CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9817 |
-0.0023 |
-0.2% |
1.0100 |
| High |
0.9886 |
0.9859 |
-0.0027 |
-0.3% |
1.0133 |
| Low |
0.9778 |
0.9691 |
-0.0087 |
-0.9% |
0.9789 |
| Close |
0.9846 |
0.9731 |
-0.0115 |
-1.2% |
0.9820 |
| Range |
0.0108 |
0.0168 |
0.0060 |
55.6% |
0.0344 |
| ATR |
0.0142 |
0.0143 |
0.0002 |
1.3% |
0.0000 |
| Volume |
94,045 |
128,827 |
34,782 |
37.0% |
536,450 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0166 |
0.9823 |
|
| R3 |
1.0096 |
0.9998 |
0.9777 |
|
| R2 |
0.9928 |
0.9928 |
0.9762 |
|
| R1 |
0.9830 |
0.9830 |
0.9746 |
0.9795 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9743 |
| S1 |
0.9662 |
0.9662 |
0.9716 |
0.9627 |
| S2 |
0.9592 |
0.9592 |
0.9700 |
|
| S3 |
0.9424 |
0.9494 |
0.9685 |
|
| S4 |
0.9256 |
0.9326 |
0.9639 |
|
|
| 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 |
1.0082 |
0.9691 |
0.0391 |
4.0% |
0.0143 |
1.5% |
10% |
False |
True |
115,022 |
| 10 |
1.0137 |
0.9691 |
0.0446 |
4.6% |
0.0143 |
1.5% |
9% |
False |
True |
104,803 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.6% |
0.0147 |
1.5% |
25% |
False |
False |
98,519 |
| 40 |
1.0137 |
0.9373 |
0.0764 |
7.9% |
0.0136 |
1.4% |
47% |
False |
False |
93,692 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
15.2% |
0.0125 |
1.3% |
73% |
False |
False |
74,023 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.2% |
0.0118 |
1.2% |
73% |
False |
False |
55,607 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
20.3% |
0.0119 |
1.2% |
79% |
False |
False |
44,519 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.3% |
0.0106 |
1.1% |
81% |
False |
False |
37,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0299 |
|
1.618 |
1.0131 |
|
1.000 |
1.0027 |
|
0.618 |
0.9963 |
|
HIGH |
0.9859 |
|
0.618 |
0.9795 |
|
0.500 |
0.9775 |
|
0.382 |
0.9755 |
|
LOW |
0.9691 |
|
0.618 |
0.9587 |
|
1.000 |
0.9523 |
|
1.618 |
0.9419 |
|
2.618 |
0.9251 |
|
4.250 |
0.8977 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9830 |
| PP |
0.9760 |
0.9797 |
| S1 |
0.9746 |
0.9764 |
|