CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9758 |
0.0098 |
1.0% |
0.9657 |
| High |
0.9770 |
0.9931 |
0.0161 |
1.6% |
0.9931 |
| Low |
0.9612 |
0.9730 |
0.0118 |
1.2% |
0.9521 |
| Close |
0.9751 |
0.9897 |
0.0146 |
1.5% |
0.9897 |
| Range |
0.0158 |
0.0201 |
0.0043 |
27.2% |
0.0410 |
| ATR |
0.0145 |
0.0149 |
0.0004 |
2.7% |
0.0000 |
| Volume |
107,691 |
114,447 |
6,756 |
6.3% |
580,390 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0377 |
1.0008 |
|
| R3 |
1.0255 |
1.0176 |
0.9952 |
|
| R2 |
1.0054 |
1.0054 |
0.9934 |
|
| R1 |
0.9975 |
0.9975 |
0.9915 |
1.0015 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9872 |
| S1 |
0.9774 |
0.9774 |
0.9879 |
0.9814 |
| S2 |
0.9652 |
0.9652 |
0.9860 |
|
| S3 |
0.9451 |
0.9573 |
0.9842 |
|
| S4 |
0.9250 |
0.9372 |
0.9786 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0865 |
1.0123 |
|
| R3 |
1.0603 |
1.0455 |
1.0010 |
|
| R2 |
1.0193 |
1.0193 |
0.9972 |
|
| R1 |
1.0045 |
1.0045 |
0.9935 |
1.0119 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9820 |
| S1 |
0.9635 |
0.9635 |
0.9859 |
0.9709 |
| S2 |
0.9373 |
0.9373 |
0.9822 |
|
| S3 |
0.8963 |
0.9225 |
0.9784 |
|
| S4 |
0.8553 |
0.8815 |
0.9672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9931 |
0.9521 |
0.0410 |
4.1% |
0.0155 |
1.6% |
92% |
True |
False |
116,078 |
| 10 |
0.9931 |
0.9521 |
0.0410 |
4.1% |
0.0154 |
1.6% |
92% |
True |
False |
107,568 |
| 20 |
1.0137 |
0.9521 |
0.0616 |
6.2% |
0.0142 |
1.4% |
61% |
False |
False |
104,681 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.2% |
0.0146 |
1.5% |
61% |
False |
False |
99,719 |
| 60 |
1.0137 |
0.9103 |
0.1034 |
10.4% |
0.0133 |
1.3% |
77% |
False |
False |
92,493 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0126 |
1.3% |
84% |
False |
False |
71,173 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
16.7% |
0.0120 |
1.2% |
85% |
False |
False |
56,985 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.0% |
0.0119 |
1.2% |
88% |
False |
False |
47,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0457 |
|
1.618 |
1.0256 |
|
1.000 |
1.0132 |
|
0.618 |
1.0055 |
|
HIGH |
0.9931 |
|
0.618 |
0.9854 |
|
0.500 |
0.9831 |
|
0.382 |
0.9807 |
|
LOW |
0.9730 |
|
0.618 |
0.9606 |
|
1.000 |
0.9529 |
|
1.618 |
0.9405 |
|
2.618 |
0.9204 |
|
4.250 |
0.8876 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9840 |
| PP |
0.9853 |
0.9783 |
| S1 |
0.9831 |
0.9726 |
|