CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9647 |
0.9805 |
0.0158 |
1.6% |
0.9823 |
| High |
0.9827 |
0.9831 |
0.0004 |
0.0% |
0.9936 |
| Low |
0.9600 |
0.9682 |
0.0082 |
0.9% |
0.9695 |
| Close |
0.9798 |
0.9718 |
-0.0080 |
-0.8% |
0.9815 |
| Range |
0.0227 |
0.0149 |
-0.0078 |
-34.4% |
0.0241 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.7% |
0.0000 |
| Volume |
119,051 |
115,036 |
-4,015 |
-3.4% |
392,359 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0103 |
0.9800 |
|
| R3 |
1.0042 |
0.9954 |
0.9759 |
|
| R2 |
0.9893 |
0.9893 |
0.9745 |
|
| R1 |
0.9805 |
0.9805 |
0.9732 |
0.9775 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9728 |
| S1 |
0.9656 |
0.9656 |
0.9704 |
0.9626 |
| S2 |
0.9595 |
0.9595 |
0.9691 |
|
| S3 |
0.9446 |
0.9507 |
0.9677 |
|
| S4 |
0.9297 |
0.9358 |
0.9636 |
|
|
| 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% |
0.0193 |
2.0% |
36% |
False |
False |
121,372 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.5% |
0.0152 |
1.6% |
36% |
False |
False |
100,411 |
| 20 |
0.9936 |
0.9373 |
0.0563 |
5.8% |
0.0134 |
1.4% |
61% |
False |
False |
92,594 |
| 40 |
0.9936 |
0.8739 |
0.1197 |
12.3% |
0.0119 |
1.2% |
82% |
False |
False |
67,590 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.2% |
0.0111 |
1.1% |
83% |
False |
False |
45,195 |
| 80 |
0.9936 |
0.8162 |
0.1774 |
18.3% |
0.0111 |
1.1% |
88% |
False |
False |
33,940 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
20.3% |
0.0102 |
1.0% |
89% |
False |
False |
27,160 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.4% |
0.0088 |
0.9% |
89% |
False |
False |
22,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0221 |
|
1.618 |
1.0072 |
|
1.000 |
0.9980 |
|
0.618 |
0.9923 |
|
HIGH |
0.9831 |
|
0.618 |
0.9774 |
|
0.500 |
0.9757 |
|
0.382 |
0.9739 |
|
LOW |
0.9682 |
|
0.618 |
0.9590 |
|
1.000 |
0.9533 |
|
1.618 |
0.9441 |
|
2.618 |
0.9292 |
|
4.250 |
0.9049 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9749 |
| PP |
0.9744 |
0.9738 |
| S1 |
0.9731 |
0.9728 |
|