CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9778 |
0.0046 |
0.5% |
1.0100 |
| High |
0.9804 |
0.9878 |
0.0074 |
0.8% |
1.0133 |
| Low |
0.9695 |
0.9769 |
0.0074 |
0.8% |
0.9789 |
| Close |
0.9763 |
0.9866 |
0.0103 |
1.1% |
0.9820 |
| Range |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0344 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
98,745 |
73,930 |
-24,815 |
-25.1% |
536,450 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0124 |
0.9926 |
|
| R3 |
1.0056 |
1.0015 |
0.9896 |
|
| R2 |
0.9947 |
0.9947 |
0.9886 |
|
| R1 |
0.9906 |
0.9906 |
0.9876 |
0.9927 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9848 |
| S1 |
0.9797 |
0.9797 |
0.9856 |
0.9818 |
| S2 |
0.9729 |
0.9729 |
0.9846 |
|
| S3 |
0.9620 |
0.9688 |
0.9836 |
|
| S4 |
0.9511 |
0.9579 |
0.9806 |
|
|
| 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 |
0.9969 |
0.9691 |
0.0278 |
2.8% |
0.0135 |
1.4% |
63% |
False |
False |
106,888 |
| 10 |
1.0137 |
0.9691 |
0.0446 |
4.5% |
0.0130 |
1.3% |
39% |
False |
False |
101,793 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0139 |
1.4% |
50% |
False |
False |
95,449 |
| 40 |
1.0137 |
0.9373 |
0.0764 |
7.7% |
0.0136 |
1.4% |
65% |
False |
False |
94,021 |
| 60 |
1.0137 |
0.8739 |
0.1398 |
14.2% |
0.0126 |
1.3% |
81% |
False |
False |
76,876 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0118 |
1.2% |
82% |
False |
False |
57,759 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
20.0% |
0.0117 |
1.2% |
86% |
False |
False |
46,242 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.0% |
0.0108 |
1.1% |
88% |
False |
False |
38,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0163 |
|
1.618 |
1.0054 |
|
1.000 |
0.9987 |
|
0.618 |
0.9945 |
|
HIGH |
0.9878 |
|
0.618 |
0.9836 |
|
0.500 |
0.9824 |
|
0.382 |
0.9811 |
|
LOW |
0.9769 |
|
0.618 |
0.9702 |
|
1.000 |
0.9660 |
|
1.618 |
0.9593 |
|
2.618 |
0.9484 |
|
4.250 |
0.9306 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9839 |
| PP |
0.9838 |
0.9812 |
| S1 |
0.9824 |
0.9785 |
|