CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9854 |
-0.0007 |
-0.1% |
0.9840 |
| High |
0.9929 |
0.9859 |
-0.0070 |
-0.7% |
0.9886 |
| Low |
0.9797 |
0.9684 |
-0.0113 |
-1.2% |
0.9691 |
| Close |
0.9841 |
0.9693 |
-0.0148 |
-1.5% |
0.9830 |
| Range |
0.0132 |
0.0175 |
0.0043 |
32.6% |
0.0195 |
| ATR |
0.0136 |
0.0139 |
0.0003 |
2.0% |
0.0000 |
| Volume |
95,804 |
127,801 |
31,997 |
33.4% |
479,061 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0157 |
0.9789 |
|
| R3 |
1.0095 |
0.9982 |
0.9741 |
|
| R2 |
0.9920 |
0.9920 |
0.9725 |
|
| R1 |
0.9807 |
0.9807 |
0.9709 |
0.9776 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9730 |
| S1 |
0.9632 |
0.9632 |
0.9677 |
0.9601 |
| S2 |
0.9570 |
0.9570 |
0.9661 |
|
| S3 |
0.9395 |
0.9457 |
0.9645 |
|
| S4 |
0.9220 |
0.9282 |
0.9597 |
|
|
| 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 |
0.9684 |
0.0245 |
2.5% |
0.0125 |
1.3% |
4% |
False |
True |
95,958 |
| 10 |
1.0082 |
0.9684 |
0.0398 |
4.1% |
0.0134 |
1.4% |
2% |
False |
True |
105,490 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.6% |
0.0141 |
1.5% |
18% |
False |
False |
99,010 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
6.9% |
0.0138 |
1.4% |
34% |
False |
False |
96,530 |
| 60 |
1.0137 |
0.8808 |
0.1329 |
13.7% |
0.0126 |
1.3% |
67% |
False |
False |
81,974 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.3% |
0.0120 |
1.2% |
70% |
False |
False |
61,591 |
| 100 |
1.0137 |
0.8306 |
0.1831 |
18.9% |
0.0117 |
1.2% |
76% |
False |
False |
49,310 |
| 120 |
1.0137 |
0.8039 |
0.2098 |
21.6% |
0.0111 |
1.1% |
79% |
False |
False |
41,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0317 |
|
1.618 |
1.0142 |
|
1.000 |
1.0034 |
|
0.618 |
0.9967 |
|
HIGH |
0.9859 |
|
0.618 |
0.9792 |
|
0.500 |
0.9772 |
|
0.382 |
0.9751 |
|
LOW |
0.9684 |
|
0.618 |
0.9576 |
|
1.000 |
0.9509 |
|
1.618 |
0.9401 |
|
2.618 |
0.9226 |
|
4.250 |
0.8940 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9807 |
| PP |
0.9745 |
0.9769 |
| S1 |
0.9719 |
0.9731 |
|