CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9871 |
0.9861 |
-0.0010 |
-0.1% |
0.9840 |
| High |
0.9885 |
0.9929 |
0.0044 |
0.4% |
0.9886 |
| Low |
0.9785 |
0.9797 |
0.0012 |
0.1% |
0.9691 |
| Close |
0.9830 |
0.9841 |
0.0011 |
0.1% |
0.9830 |
| Range |
0.0100 |
0.0132 |
0.0032 |
32.0% |
0.0195 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
83,514 |
95,804 |
12,290 |
14.7% |
479,061 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0178 |
0.9914 |
|
| R3 |
1.0120 |
1.0046 |
0.9877 |
|
| R2 |
0.9988 |
0.9988 |
0.9865 |
|
| R1 |
0.9914 |
0.9914 |
0.9853 |
0.9885 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9841 |
| S1 |
0.9782 |
0.9782 |
0.9829 |
0.9753 |
| S2 |
0.9724 |
0.9724 |
0.9817 |
|
| S3 |
0.9592 |
0.9650 |
0.9805 |
|
| S4 |
0.9460 |
0.9518 |
0.9768 |
|
|
| 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 |
0.9929 |
0.9691 |
0.0238 |
2.4% |
0.0124 |
1.3% |
63% |
True |
False |
96,164 |
| 10 |
1.0133 |
0.9691 |
0.0442 |
4.5% |
0.0134 |
1.4% |
34% |
False |
False |
103,794 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.5% |
0.0138 |
1.4% |
45% |
False |
False |
96,832 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
6.8% |
0.0137 |
1.4% |
56% |
False |
False |
95,239 |
| 60 |
1.0137 |
0.8752 |
0.1385 |
14.1% |
0.0125 |
1.3% |
79% |
False |
False |
79,856 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0118 |
1.2% |
80% |
False |
False |
59,995 |
| 100 |
1.0137 |
0.8180 |
0.1957 |
19.9% |
0.0117 |
1.2% |
85% |
False |
False |
48,033 |
| 120 |
1.0137 |
0.7968 |
0.2169 |
22.0% |
0.0110 |
1.1% |
86% |
False |
False |
40,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0490 |
|
2.618 |
1.0275 |
|
1.618 |
1.0143 |
|
1.000 |
1.0061 |
|
0.618 |
1.0011 |
|
HIGH |
0.9929 |
|
0.618 |
0.9879 |
|
0.500 |
0.9863 |
|
0.382 |
0.9847 |
|
LOW |
0.9797 |
|
0.618 |
0.9715 |
|
1.000 |
0.9665 |
|
1.618 |
0.9583 |
|
2.618 |
0.9451 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9849 |
| PP |
0.9856 |
0.9846 |
| S1 |
0.9848 |
0.9844 |
|