CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9572 |
-0.0033 |
-0.3% |
0.9861 |
| High |
0.9645 |
0.9684 |
0.0039 |
0.4% |
0.9929 |
| Low |
0.9528 |
0.9521 |
-0.0007 |
-0.1% |
0.9594 |
| Close |
0.9589 |
0.9670 |
0.0081 |
0.8% |
0.9624 |
| Range |
0.0117 |
0.0163 |
0.0046 |
39.3% |
0.0335 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
1.0% |
0.0000 |
| Volume |
133,331 |
115,011 |
-18,320 |
-13.7% |
411,784 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0055 |
0.9760 |
|
| R3 |
0.9951 |
0.9892 |
0.9715 |
|
| R2 |
0.9788 |
0.9788 |
0.9700 |
|
| R1 |
0.9729 |
0.9729 |
0.9685 |
0.9759 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9640 |
| S1 |
0.9566 |
0.9566 |
0.9655 |
0.9596 |
| S2 |
0.9462 |
0.9462 |
0.9640 |
|
| S3 |
0.9299 |
0.9403 |
0.9625 |
|
| S4 |
0.9136 |
0.9240 |
0.9580 |
|
|
| 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 |
0.9830 |
0.9521 |
0.0309 |
3.2% |
0.0155 |
1.6% |
48% |
False |
True |
109,286 |
| 10 |
0.9929 |
0.9521 |
0.0408 |
4.2% |
0.0140 |
1.4% |
37% |
False |
True |
102,622 |
| 20 |
1.0137 |
0.9521 |
0.0616 |
6.4% |
0.0141 |
1.5% |
24% |
False |
True |
103,713 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.4% |
0.0143 |
1.5% |
24% |
False |
True |
98,679 |
| 60 |
1.0137 |
0.8995 |
0.1142 |
11.8% |
0.0131 |
1.4% |
59% |
False |
False |
90,601 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.3% |
0.0125 |
1.3% |
68% |
False |
False |
68,403 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
17.0% |
0.0118 |
1.2% |
72% |
False |
False |
54,767 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.4% |
0.0117 |
1.2% |
76% |
False |
False |
45,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0111 |
|
1.618 |
0.9948 |
|
1.000 |
0.9847 |
|
0.618 |
0.9785 |
|
HIGH |
0.9684 |
|
0.618 |
0.9622 |
|
0.500 |
0.9603 |
|
0.382 |
0.9583 |
|
LOW |
0.9521 |
|
0.618 |
0.9420 |
|
1.000 |
0.9358 |
|
1.618 |
0.9257 |
|
2.618 |
0.9094 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9648 |
0.9648 |
| PP |
0.9625 |
0.9625 |
| S1 |
0.9603 |
0.9603 |
|