CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9793 |
-0.0025 |
-0.3% |
0.9657 |
| High |
0.9849 |
0.9884 |
0.0035 |
0.4% |
0.9931 |
| Low |
0.9746 |
0.9774 |
0.0028 |
0.3% |
0.9521 |
| Close |
0.9793 |
0.9827 |
0.0034 |
0.3% |
0.9897 |
| Range |
0.0103 |
0.0110 |
0.0007 |
6.8% |
0.0410 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
119,501 |
97,400 |
-22,101 |
-18.5% |
580,390 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0103 |
0.9888 |
|
| R3 |
1.0048 |
0.9993 |
0.9857 |
|
| R2 |
0.9938 |
0.9938 |
0.9847 |
|
| R1 |
0.9883 |
0.9883 |
0.9837 |
0.9911 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9842 |
| S1 |
0.9773 |
0.9773 |
0.9817 |
0.9801 |
| S2 |
0.9718 |
0.9718 |
0.9807 |
|
| S3 |
0.9608 |
0.9663 |
0.9797 |
|
| S4 |
0.9498 |
0.9553 |
0.9767 |
|
|
| 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 |
0.9730 |
0.0230 |
2.3% |
0.0126 |
1.3% |
42% |
False |
False |
104,749 |
| 10 |
0.9960 |
0.9521 |
0.0439 |
4.5% |
0.0144 |
1.5% |
70% |
False |
False |
108,989 |
| 20 |
1.0082 |
0.9521 |
0.0561 |
5.7% |
0.0140 |
1.4% |
55% |
False |
False |
105,634 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0145 |
1.5% |
50% |
False |
False |
102,078 |
| 60 |
1.0137 |
0.9232 |
0.0905 |
9.2% |
0.0134 |
1.4% |
66% |
False |
False |
94,832 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.1% |
0.0126 |
1.3% |
79% |
False |
False |
76,272 |
| 100 |
1.0137 |
0.8597 |
0.1540 |
15.7% |
0.0120 |
1.2% |
80% |
False |
False |
61,073 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.1% |
0.0120 |
1.2% |
84% |
False |
False |
50,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0172 |
|
1.618 |
1.0062 |
|
1.000 |
0.9994 |
|
0.618 |
0.9952 |
|
HIGH |
0.9884 |
|
0.618 |
0.9842 |
|
0.500 |
0.9829 |
|
0.382 |
0.9816 |
|
LOW |
0.9774 |
|
0.618 |
0.9706 |
|
1.000 |
0.9664 |
|
1.618 |
0.9596 |
|
2.618 |
0.9486 |
|
4.250 |
0.9307 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9853 |
| PP |
0.9828 |
0.9844 |
| S1 |
0.9828 |
0.9836 |
|