CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9710 |
-0.0144 |
-1.5% |
0.9840 |
| High |
0.9859 |
0.9830 |
-0.0029 |
-0.3% |
0.9886 |
| Low |
0.9684 |
0.9707 |
0.0023 |
0.2% |
0.9691 |
| Close |
0.9693 |
0.9791 |
0.0098 |
1.0% |
0.9830 |
| Range |
0.0175 |
0.0123 |
-0.0052 |
-29.7% |
0.0195 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
127,801 |
87,975 |
-39,826 |
-31.2% |
479,061 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0091 |
0.9859 |
|
| R3 |
1.0022 |
0.9968 |
0.9825 |
|
| R2 |
0.9899 |
0.9899 |
0.9814 |
|
| R1 |
0.9845 |
0.9845 |
0.9802 |
0.9872 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9790 |
| S1 |
0.9722 |
0.9722 |
0.9780 |
0.9749 |
| S2 |
0.9653 |
0.9653 |
0.9768 |
|
| S3 |
0.9530 |
0.9599 |
0.9757 |
|
| S4 |
0.9407 |
0.9476 |
0.9723 |
|
|
| 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% |
0.0128 |
1.3% |
44% |
False |
False |
93,804 |
| 10 |
1.0082 |
0.9684 |
0.0398 |
4.1% |
0.0137 |
1.4% |
27% |
False |
False |
102,279 |
| 20 |
1.0137 |
0.9628 |
0.0509 |
5.2% |
0.0137 |
1.4% |
32% |
False |
False |
97,206 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
6.9% |
0.0139 |
1.4% |
49% |
False |
False |
96,902 |
| 60 |
1.0137 |
0.8950 |
0.1187 |
12.1% |
0.0125 |
1.3% |
71% |
False |
False |
83,432 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0120 |
1.2% |
77% |
False |
False |
62,689 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
16.8% |
0.0116 |
1.2% |
79% |
False |
False |
50,189 |
| 120 |
1.0137 |
0.8098 |
0.2039 |
20.8% |
0.0112 |
1.1% |
83% |
False |
False |
41,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0152 |
|
1.618 |
1.0029 |
|
1.000 |
0.9953 |
|
0.618 |
0.9906 |
|
HIGH |
0.9830 |
|
0.618 |
0.9783 |
|
0.500 |
0.9769 |
|
0.382 |
0.9754 |
|
LOW |
0.9707 |
|
0.618 |
0.9631 |
|
1.000 |
0.9584 |
|
1.618 |
0.9508 |
|
2.618 |
0.9385 |
|
4.250 |
0.9184 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9807 |
| PP |
0.9776 |
0.9801 |
| S1 |
0.9769 |
0.9796 |
|