CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9670 |
0.9732 |
0.0062 |
0.6% |
0.9793 |
| High |
0.9769 |
0.9790 |
0.0021 |
0.2% |
0.9916 |
| Low |
0.9669 |
0.9628 |
-0.0041 |
-0.4% |
0.9595 |
| Close |
0.9729 |
0.9742 |
0.0013 |
0.1% |
0.9742 |
| Range |
0.0100 |
0.0162 |
0.0062 |
62.0% |
0.0321 |
| ATR |
0.0140 |
0.0141 |
0.0002 |
1.1% |
0.0000 |
| Volume |
86,541 |
85,999 |
-542 |
-0.6% |
462,246 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0136 |
0.9831 |
|
| R3 |
1.0044 |
0.9974 |
0.9787 |
|
| R2 |
0.9882 |
0.9882 |
0.9772 |
|
| R1 |
0.9812 |
0.9812 |
0.9757 |
0.9847 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9738 |
| S1 |
0.9650 |
0.9650 |
0.9727 |
0.9685 |
| S2 |
0.9558 |
0.9558 |
0.9712 |
|
| S3 |
0.9396 |
0.9488 |
0.9697 |
|
| S4 |
0.9234 |
0.9326 |
0.9653 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0549 |
0.9919 |
|
| R3 |
1.0393 |
1.0228 |
0.9830 |
|
| R2 |
1.0072 |
1.0072 |
0.9801 |
|
| R1 |
0.9907 |
0.9907 |
0.9771 |
0.9829 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9712 |
| S1 |
0.9586 |
0.9586 |
0.9713 |
0.9508 |
| S2 |
0.9430 |
0.9430 |
0.9683 |
|
| S3 |
0.9109 |
0.9265 |
0.9654 |
|
| S4 |
0.8788 |
0.8944 |
0.9565 |
|
|
| 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% |
0.0148 |
1.5% |
46% |
False |
False |
92,449 |
| 10 |
0.9916 |
0.9595 |
0.0321 |
3.3% |
0.0166 |
1.7% |
46% |
False |
False |
102,067 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0144 |
1.5% |
59% |
False |
False |
95,057 |
| 40 |
0.9936 |
0.8988 |
0.0948 |
9.7% |
0.0122 |
1.2% |
80% |
False |
False |
80,677 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0117 |
1.2% |
85% |
False |
False |
54,041 |
| 80 |
0.9936 |
0.8489 |
0.1447 |
14.9% |
0.0112 |
1.1% |
87% |
False |
False |
40,587 |
| 100 |
0.9936 |
0.8162 |
0.1774 |
18.2% |
0.0110 |
1.1% |
89% |
False |
False |
32,485 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.4% |
0.0095 |
1.0% |
90% |
False |
False |
27,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0214 |
|
1.618 |
1.0052 |
|
1.000 |
0.9952 |
|
0.618 |
0.9890 |
|
HIGH |
0.9790 |
|
0.618 |
0.9728 |
|
0.500 |
0.9709 |
|
0.382 |
0.9690 |
|
LOW |
0.9628 |
|
0.618 |
0.9528 |
|
1.000 |
0.9466 |
|
1.618 |
0.9366 |
|
2.618 |
0.9204 |
|
4.250 |
0.8940 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9731 |
0.9729 |
| PP |
0.9720 |
0.9715 |
| S1 |
0.9709 |
0.9702 |
|