CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9818 |
-0.0070 |
-0.7% |
0.9657 |
| High |
0.9960 |
0.9849 |
-0.0111 |
-1.1% |
0.9931 |
| Low |
0.9827 |
0.9746 |
-0.0081 |
-0.8% |
0.9521 |
| Close |
0.9850 |
0.9793 |
-0.0057 |
-0.6% |
0.9897 |
| Range |
0.0133 |
0.0103 |
-0.0030 |
-22.6% |
0.0410 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
105,677 |
119,501 |
13,824 |
13.1% |
580,390 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0052 |
0.9850 |
|
| R3 |
1.0002 |
0.9949 |
0.9821 |
|
| R2 |
0.9899 |
0.9899 |
0.9812 |
|
| R1 |
0.9846 |
0.9846 |
0.9802 |
0.9821 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9784 |
| S1 |
0.9743 |
0.9743 |
0.9784 |
0.9718 |
| S2 |
0.9693 |
0.9693 |
0.9774 |
|
| S3 |
0.9590 |
0.9640 |
0.9765 |
|
| S4 |
0.9487 |
0.9537 |
0.9736 |
|
|
| 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 |
0.9612 |
0.0348 |
3.6% |
0.0135 |
1.4% |
52% |
False |
False |
106,807 |
| 10 |
0.9960 |
0.9521 |
0.0439 |
4.5% |
0.0145 |
1.5% |
62% |
False |
False |
108,046 |
| 20 |
1.0082 |
0.9521 |
0.0561 |
5.7% |
0.0140 |
1.4% |
48% |
False |
False |
106,768 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0145 |
1.5% |
44% |
False |
False |
101,252 |
| 60 |
1.0137 |
0.9232 |
0.0905 |
9.2% |
0.0134 |
1.4% |
62% |
False |
False |
94,460 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0126 |
1.3% |
77% |
False |
False |
75,058 |
| 100 |
1.0137 |
0.8597 |
0.1540 |
15.7% |
0.0120 |
1.2% |
78% |
False |
False |
60,101 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.2% |
0.0120 |
1.2% |
83% |
False |
False |
50,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0119 |
|
1.618 |
1.0016 |
|
1.000 |
0.9952 |
|
0.618 |
0.9913 |
|
HIGH |
0.9849 |
|
0.618 |
0.9810 |
|
0.500 |
0.9798 |
|
0.382 |
0.9785 |
|
LOW |
0.9746 |
|
0.618 |
0.9682 |
|
1.000 |
0.9643 |
|
1.618 |
0.9579 |
|
2.618 |
0.9476 |
|
4.250 |
0.9308 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9853 |
| PP |
0.9796 |
0.9833 |
| S1 |
0.9795 |
0.9813 |
|