CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9841 |
0.0048 |
0.5% |
0.9829 |
| High |
0.9916 |
0.9869 |
-0.0047 |
-0.5% |
0.9900 |
| Low |
0.9766 |
0.9757 |
-0.0009 |
-0.1% |
0.9597 |
| Close |
0.9865 |
0.9779 |
-0.0086 |
-0.9% |
0.9741 |
| Range |
0.0150 |
0.0112 |
-0.0038 |
-25.3% |
0.0303 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
81,410 |
84,238 |
2,828 |
3.5% |
558,431 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0070 |
0.9841 |
|
| R3 |
1.0026 |
0.9958 |
0.9810 |
|
| R2 |
0.9914 |
0.9914 |
0.9800 |
|
| R1 |
0.9846 |
0.9846 |
0.9789 |
0.9824 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9791 |
| S1 |
0.9734 |
0.9734 |
0.9769 |
0.9712 |
| S2 |
0.9690 |
0.9690 |
0.9758 |
|
| S3 |
0.9578 |
0.9622 |
0.9748 |
|
| S4 |
0.9466 |
0.9510 |
0.9717 |
|
|
| 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 |
0.9600 |
0.0316 |
3.2% |
0.0147 |
1.5% |
57% |
False |
False |
93,993 |
| 10 |
0.9936 |
0.9597 |
0.0339 |
3.5% |
0.0152 |
1.6% |
54% |
False |
False |
98,941 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0135 |
1.4% |
67% |
False |
False |
94,051 |
| 40 |
0.9936 |
0.8808 |
0.1128 |
11.5% |
0.0119 |
1.2% |
86% |
False |
False |
73,455 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0112 |
1.1% |
88% |
False |
False |
49,117 |
| 80 |
0.9936 |
0.8306 |
0.1630 |
16.7% |
0.0110 |
1.1% |
90% |
False |
False |
36,885 |
| 100 |
0.9936 |
0.8039 |
0.1897 |
19.4% |
0.0105 |
1.1% |
92% |
False |
False |
29,519 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.3% |
0.0091 |
0.9% |
92% |
False |
False |
24,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0345 |
|
2.618 |
1.0162 |
|
1.618 |
1.0050 |
|
1.000 |
0.9981 |
|
0.618 |
0.9938 |
|
HIGH |
0.9869 |
|
0.618 |
0.9826 |
|
0.500 |
0.9813 |
|
0.382 |
0.9800 |
|
LOW |
0.9757 |
|
0.618 |
0.9688 |
|
1.000 |
0.9645 |
|
1.618 |
0.9576 |
|
2.618 |
0.9464 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9807 |
| PP |
0.9802 |
0.9798 |
| S1 |
0.9790 |
0.9788 |
|