CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9801 |
0.0069 |
0.7% |
0.9793 |
| High |
0.9790 |
0.9866 |
0.0076 |
0.8% |
0.9916 |
| Low |
0.9628 |
0.9742 |
0.0114 |
1.2% |
0.9595 |
| Close |
0.9742 |
0.9803 |
0.0061 |
0.6% |
0.9742 |
| Range |
0.0162 |
0.0124 |
-0.0038 |
-23.5% |
0.0321 |
| ATR |
0.0141 |
0.0140 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85,999 |
72,419 |
-13,580 |
-15.8% |
462,246 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0113 |
0.9871 |
|
| R3 |
1.0052 |
0.9989 |
0.9837 |
|
| R2 |
0.9928 |
0.9928 |
0.9826 |
|
| R1 |
0.9865 |
0.9865 |
0.9814 |
0.9897 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9819 |
| S1 |
0.9741 |
0.9741 |
0.9792 |
0.9773 |
| S2 |
0.9680 |
0.9680 |
0.9780 |
|
| S3 |
0.9556 |
0.9617 |
0.9769 |
|
| S4 |
0.9432 |
0.9493 |
0.9735 |
|
|
| 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 |
0.9869 |
0.9595 |
0.0274 |
2.8% |
0.0142 |
1.5% |
76% |
False |
False |
90,651 |
| 10 |
0.9916 |
0.9595 |
0.0321 |
3.3% |
0.0164 |
1.7% |
65% |
False |
False |
100,793 |
| 20 |
0.9936 |
0.9464 |
0.0472 |
4.8% |
0.0146 |
1.5% |
72% |
False |
False |
95,418 |
| 40 |
0.9936 |
0.8988 |
0.0948 |
9.7% |
0.0124 |
1.3% |
86% |
False |
False |
82,224 |
| 60 |
0.9936 |
0.8655 |
0.1281 |
13.1% |
0.0119 |
1.2% |
90% |
False |
False |
55,246 |
| 80 |
0.9936 |
0.8489 |
0.1447 |
14.8% |
0.0113 |
1.1% |
91% |
False |
False |
41,492 |
| 100 |
0.9936 |
0.8162 |
0.1774 |
18.1% |
0.0111 |
1.1% |
93% |
False |
False |
33,209 |
| 120 |
0.9936 |
0.7950 |
0.1986 |
20.3% |
0.0096 |
1.0% |
93% |
False |
False |
27,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0393 |
|
2.618 |
1.0191 |
|
1.618 |
1.0067 |
|
1.000 |
0.9990 |
|
0.618 |
0.9943 |
|
HIGH |
0.9866 |
|
0.618 |
0.9819 |
|
0.500 |
0.9804 |
|
0.382 |
0.9789 |
|
LOW |
0.9742 |
|
0.618 |
0.9665 |
|
1.000 |
0.9618 |
|
1.618 |
0.9541 |
|
2.618 |
0.9417 |
|
4.250 |
0.9215 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9784 |
| PP |
0.9804 |
0.9766 |
| S1 |
0.9803 |
0.9747 |
|