CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9839 |
0.0046 |
0.5% |
0.9915 |
| High |
0.9884 |
0.9895 |
0.0011 |
0.1% |
0.9960 |
| Low |
0.9774 |
0.9827 |
0.0053 |
0.5% |
0.9746 |
| Close |
0.9827 |
0.9851 |
0.0024 |
0.2% |
0.9851 |
| Range |
0.0110 |
0.0068 |
-0.0042 |
-38.2% |
0.0214 |
| ATR |
0.0139 |
0.0133 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
97,400 |
17,169 |
-80,231 |
-82.4% |
426,468 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0024 |
0.9888 |
|
| R3 |
0.9994 |
0.9956 |
0.9870 |
|
| R2 |
0.9926 |
0.9926 |
0.9863 |
|
| R1 |
0.9888 |
0.9888 |
0.9857 |
0.9907 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9867 |
| S1 |
0.9820 |
0.9820 |
0.9845 |
0.9839 |
| S2 |
0.9790 |
0.9790 |
0.9839 |
|
| S3 |
0.9722 |
0.9752 |
0.9832 |
|
| S4 |
0.9654 |
0.9684 |
0.9814 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0387 |
0.9969 |
|
| R3 |
1.0280 |
1.0173 |
0.9910 |
|
| R2 |
1.0066 |
1.0066 |
0.9890 |
|
| R1 |
0.9959 |
0.9959 |
0.9871 |
0.9906 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9826 |
| S1 |
0.9745 |
0.9745 |
0.9831 |
0.9692 |
| S2 |
0.9638 |
0.9638 |
0.9812 |
|
| S3 |
0.9424 |
0.9531 |
0.9792 |
|
| S4 |
0.9210 |
0.9317 |
0.9733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9960 |
0.9746 |
0.0214 |
2.2% |
0.0099 |
1.0% |
49% |
False |
False |
85,293 |
| 10 |
0.9960 |
0.9521 |
0.0439 |
4.5% |
0.0127 |
1.3% |
75% |
False |
False |
100,685 |
| 20 |
0.9969 |
0.9521 |
0.0448 |
4.5% |
0.0135 |
1.4% |
74% |
False |
False |
101,830 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.3% |
0.0144 |
1.5% |
54% |
False |
False |
100,449 |
| 60 |
1.0137 |
0.9256 |
0.0881 |
8.9% |
0.0134 |
1.4% |
68% |
False |
False |
93,808 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0126 |
1.3% |
81% |
False |
False |
76,479 |
| 100 |
1.0137 |
0.8655 |
0.1482 |
15.0% |
0.0119 |
1.2% |
81% |
False |
False |
61,242 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
20.0% |
0.0120 |
1.2% |
86% |
False |
False |
51,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0184 |
|
2.618 |
1.0073 |
|
1.618 |
1.0005 |
|
1.000 |
0.9963 |
|
0.618 |
0.9937 |
|
HIGH |
0.9895 |
|
0.618 |
0.9869 |
|
0.500 |
0.9861 |
|
0.382 |
0.9853 |
|
LOW |
0.9827 |
|
0.618 |
0.9785 |
|
1.000 |
0.9759 |
|
1.618 |
0.9717 |
|
2.618 |
0.9649 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9841 |
| PP |
0.9858 |
0.9831 |
| S1 |
0.9854 |
0.9821 |
|