CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9986 |
0.9994 |
0.0008 |
0.1% |
0.9801 |
| High |
1.0031 |
1.0082 |
0.0051 |
0.5% |
1.0137 |
| Low |
0.9935 |
0.9918 |
-0.0017 |
-0.2% |
0.9742 |
| Close |
1.0020 |
0.9930 |
-0.0090 |
-0.9% |
1.0100 |
| Range |
0.0096 |
0.0164 |
0.0068 |
70.8% |
0.0395 |
| ATR |
0.0140 |
0.0141 |
0.0002 |
1.2% |
0.0000 |
| Volume |
120,081 |
93,260 |
-26,821 |
-22.3% |
444,504 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0363 |
1.0020 |
|
| R3 |
1.0305 |
1.0199 |
0.9975 |
|
| R2 |
1.0141 |
1.0141 |
0.9960 |
|
| R1 |
1.0035 |
1.0035 |
0.9945 |
1.0006 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9962 |
| S1 |
0.9871 |
0.9871 |
0.9915 |
0.9842 |
| S2 |
0.9813 |
0.9813 |
0.9900 |
|
| S3 |
0.9649 |
0.9707 |
0.9885 |
|
| S4 |
0.9485 |
0.9543 |
0.9840 |
|
|
| 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 |
0.9918 |
0.0219 |
2.2% |
0.0124 |
1.3% |
5% |
False |
True |
96,698 |
| 10 |
1.0137 |
0.9628 |
0.0509 |
5.1% |
0.0143 |
1.4% |
59% |
False |
False |
92,805 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0153 |
1.5% |
62% |
False |
False |
99,069 |
| 40 |
1.0137 |
0.9256 |
0.0881 |
8.9% |
0.0134 |
1.3% |
77% |
False |
False |
89,798 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
14.9% |
0.0123 |
1.2% |
86% |
False |
False |
68,029 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
14.9% |
0.0115 |
1.2% |
86% |
False |
False |
51,095 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
19.9% |
0.0117 |
1.2% |
90% |
False |
False |
40,903 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
21.8% |
0.0102 |
1.0% |
90% |
False |
False |
34,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0511 |
|
1.618 |
1.0347 |
|
1.000 |
1.0246 |
|
0.618 |
1.0183 |
|
HIGH |
1.0082 |
|
0.618 |
1.0019 |
|
0.500 |
1.0000 |
|
0.382 |
0.9981 |
|
LOW |
0.9918 |
|
0.618 |
0.9817 |
|
1.000 |
0.9754 |
|
1.618 |
0.9653 |
|
2.618 |
0.9489 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0026 |
| PP |
0.9977 |
0.9994 |
| S1 |
0.9953 |
0.9962 |
|