0.9854 |
|
| R2 |
0.9990 |
0.9990 |
0.9841 |
|
| R1 |
0.9903 |
0.9903 |
0.9828 |
0.9876 |
| PP |
0.9848 |
0.9848 |
0.9848 |
0.9835 |
| S1 |
0.9761 |
0.9761 |
0.9802 |
0.9734 |
| S2 |
0.9706 |
0.9706 |
0.9789 |
|
| S3 |
0.9564 |
0.9619 |
0.9776 |
|
| S4 |
0.9422 |
0.9477 |
0.9737 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0418 |
0.9948 |
|
| R3 |
1.0297 |
1.0177 |
0.9881 |
|
| R2 |
1.0056 |
1.0056 |
0.9859 |
|
| R1 |
0.9936 |
0.9936 |
0.9837 |
0.9876 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9785 |
| S1 |
0.9695 |
0.9695 |
0.9793 |
0.9635 |
| S2 |
0.9574 |
0.9574 |
0.9771 |
|
| S3 |
0.9333 |
0.9454 |
0.9749 |
|
| S4 |
0.9092 |
0.9213 |
0.9682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9936 |
0.9695 |
0.0241 |
2.5% |
0.0107 |
1.1% |
50% |
True |
False |
78,471 |
| 10 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0121 |
1.2% |
74% |
True |
False |
88,048 |
| 20 |
0.9936 |
0.9267 |
0.0669 |
6.8% |
0.0115 |
1.2% |
82% |
True |
False |
82,934 |
| 40 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0108 |
1.1% |
91% |
True |
False |
55,462 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0103 |
1.1% |
91% |
True |
False |
37,075 |
| 80 |
0.9936 |
0.8162 |
0.1774 |
18.1% |
0.0108 |
1.1% |
93% |
True |
False |
27,844 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
20.1% |
0.0093 |
1.0% |
94% |
True |
False |
22,279 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.2% |
0.0081 |
0.8% |
94% |
True |
False |
18,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0540 |
|
2.618 |
1.0308 |
|
1.618 |
1.0166 |
|
1.000 |
1.0078 |
|
0.618 |
1.0024 |
|
HIGH |
0.9936 |
|
0.618 |
0.9882 |
|
0.500 |
0.9865 |
|
0.382 |
0.9848 |
|
LOW |
0.9794 |
|
0.618 |
0.9706 |
|
1.000 |
0.9652 |
|
1.618 |
0.9564 |
|
2.618 |
0.9422 |
|
4.250 |
0.9191 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9865 |
0.9849 |
| PP |
0.9848 |
0.9838 |
| S1 |
0.9832 |
0.9826 |
|