CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9793 |
0.0063 |
0.6% |
0.9829 |
| High |
0.9796 |
0.9916 |
0.0120 |
1.2% |
0.9900 |
| Low |
0.9698 |
0.9766 |
0.0068 |
0.7% |
0.9597 |
| Close |
0.9741 |
0.9865 |
0.0124 |
1.3% |
0.9741 |
| Range |
0.0098 |
0.0150 |
0.0052 |
53.1% |
0.0303 |
| ATR |
0.0134 |
0.0137 |
0.0003 |
2.2% |
0.0000 |
| Volume |
70,234 |
81,410 |
11,176 |
15.9% |
558,431 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0232 |
0.9948 |
|
| R3 |
1.0149 |
1.0082 |
0.9906 |
|
| R2 |
0.9999 |
0.9999 |
0.9893 |
|
| R1 |
0.9932 |
0.9932 |
0.9879 |
0.9966 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9866 |
| S1 |
0.9782 |
0.9782 |
0.9851 |
0.9816 |
| S2 |
0.9699 |
0.9699 |
0.9838 |
|
| S3 |
0.9549 |
0.9632 |
0.9824 |
|
| S4 |
0.9399 |
0.9482 |
0.9783 |
|
|
| 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 |
0.9916 |
0.9597 |
0.0319 |
3.2% |
0.0185 |
1.9% |
84% |
True |
False |
110,936 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.4% |
0.0152 |
1.5% |
79% |
False |
False |
98,850 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0135 |
1.4% |
85% |
False |
False |
93,645 |
| 40 |
0.9936 |
0.8752 |
0.1184 |
12.0% |
0.0118 |
1.2% |
94% |
False |
False |
71,367 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.0% |
0.0112 |
1.1% |
94% |
False |
False |
47,716 |
| 80 |
0.9936 |
0.8180 |
0.1756 |
17.8% |
0.0112 |
1.1% |
96% |
False |
False |
35,833 |
| 100 |
0.9936 |
0.7968 |
0.1968 |
19.9% |
0.0104 |
1.1% |
96% |
False |
False |
28,677 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.1% |
0.0090 |
0.9% |
96% |
False |
False |
23,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0554 |
|
2.618 |
1.0309 |
|
1.618 |
1.0159 |
|
1.000 |
1.0066 |
|
0.618 |
1.0009 |
|
HIGH |
0.9916 |
|
0.618 |
0.9859 |
|
0.500 |
0.9841 |
|
0.382 |
0.9823 |
|
LOW |
0.9766 |
|
0.618 |
0.9673 |
|
1.000 |
0.9616 |
|
1.618 |
0.9523 |
|
2.618 |
0.9373 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9843 |
| PP |
0.9849 |
0.9821 |
| S1 |
0.9841 |
0.9799 |
|