CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9730 |
-0.0075 |
-0.8% |
0.9829 |
| High |
0.9831 |
0.9796 |
-0.0035 |
-0.4% |
0.9900 |
| Low |
0.9682 |
0.9698 |
0.0016 |
0.2% |
0.9597 |
| Close |
0.9718 |
0.9741 |
0.0023 |
0.2% |
0.9741 |
| Range |
0.0149 |
0.0098 |
-0.0051 |
-34.2% |
0.0303 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
115,036 |
70,234 |
-44,802 |
-38.9% |
558,431 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
0.9988 |
0.9795 |
|
| R3 |
0.9941 |
0.9890 |
0.9768 |
|
| R2 |
0.9843 |
0.9843 |
0.9759 |
|
| R1 |
0.9792 |
0.9792 |
0.9750 |
0.9818 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9758 |
| S1 |
0.9694 |
0.9694 |
0.9732 |
0.9720 |
| S2 |
0.9647 |
0.9647 |
0.9723 |
|
| S3 |
0.9549 |
0.9596 |
0.9714 |
|
| S4 |
0.9451 |
0.9498 |
0.9687 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0501 |
0.9908 |
|
| R3 |
1.0352 |
1.0198 |
0.9824 |
|
| R2 |
1.0049 |
1.0049 |
0.9797 |
|
| R1 |
0.9895 |
0.9895 |
0.9769 |
0.9821 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9709 |
| S1 |
0.9592 |
0.9592 |
0.9713 |
0.9518 |
| S2 |
0.9443 |
0.9443 |
0.9685 |
|
| S3 |
0.9140 |
0.9289 |
0.9658 |
|
| S4 |
0.8837 |
0.8986 |
0.9574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9597 |
0.0303 |
3.1% |
0.0184 |
1.9% |
48% |
False |
False |
111,686 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.5% |
0.0146 |
1.5% |
42% |
False |
False |
95,079 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0131 |
1.3% |
59% |
False |
False |
92,523 |
| 40 |
0.9936 |
0.8752 |
0.1184 |
12.2% |
0.0117 |
1.2% |
84% |
False |
False |
69,339 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.2% |
0.0111 |
1.1% |
85% |
False |
False |
46,364 |
| 80 |
0.9936 |
0.8180 |
0.1756 |
18.0% |
0.0111 |
1.1% |
89% |
False |
False |
34,817 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
20.2% |
0.0103 |
1.1% |
90% |
False |
False |
27,863 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.4% |
0.0088 |
0.9% |
90% |
False |
False |
23,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0053 |
|
1.618 |
0.9955 |
|
1.000 |
0.9894 |
|
0.618 |
0.9857 |
|
HIGH |
0.9796 |
|
0.618 |
0.9759 |
|
0.500 |
0.9747 |
|
0.382 |
0.9735 |
|
LOW |
0.9698 |
|
0.618 |
0.9637 |
|
1.000 |
0.9600 |
|
1.618 |
0.9539 |
|
2.618 |
0.9441 |
|
4.250 |
0.9282 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9747 |
0.9733 |
| PP |
0.9745 |
0.9724 |
| S1 |
0.9743 |
0.9716 |
|