CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9871 |
0.0093 |
1.0% |
0.9840 |
| High |
0.9878 |
0.9885 |
0.0007 |
0.1% |
0.9886 |
| Low |
0.9769 |
0.9785 |
0.0016 |
0.2% |
0.9691 |
| Close |
0.9866 |
0.9830 |
-0.0036 |
-0.4% |
0.9830 |
| Range |
0.0109 |
0.0100 |
-0.0009 |
-8.3% |
0.0195 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
73,930 |
83,514 |
9,584 |
13.0% |
479,061 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0082 |
0.9885 |
|
| R3 |
1.0033 |
0.9982 |
0.9858 |
|
| R2 |
0.9933 |
0.9933 |
0.9848 |
|
| R1 |
0.9882 |
0.9882 |
0.9839 |
0.9858 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9821 |
| S1 |
0.9782 |
0.9782 |
0.9821 |
0.9758 |
| S2 |
0.9733 |
0.9733 |
0.9812 |
|
| S3 |
0.9633 |
0.9682 |
0.9803 |
|
| S4 |
0.9533 |
0.9582 |
0.9775 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0304 |
0.9937 |
|
| R3 |
1.0192 |
1.0109 |
0.9884 |
|
| R2 |
0.9997 |
0.9997 |
0.9866 |
|
| R1 |
0.9914 |
0.9914 |
0.9848 |
0.9858 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9775 |
| S1 |
0.9719 |
0.9719 |
0.9812 |
0.9663 |
| S2 |
0.9607 |
0.9607 |
0.9794 |
|
| S3 |
0.9412 |
0.9524 |
0.9776 |
|
| S4 |
0.9217 |
0.9329 |
0.9723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9886 |
0.9691 |
0.0195 |
2.0% |
0.0119 |
1.2% |
71% |
False |
False |
95,812 |
| 10 |
1.0133 |
0.9691 |
0.0442 |
4.5% |
0.0130 |
1.3% |
31% |
False |
False |
101,551 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0139 |
1.4% |
43% |
False |
False |
96,113 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
6.8% |
0.0135 |
1.4% |
54% |
False |
False |
94,318 |
| 60 |
1.0137 |
0.8752 |
0.1385 |
14.1% |
0.0125 |
1.3% |
78% |
False |
False |
78,264 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0118 |
1.2% |
79% |
False |
False |
58,801 |
| 100 |
1.0137 |
0.8180 |
0.1957 |
19.9% |
0.0117 |
1.2% |
84% |
False |
False |
47,076 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.1% |
0.0109 |
1.1% |
86% |
False |
False |
39,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0147 |
|
1.618 |
1.0047 |
|
1.000 |
0.9985 |
|
0.618 |
0.9947 |
|
HIGH |
0.9885 |
|
0.618 |
0.9847 |
|
0.500 |
0.9835 |
|
0.382 |
0.9823 |
|
LOW |
0.9785 |
|
0.618 |
0.9723 |
|
1.000 |
0.9685 |
|
1.618 |
0.9623 |
|
2.618 |
0.9523 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9817 |
| PP |
0.9833 |
0.9803 |
| S1 |
0.9832 |
0.9790 |
|