CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9888 |
-0.0027 |
-0.3% |
0.9657 |
| High |
0.9921 |
0.9960 |
0.0039 |
0.4% |
0.9931 |
| Low |
0.9840 |
0.9827 |
-0.0013 |
-0.1% |
0.9521 |
| Close |
0.9900 |
0.9850 |
-0.0050 |
-0.5% |
0.9897 |
| Range |
0.0081 |
0.0133 |
0.0052 |
64.2% |
0.0410 |
| ATR |
0.0144 |
0.0144 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
86,721 |
105,677 |
18,956 |
21.9% |
580,390 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0197 |
0.9923 |
|
| R3 |
1.0145 |
1.0064 |
0.9887 |
|
| R2 |
1.0012 |
1.0012 |
0.9874 |
|
| R1 |
0.9931 |
0.9931 |
0.9862 |
0.9905 |
| PP |
0.9879 |
0.9879 |
0.9879 |
0.9866 |
| S1 |
0.9798 |
0.9798 |
0.9838 |
0.9772 |
| S2 |
0.9746 |
0.9746 |
0.9826 |
|
| S3 |
0.9613 |
0.9665 |
0.9813 |
|
| S4 |
0.9480 |
0.9532 |
0.9777 |
|
|
| 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 |
0.9960 |
0.9521 |
0.0439 |
4.5% |
0.0147 |
1.5% |
75% |
True |
False |
105,909 |
| 10 |
0.9960 |
0.9521 |
0.0439 |
4.5% |
0.0152 |
1.5% |
75% |
True |
False |
108,876 |
| 20 |
1.0133 |
0.9521 |
0.0612 |
6.2% |
0.0143 |
1.5% |
54% |
False |
False |
106,335 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0145 |
1.5% |
53% |
False |
False |
100,348 |
| 60 |
1.0137 |
0.9213 |
0.0924 |
9.4% |
0.0135 |
1.4% |
69% |
False |
False |
93,800 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0126 |
1.3% |
81% |
False |
False |
73,570 |
| 100 |
1.0137 |
0.8520 |
0.1617 |
16.4% |
0.0120 |
1.2% |
82% |
False |
False |
58,907 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.1% |
0.0120 |
1.2% |
85% |
False |
False |
49,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0308 |
|
1.618 |
1.0175 |
|
1.000 |
1.0093 |
|
0.618 |
1.0042 |
|
HIGH |
0.9960 |
|
0.618 |
0.9909 |
|
0.500 |
0.9894 |
|
0.382 |
0.9878 |
|
LOW |
0.9827 |
|
0.618 |
0.9745 |
|
1.000 |
0.9694 |
|
1.618 |
0.9612 |
|
2.618 |
0.9479 |
|
4.250 |
0.9262 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9848 |
| PP |
0.9879 |
0.9847 |
| S1 |
0.9865 |
0.9845 |
|