CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0104 |
0.0092 |
0.9% |
0.9801 |
| High |
1.0131 |
1.0137 |
0.0006 |
0.1% |
1.0137 |
| Low |
0.9954 |
1.0040 |
0.0086 |
0.9% |
0.9742 |
| Close |
1.0105 |
1.0100 |
-0.0005 |
0.0% |
1.0100 |
| Range |
0.0177 |
0.0097 |
-0.0080 |
-45.2% |
0.0395 |
| ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
83,533 |
85,939 |
2,406 |
2.9% |
444,504 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0339 |
1.0153 |
|
| R3 |
1.0286 |
1.0242 |
1.0127 |
|
| R2 |
1.0189 |
1.0189 |
1.0118 |
|
| R1 |
1.0145 |
1.0145 |
1.0109 |
1.0119 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0079 |
| S1 |
1.0048 |
1.0048 |
1.0091 |
1.0022 |
| S2 |
0.9995 |
0.9995 |
1.0082 |
|
| S3 |
0.9898 |
0.9951 |
1.0073 |
|
| S4 |
0.9801 |
0.9854 |
1.0047 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1034 |
1.0317 |
|
| R3 |
1.0783 |
1.0639 |
1.0209 |
|
| R2 |
1.0388 |
1.0388 |
1.0172 |
|
| R1 |
1.0244 |
1.0244 |
1.0136 |
1.0316 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0029 |
| S1 |
0.9849 |
0.9849 |
1.0064 |
0.9921 |
| S2 |
0.9598 |
0.9598 |
1.0028 |
|
| S3 |
0.9203 |
0.9454 |
0.9991 |
|
| S4 |
0.8808 |
0.9059 |
0.9883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
0.9742 |
0.0395 |
3.9% |
0.0149 |
1.5% |
91% |
True |
False |
88,900 |
| 10 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0148 |
1.5% |
93% |
True |
False |
90,675 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0147 |
1.5% |
93% |
True |
False |
92,877 |
| 40 |
1.0137 |
0.9187 |
0.0950 |
9.4% |
0.0130 |
1.3% |
96% |
True |
False |
87,067 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
14.7% |
0.0121 |
1.2% |
98% |
True |
False |
61,430 |
| 80 |
1.0137 |
0.8489 |
0.1648 |
16.3% |
0.0115 |
1.1% |
98% |
True |
False |
46,133 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
19.6% |
0.0115 |
1.1% |
98% |
True |
False |
36,930 |
| 120 |
1.0137 |
0.7950 |
0.2187 |
21.7% |
0.0100 |
1.0% |
98% |
True |
False |
30,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0391 |
|
1.618 |
1.0294 |
|
1.000 |
1.0234 |
|
0.618 |
1.0197 |
|
HIGH |
1.0137 |
|
0.618 |
1.0100 |
|
0.500 |
1.0089 |
|
0.382 |
1.0077 |
|
LOW |
1.0040 |
|
0.618 |
0.9980 |
|
1.000 |
0.9943 |
|
1.618 |
0.9883 |
|
2.618 |
0.9786 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0063 |
| PP |
1.0092 |
1.0026 |
| S1 |
1.0089 |
0.9989 |
|