CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9937 |
0.0113 |
1.2% |
0.9793 |
| High |
0.9974 |
1.0015 |
0.0041 |
0.4% |
0.9916 |
| Low |
0.9803 |
0.9840 |
0.0037 |
0.4% |
0.9595 |
| Close |
0.9942 |
0.9954 |
0.0012 |
0.1% |
0.9742 |
| Range |
0.0171 |
0.0175 |
0.0004 |
2.3% |
0.0321 |
| ATR |
0.0142 |
0.0145 |
0.0002 |
1.6% |
0.0000 |
| Volume |
83,370 |
119,243 |
35,873 |
43.0% |
462,246 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0383 |
1.0050 |
|
| R3 |
1.0286 |
1.0208 |
1.0002 |
|
| R2 |
1.0111 |
1.0111 |
0.9986 |
|
| R1 |
1.0033 |
1.0033 |
0.9970 |
1.0072 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9956 |
| S1 |
0.9858 |
0.9858 |
0.9938 |
0.9897 |
| S2 |
0.9761 |
0.9761 |
0.9922 |
|
| S3 |
0.9586 |
0.9683 |
0.9906 |
|
| S4 |
0.9411 |
0.9508 |
0.9858 |
|
|
| 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 |
1.0015 |
0.9628 |
0.0387 |
3.9% |
0.0146 |
1.5% |
84% |
True |
False |
89,514 |
| 10 |
1.0015 |
0.9595 |
0.0420 |
4.2% |
0.0146 |
1.5% |
85% |
True |
False |
92,254 |
| 20 |
1.0015 |
0.9595 |
0.0420 |
4.2% |
0.0149 |
1.5% |
85% |
True |
False |
95,851 |
| 40 |
1.0015 |
0.9052 |
0.0963 |
9.7% |
0.0128 |
1.3% |
94% |
True |
False |
85,824 |
| 60 |
1.0015 |
0.8655 |
0.1360 |
13.7% |
0.0120 |
1.2% |
96% |
True |
False |
58,617 |
| 80 |
1.0015 |
0.8489 |
0.1526 |
15.3% |
0.0114 |
1.1% |
96% |
True |
False |
44,018 |
| 100 |
1.0015 |
0.8162 |
0.1853 |
18.6% |
0.0113 |
1.1% |
97% |
True |
False |
35,235 |
| 120 |
1.0015 |
0.7950 |
0.2065 |
20.7% |
0.0098 |
1.0% |
97% |
True |
False |
29,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0473 |
|
1.618 |
1.0298 |
|
1.000 |
1.0190 |
|
0.618 |
1.0123 |
|
HIGH |
1.0015 |
|
0.618 |
0.9948 |
|
0.500 |
0.9928 |
|
0.382 |
0.9907 |
|
LOW |
0.9840 |
|
0.618 |
0.9732 |
|
1.000 |
0.9665 |
|
1.618 |
0.9557 |
|
2.618 |
0.9382 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
0.9929 |
| PP |
0.9936 |
0.9904 |
| S1 |
0.9928 |
0.9879 |
|