CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0100 |
-0.0004 |
0.0% |
0.9801 |
| High |
1.0137 |
1.0122 |
-0.0015 |
-0.1% |
1.0137 |
| Low |
1.0040 |
1.0035 |
-0.0005 |
0.0% |
0.9742 |
| Close |
1.0100 |
1.0094 |
-0.0006 |
-0.1% |
1.0100 |
| Range |
0.0097 |
0.0087 |
-0.0010 |
-10.3% |
0.0395 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
85,939 |
73,373 |
-12,566 |
-14.6% |
444,504 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0306 |
1.0142 |
|
| R3 |
1.0258 |
1.0219 |
1.0118 |
|
| R2 |
1.0171 |
1.0171 |
1.0110 |
|
| R1 |
1.0132 |
1.0132 |
1.0102 |
1.0108 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0072 |
| S1 |
1.0045 |
1.0045 |
1.0086 |
1.0021 |
| S2 |
0.9997 |
0.9997 |
1.0078 |
|
| S3 |
0.9910 |
0.9958 |
1.0070 |
|
| S4 |
0.9823 |
0.9871 |
1.0046 |
|
|
| 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 |
0.9803 |
0.0334 |
3.3% |
0.0141 |
1.4% |
87% |
False |
False |
89,091 |
| 10 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0142 |
1.4% |
92% |
False |
False |
89,871 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0147 |
1.5% |
92% |
False |
False |
94,360 |
| 40 |
1.0137 |
0.9213 |
0.0924 |
9.2% |
0.0130 |
1.3% |
95% |
False |
False |
87,533 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
14.7% |
0.0120 |
1.2% |
97% |
False |
False |
62,649 |
| 80 |
1.0137 |
0.8520 |
0.1617 |
16.0% |
0.0115 |
1.1% |
97% |
False |
False |
47,050 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
19.6% |
0.0116 |
1.1% |
98% |
False |
False |
37,663 |
| 120 |
1.0137 |
0.7950 |
0.2187 |
21.7% |
0.0101 |
1.0% |
98% |
False |
False |
31,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0350 |
|
1.618 |
1.0263 |
|
1.000 |
1.0209 |
|
0.618 |
1.0176 |
|
HIGH |
1.0122 |
|
0.618 |
1.0089 |
|
0.500 |
1.0079 |
|
0.382 |
1.0068 |
|
LOW |
1.0035 |
|
0.618 |
0.9981 |
|
1.000 |
0.9948 |
|
1.618 |
0.9894 |
|
2.618 |
0.9807 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0089 |
1.0078 |
| PP |
1.0084 |
1.0062 |
| S1 |
1.0079 |
1.0046 |
|