CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9994 |
0.9938 |
-0.0056 |
-0.6% |
1.0100 |
| High |
1.0082 |
0.9969 |
-0.0113 |
-1.1% |
1.0133 |
| Low |
0.9918 |
0.9789 |
-0.0129 |
-1.3% |
0.9789 |
| Close |
0.9930 |
0.9820 |
-0.0110 |
-1.1% |
0.9820 |
| Range |
0.0164 |
0.0180 |
0.0016 |
9.8% |
0.0344 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
2.0% |
0.0000 |
| Volume |
93,260 |
138,897 |
45,637 |
48.9% |
536,450 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0290 |
0.9919 |
|
| R3 |
1.0219 |
1.0110 |
0.9870 |
|
| R2 |
1.0039 |
1.0039 |
0.9853 |
|
| R1 |
0.9930 |
0.9930 |
0.9837 |
0.9895 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9842 |
| S1 |
0.9750 |
0.9750 |
0.9804 |
0.9715 |
| S2 |
0.9679 |
0.9679 |
0.9787 |
|
| S3 |
0.9499 |
0.9570 |
0.9771 |
|
| S4 |
0.9319 |
0.9390 |
0.9721 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0727 |
1.0009 |
|
| R3 |
1.0602 |
1.0383 |
0.9915 |
|
| R2 |
1.0258 |
1.0258 |
0.9883 |
|
| R1 |
1.0039 |
1.0039 |
0.9852 |
0.9977 |
| PP |
0.9914 |
0.9914 |
0.9914 |
0.9883 |
| S1 |
0.9695 |
0.9695 |
0.9788 |
0.9633 |
| S2 |
0.9570 |
0.9570 |
0.9757 |
|
| S3 |
0.9226 |
0.9351 |
0.9725 |
|
| S4 |
0.8882 |
0.9007 |
0.9631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
0.9789 |
0.0344 |
3.5% |
0.0141 |
1.4% |
9% |
False |
True |
107,290 |
| 10 |
1.0137 |
0.9742 |
0.0395 |
4.0% |
0.0145 |
1.5% |
20% |
False |
False |
98,095 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0155 |
1.6% |
42% |
False |
False |
100,081 |
| 40 |
1.0137 |
0.9267 |
0.0870 |
8.9% |
0.0135 |
1.4% |
64% |
False |
False |
91,507 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0124 |
1.3% |
79% |
False |
False |
70,335 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0116 |
1.2% |
79% |
False |
False |
52,826 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
20.1% |
0.0118 |
1.2% |
84% |
False |
False |
42,292 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.1% |
0.0104 |
1.1% |
85% |
False |
False |
35,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0440 |
|
1.618 |
1.0260 |
|
1.000 |
1.0149 |
|
0.618 |
1.0080 |
|
HIGH |
0.9969 |
|
0.618 |
0.9900 |
|
0.500 |
0.9879 |
|
0.382 |
0.9858 |
|
LOW |
0.9789 |
|
0.618 |
0.9678 |
|
1.000 |
0.9609 |
|
1.618 |
0.9498 |
|
2.618 |
0.9318 |
|
4.250 |
0.9024 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9936 |
| PP |
0.9859 |
0.9897 |
| S1 |
0.9840 |
0.9859 |
|