CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9937 |
1.0012 |
0.0075 |
0.8% |
0.9793 |
| High |
1.0015 |
1.0131 |
0.0116 |
1.2% |
0.9916 |
| Low |
0.9840 |
0.9954 |
0.0114 |
1.2% |
0.9595 |
| Close |
0.9954 |
1.0105 |
0.0151 |
1.5% |
0.9742 |
| Range |
0.0175 |
0.0177 |
0.0002 |
1.1% |
0.0321 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.6% |
0.0000 |
| Volume |
119,243 |
83,533 |
-35,710 |
-29.9% |
462,246 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0527 |
1.0202 |
|
| R3 |
1.0417 |
1.0350 |
1.0154 |
|
| R2 |
1.0240 |
1.0240 |
1.0137 |
|
| R1 |
1.0173 |
1.0173 |
1.0121 |
1.0207 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0080 |
| S1 |
0.9996 |
0.9996 |
1.0089 |
1.0030 |
| S2 |
0.9886 |
0.9886 |
1.0073 |
|
| S3 |
0.9709 |
0.9819 |
1.0056 |
|
| S4 |
0.9532 |
0.9642 |
1.0008 |
|
|
| 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 |
1.0131 |
0.9628 |
0.0503 |
5.0% |
0.0162 |
1.6% |
95% |
True |
False |
88,912 |
| 10 |
1.0131 |
0.9595 |
0.0536 |
5.3% |
0.0148 |
1.5% |
95% |
True |
False |
89,104 |
| 20 |
1.0131 |
0.9595 |
0.0536 |
5.3% |
0.0150 |
1.5% |
95% |
True |
False |
94,757 |
| 40 |
1.0131 |
0.9103 |
0.1028 |
10.2% |
0.0129 |
1.3% |
97% |
True |
False |
86,399 |
| 60 |
1.0131 |
0.8655 |
0.1476 |
14.6% |
0.0121 |
1.2% |
98% |
True |
False |
60,003 |
| 80 |
1.0131 |
0.8489 |
0.1642 |
16.2% |
0.0115 |
1.1% |
98% |
True |
False |
45,061 |
| 100 |
1.0131 |
0.8162 |
0.1969 |
19.5% |
0.0115 |
1.1% |
99% |
True |
False |
36,070 |
| 120 |
1.0131 |
0.7950 |
0.2181 |
21.6% |
0.0099 |
1.0% |
99% |
True |
False |
30,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0594 |
|
1.618 |
1.0417 |
|
1.000 |
1.0308 |
|
0.618 |
1.0240 |
|
HIGH |
1.0131 |
|
0.618 |
1.0063 |
|
0.500 |
1.0043 |
|
0.382 |
1.0022 |
|
LOW |
0.9954 |
|
0.618 |
0.9845 |
|
1.000 |
0.9777 |
|
1.618 |
0.9668 |
|
2.618 |
0.9491 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0059 |
| PP |
1.0063 |
1.0013 |
| S1 |
1.0043 |
0.9967 |
|