CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9657 |
0.9605 |
-0.0052 |
-0.5% |
0.9861 |
| High |
0.9683 |
0.9645 |
-0.0038 |
-0.4% |
0.9929 |
| Low |
0.9549 |
0.9528 |
-0.0021 |
-0.2% |
0.9594 |
| Close |
0.9612 |
0.9589 |
-0.0023 |
-0.2% |
0.9624 |
| Range |
0.0134 |
0.0117 |
-0.0017 |
-12.7% |
0.0335 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
109,910 |
133,331 |
23,421 |
21.3% |
411,784 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9881 |
0.9653 |
|
| R3 |
0.9821 |
0.9764 |
0.9621 |
|
| R2 |
0.9704 |
0.9704 |
0.9610 |
|
| R1 |
0.9647 |
0.9647 |
0.9600 |
0.9617 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9573 |
| S1 |
0.9530 |
0.9530 |
0.9578 |
0.9500 |
| S2 |
0.9470 |
0.9470 |
0.9568 |
|
| S3 |
0.9353 |
0.9413 |
0.9557 |
|
| S4 |
0.9236 |
0.9296 |
0.9525 |
|
|
| 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 |
0.9859 |
0.9528 |
0.0331 |
3.5% |
0.0157 |
1.6% |
18% |
False |
True |
111,844 |
| 10 |
0.9929 |
0.9528 |
0.0401 |
4.2% |
0.0140 |
1.5% |
15% |
False |
True |
104,004 |
| 20 |
1.0137 |
0.9528 |
0.0609 |
6.4% |
0.0142 |
1.5% |
10% |
False |
True |
102,131 |
| 40 |
1.0137 |
0.9464 |
0.0673 |
7.0% |
0.0144 |
1.5% |
19% |
False |
False |
98,774 |
| 60 |
1.0137 |
0.8988 |
0.1149 |
12.0% |
0.0130 |
1.4% |
52% |
False |
False |
88,860 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.5% |
0.0124 |
1.3% |
63% |
False |
False |
66,967 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
17.2% |
0.0118 |
1.2% |
67% |
False |
False |
53,619 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.6% |
0.0116 |
1.2% |
72% |
False |
False |
44,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0142 |
|
2.618 |
0.9951 |
|
1.618 |
0.9834 |
|
1.000 |
0.9762 |
|
0.618 |
0.9717 |
|
HIGH |
0.9645 |
|
0.618 |
0.9600 |
|
0.500 |
0.9587 |
|
0.382 |
0.9573 |
|
LOW |
0.9528 |
|
0.618 |
0.9456 |
|
1.000 |
0.9411 |
|
1.618 |
0.9339 |
|
2.618 |
0.9222 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9588 |
0.9679 |
| PP |
0.9587 |
0.9649 |
| S1 |
0.9587 |
0.9619 |
|