CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9829 |
-0.0036 |
-0.4% |
0.9823 |
| High |
0.9936 |
0.9879 |
-0.0057 |
-0.6% |
0.9936 |
| Low |
0.9794 |
0.9735 |
-0.0059 |
-0.6% |
0.9695 |
| Close |
0.9815 |
0.9867 |
0.0052 |
0.5% |
0.9815 |
| Range |
0.0142 |
0.0144 |
0.0002 |
1.4% |
0.0241 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.9% |
0.0000 |
| Volume |
118,663 |
85,158 |
-33,505 |
-28.2% |
392,359 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0207 |
0.9946 |
|
| R3 |
1.0115 |
1.0063 |
0.9907 |
|
| R2 |
0.9971 |
0.9971 |
0.9893 |
|
| R1 |
0.9919 |
0.9919 |
0.9880 |
0.9945 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9840 |
| S1 |
0.9775 |
0.9775 |
0.9854 |
0.9801 |
| S2 |
0.9683 |
0.9683 |
0.9841 |
|
| S3 |
0.9539 |
0.9631 |
0.9827 |
|
| S4 |
0.9395 |
0.9487 |
0.9788 |
|
|
| 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 |
2.4% |
0.0119 |
1.2% |
71% |
False |
False |
86,764 |
| 10 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0128 |
1.3% |
85% |
False |
False |
90,044 |
| 20 |
0.9936 |
0.9346 |
0.0590 |
6.0% |
0.0116 |
1.2% |
88% |
False |
False |
83,993 |
| 40 |
0.9936 |
0.8655 |
0.1281 |
13.0% |
0.0109 |
1.1% |
95% |
False |
False |
57,557 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.0% |
0.0104 |
1.1% |
95% |
False |
False |
38,490 |
| 80 |
0.9936 |
0.8162 |
0.1774 |
18.0% |
0.0108 |
1.1% |
96% |
False |
False |
28,908 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
19.9% |
0.0095 |
1.0% |
96% |
False |
False |
23,130 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.1% |
0.0082 |
0.8% |
97% |
False |
False |
19,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0256 |
|
1.618 |
1.0112 |
|
1.000 |
1.0023 |
|
0.618 |
0.9968 |
|
HIGH |
0.9879 |
|
0.618 |
0.9824 |
|
0.500 |
0.9807 |
|
0.382 |
0.9790 |
|
LOW |
0.9735 |
|
0.618 |
0.9646 |
|
1.000 |
0.9591 |
|
1.618 |
0.9502 |
|
2.618 |
0.9358 |
|
4.250 |
0.9123 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9857 |
| PP |
0.9827 |
0.9846 |
| S1 |
0.9807 |
0.9836 |
|