CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9763 |
0.0053 |
0.5% |
0.9861 |
| High |
0.9830 |
0.9830 |
0.0000 |
0.0% |
0.9929 |
| Low |
0.9707 |
0.9594 |
-0.0113 |
-1.2% |
0.9594 |
| Close |
0.9791 |
0.9624 |
-0.0167 |
-1.7% |
0.9624 |
| Range |
0.0123 |
0.0236 |
0.0113 |
91.9% |
0.0335 |
| ATR |
0.0139 |
0.0146 |
0.0007 |
5.0% |
0.0000 |
| Volume |
87,975 |
100,204 |
12,229 |
13.9% |
411,784 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0243 |
0.9754 |
|
| R3 |
1.0155 |
1.0007 |
0.9689 |
|
| R2 |
0.9919 |
0.9919 |
0.9667 |
|
| R1 |
0.9771 |
0.9771 |
0.9646 |
0.9727 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9661 |
| S1 |
0.9535 |
0.9535 |
0.9602 |
0.9491 |
| S2 |
0.9447 |
0.9447 |
0.9581 |
|
| S3 |
0.9211 |
0.9299 |
0.9559 |
|
| S4 |
0.8975 |
0.9063 |
0.9494 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0507 |
0.9808 |
|
| R3 |
1.0386 |
1.0172 |
0.9716 |
|
| R2 |
1.0051 |
1.0051 |
0.9685 |
|
| R1 |
0.9837 |
0.9837 |
0.9655 |
0.9777 |
| PP |
0.9716 |
0.9716 |
0.9716 |
0.9685 |
| S1 |
0.9502 |
0.9502 |
0.9593 |
0.9442 |
| S2 |
0.9381 |
0.9381 |
0.9563 |
|
| S3 |
0.9046 |
0.9167 |
0.9532 |
|
| S4 |
0.8711 |
0.8832 |
0.9440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9929 |
0.9594 |
0.0335 |
3.5% |
0.0153 |
1.6% |
9% |
False |
True |
99,059 |
| 10 |
0.9969 |
0.9594 |
0.0375 |
3.9% |
0.0144 |
1.5% |
8% |
False |
True |
102,974 |
| 20 |
1.0137 |
0.9594 |
0.0543 |
5.6% |
0.0144 |
1.5% |
6% |
False |
True |
97,889 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
7.0% |
0.0142 |
1.5% |
24% |
False |
False |
96,588 |
| 60 |
1.0137 |
0.8961 |
0.1176 |
12.2% |
0.0128 |
1.3% |
56% |
False |
False |
85,052 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.4% |
0.0123 |
1.3% |
65% |
False |
False |
63,931 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
17.1% |
0.0117 |
1.2% |
69% |
False |
False |
51,190 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.5% |
0.0114 |
1.2% |
74% |
False |
False |
42,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0448 |
|
1.618 |
1.0212 |
|
1.000 |
1.0066 |
|
0.618 |
0.9976 |
|
HIGH |
0.9830 |
|
0.618 |
0.9740 |
|
0.500 |
0.9712 |
|
0.382 |
0.9684 |
|
LOW |
0.9594 |
|
0.618 |
0.9448 |
|
1.000 |
0.9358 |
|
1.618 |
0.9212 |
|
2.618 |
0.8976 |
|
4.250 |
0.8591 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9727 |
| PP |
0.9683 |
0.9692 |
| S1 |
0.9653 |
0.9658 |
|