CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9809 |
-0.0032 |
-0.3% |
0.9829 |
| High |
0.9869 |
0.9809 |
-0.0060 |
-0.6% |
0.9900 |
| Low |
0.9757 |
0.9595 |
-0.0162 |
-1.7% |
0.9597 |
| Close |
0.9779 |
0.9646 |
-0.0133 |
-1.4% |
0.9741 |
| Range |
0.0112 |
0.0214 |
0.0102 |
91.1% |
0.0303 |
| ATR |
0.0135 |
0.0141 |
0.0006 |
4.1% |
0.0000 |
| Volume |
84,238 |
124,058 |
39,820 |
47.3% |
558,431 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0200 |
0.9764 |
|
| R3 |
1.0111 |
0.9986 |
0.9705 |
|
| R2 |
0.9897 |
0.9897 |
0.9685 |
|
| R1 |
0.9772 |
0.9772 |
0.9666 |
0.9728 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9661 |
| S1 |
0.9558 |
0.9558 |
0.9626 |
0.9514 |
| S2 |
0.9469 |
0.9469 |
0.9607 |
|
| S3 |
0.9255 |
0.9344 |
0.9587 |
|
| S4 |
0.9041 |
0.9130 |
0.9528 |
|
|
| 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 |
0.9595 |
0.0321 |
3.3% |
0.0145 |
1.5% |
16% |
False |
True |
94,995 |
| 10 |
0.9936 |
0.9595 |
0.0341 |
3.5% |
0.0164 |
1.7% |
15% |
False |
True |
104,912 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.9% |
0.0142 |
1.5% |
39% |
False |
False |
96,599 |
| 40 |
0.9936 |
0.8950 |
0.0986 |
10.2% |
0.0119 |
1.2% |
71% |
False |
False |
76,545 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.3% |
0.0115 |
1.2% |
77% |
False |
False |
51,183 |
| 80 |
0.9936 |
0.8489 |
0.1447 |
15.0% |
0.0111 |
1.1% |
80% |
False |
False |
38,435 |
| 100 |
0.9936 |
0.8098 |
0.1838 |
19.1% |
0.0107 |
1.1% |
84% |
False |
False |
30,760 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.6% |
0.0092 |
1.0% |
85% |
False |
False |
25,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0719 |
|
2.618 |
1.0369 |
|
1.618 |
1.0155 |
|
1.000 |
1.0023 |
|
0.618 |
0.9941 |
|
HIGH |
0.9809 |
|
0.618 |
0.9727 |
|
0.500 |
0.9702 |
|
0.382 |
0.9677 |
|
LOW |
0.9595 |
|
0.618 |
0.9463 |
|
1.000 |
0.9381 |
|
1.618 |
0.9249 |
|
2.618 |
0.9035 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9756 |
| PP |
0.9683 |
0.9719 |
| S1 |
0.9665 |
0.9683 |
|