CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9915 |
0.0157 |
1.6% |
0.9657 |
| High |
0.9931 |
0.9921 |
-0.0010 |
-0.1% |
0.9931 |
| Low |
0.9730 |
0.9840 |
0.0110 |
1.1% |
0.9521 |
| Close |
0.9897 |
0.9900 |
0.0003 |
0.0% |
0.9897 |
| Range |
0.0201 |
0.0081 |
-0.0120 |
-59.7% |
0.0410 |
| ATR |
0.0149 |
0.0144 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
114,447 |
86,721 |
-27,726 |
-24.2% |
580,390 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0096 |
0.9945 |
|
| R3 |
1.0049 |
1.0015 |
0.9922 |
|
| R2 |
0.9968 |
0.9968 |
0.9915 |
|
| R1 |
0.9934 |
0.9934 |
0.9907 |
0.9911 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9875 |
| S1 |
0.9853 |
0.9853 |
0.9893 |
0.9830 |
| S2 |
0.9806 |
0.9806 |
0.9885 |
|
| S3 |
0.9725 |
0.9772 |
0.9878 |
|
| S4 |
0.9644 |
0.9691 |
0.9855 |
|
|
| 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% |
0.0144 |
1.5% |
92% |
False |
False |
111,440 |
| 10 |
0.9931 |
0.9521 |
0.0410 |
4.1% |
0.0152 |
1.5% |
92% |
False |
False |
107,889 |
| 20 |
1.0133 |
0.9521 |
0.0612 |
6.2% |
0.0141 |
1.4% |
62% |
False |
False |
104,720 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.2% |
0.0144 |
1.5% |
62% |
False |
False |
98,798 |
| 60 |
1.0137 |
0.9187 |
0.0950 |
9.6% |
0.0134 |
1.3% |
75% |
False |
False |
92,951 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0126 |
1.3% |
84% |
False |
False |
72,252 |
| 100 |
1.0137 |
0.8489 |
0.1648 |
16.6% |
0.0120 |
1.2% |
86% |
False |
False |
57,851 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
19.9% |
0.0119 |
1.2% |
88% |
False |
False |
48,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0265 |
|
2.618 |
1.0133 |
|
1.618 |
1.0052 |
|
1.000 |
1.0002 |
|
0.618 |
0.9971 |
|
HIGH |
0.9921 |
|
0.618 |
0.9890 |
|
0.500 |
0.9881 |
|
0.382 |
0.9871 |
|
LOW |
0.9840 |
|
0.618 |
0.9790 |
|
1.000 |
0.9759 |
|
1.618 |
0.9709 |
|
2.618 |
0.9628 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9857 |
| PP |
0.9887 |
0.9814 |
| S1 |
0.9881 |
0.9772 |
|