CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9829 |
0.9836 |
0.0007 |
0.1% |
0.9823 |
| High |
0.9879 |
0.9900 |
0.0021 |
0.2% |
0.9936 |
| Low |
0.9735 |
0.9597 |
-0.0138 |
-1.4% |
0.9695 |
| Close |
0.9867 |
0.9627 |
-0.0240 |
-2.4% |
0.9815 |
| Range |
0.0144 |
0.0303 |
0.0159 |
110.4% |
0.0241 |
| ATR |
0.0116 |
0.0129 |
0.0013 |
11.6% |
0.0000 |
| Volume |
85,158 |
168,952 |
83,794 |
98.4% |
392,359 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0425 |
0.9794 |
|
| R3 |
1.0314 |
1.0122 |
0.9710 |
|
| R2 |
1.0011 |
1.0011 |
0.9683 |
|
| R1 |
0.9819 |
0.9819 |
0.9655 |
0.9764 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9680 |
| S1 |
0.9516 |
0.9516 |
0.9599 |
0.9461 |
| S2 |
0.9405 |
0.9405 |
0.9571 |
|
| S3 |
0.9102 |
0.9213 |
0.9544 |
|
| S4 |
0.8799 |
0.8910 |
0.9460 |
|
|
| 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 |
0.9597 |
0.0339 |
3.5% |
0.0158 |
1.6% |
9% |
False |
True |
103,890 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.5% |
0.0140 |
1.5% |
9% |
False |
True |
95,054 |
| 20 |
0.9936 |
0.9373 |
0.0563 |
5.8% |
0.0125 |
1.3% |
45% |
False |
False |
88,866 |
| 40 |
0.9936 |
0.8655 |
0.1281 |
13.3% |
0.0114 |
1.2% |
76% |
False |
False |
61,775 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.3% |
0.0108 |
1.1% |
76% |
False |
False |
41,303 |
| 80 |
0.9936 |
0.8162 |
0.1774 |
18.4% |
0.0111 |
1.2% |
83% |
False |
False |
31,019 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
20.4% |
0.0098 |
1.0% |
84% |
False |
False |
24,820 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.6% |
0.0084 |
0.9% |
84% |
False |
False |
20,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.0693 |
|
1.618 |
1.0390 |
|
1.000 |
1.0203 |
|
0.618 |
1.0087 |
|
HIGH |
0.9900 |
|
0.618 |
0.9784 |
|
0.500 |
0.9749 |
|
0.382 |
0.9713 |
|
LOW |
0.9597 |
|
0.618 |
0.9410 |
|
1.000 |
0.9294 |
|
1.618 |
0.9107 |
|
2.618 |
0.8804 |
|
4.250 |
0.8309 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9767 |
| PP |
0.9708 |
0.9720 |
| S1 |
0.9668 |
0.9674 |
|