CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9732 |
-0.0085 |
-0.9% |
1.0100 |
| High |
0.9859 |
0.9804 |
-0.0055 |
-0.6% |
1.0133 |
| Low |
0.9691 |
0.9695 |
0.0004 |
0.0% |
0.9789 |
| Close |
0.9731 |
0.9763 |
0.0032 |
0.3% |
0.9820 |
| Range |
0.0168 |
0.0109 |
-0.0059 |
-35.1% |
0.0344 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
128,827 |
98,745 |
-30,082 |
-23.4% |
536,450 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0031 |
0.9823 |
|
| R3 |
0.9972 |
0.9922 |
0.9793 |
|
| R2 |
0.9863 |
0.9863 |
0.9783 |
|
| R1 |
0.9813 |
0.9813 |
0.9773 |
0.9838 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9767 |
| S1 |
0.9704 |
0.9704 |
0.9753 |
0.9729 |
| S2 |
0.9645 |
0.9645 |
0.9743 |
|
| S3 |
0.9536 |
0.9595 |
0.9733 |
|
| S4 |
0.9427 |
0.9486 |
0.9703 |
|
|
| 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% |
0.0146 |
1.5% |
18% |
False |
False |
110,754 |
| 10 |
1.0137 |
0.9691 |
0.0446 |
4.6% |
0.0136 |
1.4% |
16% |
False |
False |
102,753 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.6% |
0.0141 |
1.4% |
31% |
False |
False |
97,504 |
| 40 |
1.0137 |
0.9373 |
0.0764 |
7.8% |
0.0136 |
1.4% |
51% |
False |
False |
94,192 |
| 60 |
1.0137 |
0.8727 |
0.1410 |
14.4% |
0.0125 |
1.3% |
73% |
False |
False |
75,653 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.2% |
0.0118 |
1.2% |
75% |
False |
False |
56,841 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
20.2% |
0.0117 |
1.2% |
81% |
False |
False |
45,506 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.2% |
0.0107 |
1.1% |
83% |
False |
False |
37,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0089 |
|
1.618 |
0.9980 |
|
1.000 |
0.9913 |
|
0.618 |
0.9871 |
|
HIGH |
0.9804 |
|
0.618 |
0.9762 |
|
0.500 |
0.9750 |
|
0.382 |
0.9737 |
|
LOW |
0.9695 |
|
0.618 |
0.9628 |
|
1.000 |
0.9586 |
|
1.618 |
0.9519 |
|
2.618 |
0.9410 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9789 |
| PP |
0.9754 |
0.9780 |
| S1 |
0.9750 |
0.9772 |
|