CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9824 |
0.0023 |
0.2% |
0.9793 |
| High |
0.9866 |
0.9974 |
0.0108 |
1.1% |
0.9916 |
| Low |
0.9742 |
0.9803 |
0.0061 |
0.6% |
0.9595 |
| Close |
0.9803 |
0.9942 |
0.0139 |
1.4% |
0.9742 |
| Range |
0.0124 |
0.0171 |
0.0047 |
37.9% |
0.0321 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.6% |
0.0000 |
| Volume |
72,419 |
83,370 |
10,951 |
15.1% |
462,246 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0352 |
1.0036 |
|
| R3 |
1.0248 |
1.0181 |
0.9989 |
|
| R2 |
1.0077 |
1.0077 |
0.9973 |
|
| R1 |
1.0010 |
1.0010 |
0.9958 |
1.0044 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9923 |
| S1 |
0.9839 |
0.9839 |
0.9926 |
0.9873 |
| S2 |
0.9735 |
0.9735 |
0.9911 |
|
| S3 |
0.9564 |
0.9668 |
0.9895 |
|
| S4 |
0.9393 |
0.9497 |
0.9848 |
|
|
| 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 |
0.9974 |
0.9595 |
0.0379 |
3.8% |
0.0154 |
1.6% |
92% |
True |
False |
90,477 |
| 10 |
0.9974 |
0.9595 |
0.0379 |
3.8% |
0.0151 |
1.5% |
92% |
True |
False |
92,235 |
| 20 |
0.9974 |
0.9595 |
0.0379 |
3.8% |
0.0145 |
1.5% |
92% |
True |
False |
93,645 |
| 40 |
0.9974 |
0.8995 |
0.0979 |
9.8% |
0.0126 |
1.3% |
97% |
True |
False |
84,045 |
| 60 |
0.9974 |
0.8655 |
0.1319 |
13.3% |
0.0120 |
1.2% |
98% |
True |
False |
56,634 |
| 80 |
0.9974 |
0.8489 |
0.1485 |
14.9% |
0.0113 |
1.1% |
98% |
True |
False |
42,531 |
| 100 |
0.9974 |
0.8162 |
0.1812 |
18.2% |
0.0113 |
1.1% |
98% |
True |
False |
34,043 |
| 120 |
0.9974 |
0.7950 |
0.2024 |
20.4% |
0.0097 |
1.0% |
98% |
True |
False |
28,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0422 |
|
1.618 |
1.0251 |
|
1.000 |
1.0145 |
|
0.618 |
1.0080 |
|
HIGH |
0.9974 |
|
0.618 |
0.9909 |
|
0.500 |
0.9889 |
|
0.382 |
0.9868 |
|
LOW |
0.9803 |
|
0.618 |
0.9697 |
|
1.000 |
0.9632 |
|
1.618 |
0.9526 |
|
2.618 |
0.9355 |
|
4.250 |
0.9076 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9895 |
| PP |
0.9906 |
0.9848 |
| S1 |
0.9889 |
0.9801 |
|