CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9840 |
-0.0098 |
-1.0% |
1.0100 |
| High |
0.9969 |
0.9886 |
-0.0083 |
-0.8% |
1.0133 |
| Low |
0.9789 |
0.9778 |
-0.0011 |
-0.1% |
0.9789 |
| Close |
0.9820 |
0.9846 |
0.0026 |
0.3% |
0.9820 |
| Range |
0.0180 |
0.0108 |
-0.0072 |
-40.0% |
0.0344 |
| ATR |
0.0144 |
0.0142 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
138,897 |
94,045 |
-44,852 |
-32.3% |
536,450 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0111 |
0.9905 |
|
| R3 |
1.0053 |
1.0003 |
0.9876 |
|
| R2 |
0.9945 |
0.9945 |
0.9866 |
|
| R1 |
0.9895 |
0.9895 |
0.9856 |
0.9920 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9849 |
| S1 |
0.9787 |
0.9787 |
0.9836 |
0.9812 |
| S2 |
0.9729 |
0.9729 |
0.9826 |
|
| S3 |
0.9621 |
0.9679 |
0.9816 |
|
| S4 |
0.9513 |
0.9571 |
0.9787 |
|
|
| 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 |
0.9778 |
0.0355 |
3.6% |
0.0145 |
1.5% |
19% |
False |
True |
111,424 |
| 10 |
1.0137 |
0.9778 |
0.0359 |
3.6% |
0.0143 |
1.5% |
19% |
False |
True |
100,258 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0154 |
1.6% |
46% |
False |
False |
100,525 |
| 40 |
1.0137 |
0.9346 |
0.0791 |
8.0% |
0.0135 |
1.4% |
63% |
False |
False |
92,259 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0124 |
1.3% |
80% |
False |
False |
71,880 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0116 |
1.2% |
80% |
False |
False |
53,999 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
20.1% |
0.0117 |
1.2% |
85% |
False |
False |
43,231 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.0% |
0.0105 |
1.1% |
87% |
False |
False |
36,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0345 |
|
2.618 |
1.0169 |
|
1.618 |
1.0061 |
|
1.000 |
0.9994 |
|
0.618 |
0.9953 |
|
HIGH |
0.9886 |
|
0.618 |
0.9845 |
|
0.500 |
0.9832 |
|
0.382 |
0.9819 |
|
LOW |
0.9778 |
|
0.618 |
0.9711 |
|
1.000 |
0.9670 |
|
1.618 |
0.9603 |
|
2.618 |
0.9495 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9841 |
0.9930 |
| PP |
0.9837 |
0.9902 |
| S1 |
0.9832 |
0.9874 |
|