CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9657 |
-0.0106 |
-1.1% |
0.9861 |
| High |
0.9830 |
0.9683 |
-0.0147 |
-1.5% |
0.9929 |
| Low |
0.9594 |
0.9549 |
-0.0045 |
-0.5% |
0.9594 |
| Close |
0.9624 |
0.9612 |
-0.0012 |
-0.1% |
0.9624 |
| Range |
0.0236 |
0.0134 |
-0.0102 |
-43.2% |
0.0335 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
100,204 |
109,910 |
9,706 |
9.7% |
411,784 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9948 |
0.9686 |
|
| R3 |
0.9883 |
0.9814 |
0.9649 |
|
| R2 |
0.9749 |
0.9749 |
0.9637 |
|
| R1 |
0.9680 |
0.9680 |
0.9624 |
0.9648 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9598 |
| S1 |
0.9546 |
0.9546 |
0.9600 |
0.9514 |
| S2 |
0.9481 |
0.9481 |
0.9587 |
|
| S3 |
0.9347 |
0.9412 |
0.9575 |
|
| S4 |
0.9213 |
0.9278 |
0.9538 |
|
|
| 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 |
0.9549 |
0.0380 |
4.0% |
0.0160 |
1.7% |
17% |
False |
True |
104,338 |
| 10 |
0.9929 |
0.9549 |
0.0380 |
4.0% |
0.0139 |
1.5% |
17% |
False |
True |
100,075 |
| 20 |
1.0137 |
0.9549 |
0.0588 |
6.1% |
0.0142 |
1.5% |
11% |
False |
True |
99,085 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
7.0% |
0.0143 |
1.5% |
22% |
False |
False |
97,071 |
| 60 |
1.0137 |
0.8988 |
0.1149 |
12.0% |
0.0129 |
1.3% |
54% |
False |
False |
86,813 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.4% |
0.0123 |
1.3% |
65% |
False |
False |
65,302 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
17.1% |
0.0118 |
1.2% |
68% |
False |
False |
52,286 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.5% |
0.0115 |
1.2% |
73% |
False |
False |
43,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0034 |
|
1.618 |
0.9900 |
|
1.000 |
0.9817 |
|
0.618 |
0.9766 |
|
HIGH |
0.9683 |
|
0.618 |
0.9632 |
|
0.500 |
0.9616 |
|
0.382 |
0.9600 |
|
LOW |
0.9549 |
|
0.618 |
0.9466 |
|
1.000 |
0.9415 |
|
1.618 |
0.9332 |
|
2.618 |
0.9198 |
|
4.250 |
0.8980 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9690 |
| PP |
0.9615 |
0.9664 |
| S1 |
0.9613 |
0.9638 |
|