CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9836 |
0.9647 |
-0.0189 |
-1.9% |
0.9823 |
| High |
0.9900 |
0.9827 |
-0.0073 |
-0.7% |
0.9936 |
| Low |
0.9597 |
0.9600 |
0.0003 |
0.0% |
0.9695 |
| Close |
0.9627 |
0.9798 |
0.0171 |
1.8% |
0.9815 |
| Range |
0.0303 |
0.0227 |
-0.0076 |
-25.1% |
0.0241 |
| ATR |
0.0129 |
0.0136 |
0.0007 |
5.4% |
0.0000 |
| Volume |
168,952 |
119,051 |
-49,901 |
-29.5% |
392,359 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0337 |
0.9923 |
|
| R3 |
1.0196 |
1.0110 |
0.9860 |
|
| R2 |
0.9969 |
0.9969 |
0.9840 |
|
| R1 |
0.9883 |
0.9883 |
0.9819 |
0.9926 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9763 |
| S1 |
0.9656 |
0.9656 |
0.9777 |
0.9699 |
| S2 |
0.9515 |
0.9515 |
0.9756 |
|
| S3 |
0.9288 |
0.9429 |
0.9736 |
|
| S4 |
0.9061 |
0.9202 |
0.9673 |
|
|
| 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% |
0.0183 |
1.9% |
59% |
False |
False |
114,829 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.5% |
0.0153 |
1.6% |
59% |
False |
False |
99,448 |
| 20 |
0.9936 |
0.9373 |
0.0563 |
5.7% |
0.0132 |
1.3% |
75% |
False |
False |
90,881 |
| 40 |
0.9936 |
0.8727 |
0.1209 |
12.3% |
0.0117 |
1.2% |
89% |
False |
False |
64,727 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0110 |
1.1% |
89% |
False |
False |
43,286 |
| 80 |
0.9936 |
0.8162 |
0.1774 |
18.1% |
0.0111 |
1.1% |
92% |
False |
False |
32,507 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
20.1% |
0.0100 |
1.0% |
93% |
False |
False |
26,010 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.3% |
0.0086 |
0.9% |
93% |
False |
False |
21,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0421 |
|
1.618 |
1.0194 |
|
1.000 |
1.0054 |
|
0.618 |
0.9967 |
|
HIGH |
0.9827 |
|
0.618 |
0.9740 |
|
0.500 |
0.9714 |
|
0.382 |
0.9687 |
|
LOW |
0.9600 |
|
0.618 |
0.9460 |
|
1.000 |
0.9373 |
|
1.618 |
0.9233 |
|
2.618 |
0.9006 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9782 |
| PP |
0.9742 |
0.9765 |
| S1 |
0.9714 |
0.9749 |
|