CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9660 |
0.0088 |
0.9% |
0.9861 |
| High |
0.9684 |
0.9770 |
0.0086 |
0.9% |
0.9929 |
| Low |
0.9521 |
0.9612 |
0.0091 |
1.0% |
0.9594 |
| Close |
0.9670 |
0.9751 |
0.0081 |
0.8% |
0.9624 |
| Range |
0.0163 |
0.0158 |
-0.0005 |
-3.1% |
0.0335 |
| ATR |
0.0144 |
0.0145 |
0.0001 |
0.7% |
0.0000 |
| Volume |
115,011 |
107,691 |
-7,320 |
-6.4% |
411,784 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0126 |
0.9838 |
|
| R3 |
1.0027 |
0.9968 |
0.9794 |
|
| R2 |
0.9869 |
0.9869 |
0.9780 |
|
| R1 |
0.9810 |
0.9810 |
0.9765 |
0.9840 |
| PP |
0.9711 |
0.9711 |
0.9711 |
0.9726 |
| S1 |
0.9652 |
0.9652 |
0.9737 |
0.9682 |
| S2 |
0.9553 |
0.9553 |
0.9722 |
|
| S3 |
0.9395 |
0.9494 |
0.9708 |
|
| S4 |
0.9237 |
0.9336 |
0.9664 |
|
|
| 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% |
0.0162 |
1.7% |
74% |
False |
False |
113,229 |
| 10 |
0.9929 |
0.9521 |
0.0408 |
4.2% |
0.0145 |
1.5% |
56% |
False |
False |
103,517 |
| 20 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0141 |
1.4% |
37% |
False |
False |
103,135 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0145 |
1.5% |
37% |
False |
False |
99,493 |
| 60 |
1.0137 |
0.9052 |
0.1085 |
11.1% |
0.0132 |
1.4% |
64% |
False |
False |
91,594 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.2% |
0.0125 |
1.3% |
74% |
False |
False |
69,747 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
16.9% |
0.0119 |
1.2% |
77% |
False |
False |
55,841 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.3% |
0.0118 |
1.2% |
80% |
False |
False |
46,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0184 |
|
1.618 |
1.0026 |
|
1.000 |
0.9928 |
|
0.618 |
0.9868 |
|
HIGH |
0.9770 |
|
0.618 |
0.9710 |
|
0.500 |
0.9691 |
|
0.382 |
0.9672 |
|
LOW |
0.9612 |
|
0.618 |
0.9514 |
|
1.000 |
0.9454 |
|
1.618 |
0.9356 |
|
2.618 |
0.9198 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9731 |
0.9716 |
| PP |
0.9711 |
0.9681 |
| S1 |
0.9691 |
0.9646 |
|