CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
0.9986 |
-0.0094 |
-0.9% |
0.9801 |
| High |
1.0133 |
1.0031 |
-0.0102 |
-1.0% |
1.0137 |
| Low |
0.9956 |
0.9935 |
-0.0021 |
-0.2% |
0.9742 |
| Close |
1.0043 |
1.0020 |
-0.0023 |
-0.2% |
1.0100 |
| Range |
0.0177 |
0.0096 |
-0.0081 |
-45.8% |
0.0395 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
110,839 |
120,081 |
9,242 |
8.3% |
444,504 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0248 |
1.0073 |
|
| R3 |
1.0187 |
1.0152 |
1.0046 |
|
| R2 |
1.0091 |
1.0091 |
1.0038 |
|
| R1 |
1.0056 |
1.0056 |
1.0029 |
1.0074 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0004 |
| S1 |
0.9960 |
0.9960 |
1.0011 |
0.9978 |
| S2 |
0.9899 |
0.9899 |
1.0002 |
|
| S3 |
0.9803 |
0.9864 |
0.9994 |
|
| S4 |
0.9707 |
0.9768 |
0.9967 |
|
|
| 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 |
0.9935 |
0.0202 |
2.0% |
0.0127 |
1.3% |
42% |
False |
True |
94,753 |
| 10 |
1.0137 |
0.9628 |
0.0509 |
5.1% |
0.0137 |
1.4% |
77% |
False |
False |
92,133 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0150 |
1.5% |
78% |
False |
False |
98,522 |
| 40 |
1.0137 |
0.9232 |
0.0905 |
9.0% |
0.0131 |
1.3% |
87% |
False |
False |
89,431 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
14.8% |
0.0122 |
1.2% |
92% |
False |
False |
66,485 |
| 80 |
1.0137 |
0.8597 |
0.1540 |
15.4% |
0.0115 |
1.1% |
92% |
False |
False |
49,933 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
19.7% |
0.0116 |
1.2% |
94% |
False |
False |
39,972 |
| 120 |
1.0137 |
0.7950 |
0.2187 |
21.8% |
0.0102 |
1.0% |
95% |
False |
False |
33,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0282 |
|
1.618 |
1.0186 |
|
1.000 |
1.0127 |
|
0.618 |
1.0090 |
|
HIGH |
1.0031 |
|
0.618 |
0.9994 |
|
0.500 |
0.9983 |
|
0.382 |
0.9972 |
|
LOW |
0.9935 |
|
0.618 |
0.9876 |
|
1.000 |
0.9839 |
|
1.618 |
0.9780 |
|
2.618 |
0.9684 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0008 |
1.0034 |
| PP |
0.9995 |
1.0029 |
| S1 |
0.9983 |
1.0025 |
|