CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9670 |
-0.0139 |
-1.4% |
0.9829 |
| High |
0.9809 |
0.9769 |
-0.0040 |
-0.4% |
0.9900 |
| Low |
0.9595 |
0.9669 |
0.0074 |
0.8% |
0.9597 |
| Close |
0.9646 |
0.9729 |
0.0083 |
0.9% |
0.9741 |
| Range |
0.0214 |
0.0100 |
-0.0114 |
-53.3% |
0.0303 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
124,058 |
86,541 |
-37,517 |
-30.2% |
558,431 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9976 |
0.9784 |
|
| R3 |
0.9922 |
0.9876 |
0.9757 |
|
| R2 |
0.9822 |
0.9822 |
0.9747 |
|
| R1 |
0.9776 |
0.9776 |
0.9738 |
0.9799 |
| PP |
0.9722 |
0.9722 |
0.9722 |
0.9734 |
| S1 |
0.9676 |
0.9676 |
0.9720 |
0.9699 |
| S2 |
0.9622 |
0.9622 |
0.9711 |
|
| S3 |
0.9522 |
0.9576 |
0.9702 |
|
| S4 |
0.9422 |
0.9476 |
0.9674 |
|
|
| 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% |
0.0135 |
1.4% |
42% |
False |
False |
89,296 |
| 10 |
0.9936 |
0.9595 |
0.0341 |
3.5% |
0.0164 |
1.7% |
39% |
False |
False |
105,334 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.9% |
0.0141 |
1.5% |
56% |
False |
False |
95,286 |
| 40 |
0.9936 |
0.8961 |
0.0975 |
10.0% |
0.0120 |
1.2% |
79% |
False |
False |
78,633 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.2% |
0.0116 |
1.2% |
84% |
False |
False |
52,612 |
| 80 |
0.9936 |
0.8489 |
0.1447 |
14.9% |
0.0110 |
1.1% |
86% |
False |
False |
39,515 |
| 100 |
0.9936 |
0.8162 |
0.1774 |
18.2% |
0.0108 |
1.1% |
88% |
False |
False |
31,625 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.4% |
0.0093 |
1.0% |
90% |
False |
False |
26,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0031 |
|
1.618 |
0.9931 |
|
1.000 |
0.9869 |
|
0.618 |
0.9831 |
|
HIGH |
0.9769 |
|
0.618 |
0.9731 |
|
0.500 |
0.9719 |
|
0.382 |
0.9707 |
|
LOW |
0.9669 |
|
0.618 |
0.9607 |
|
1.000 |
0.9569 |
|
1.618 |
0.9507 |
|
2.618 |
0.9407 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9732 |
| PP |
0.9722 |
0.9731 |
| S1 |
0.9719 |
0.9730 |
|