CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9837 |
-0.0002 |
0.0% |
0.9915 |
| High |
0.9895 |
0.9940 |
0.0045 |
0.5% |
0.9960 |
| Low |
0.9827 |
0.9837 |
0.0010 |
0.1% |
0.9746 |
| Close |
0.9851 |
0.9939 |
0.0088 |
0.9% |
0.9851 |
| Range |
0.0068 |
0.0103 |
0.0035 |
51.5% |
0.0214 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
17,169 |
1,391 |
-15,778 |
-91.9% |
426,468 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0180 |
0.9996 |
|
| R3 |
1.0111 |
1.0077 |
0.9967 |
|
| R2 |
1.0008 |
1.0008 |
0.9958 |
|
| R1 |
0.9974 |
0.9974 |
0.9948 |
0.9991 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9914 |
| S1 |
0.9871 |
0.9871 |
0.9930 |
0.9888 |
| S2 |
0.9802 |
0.9802 |
0.9920 |
|
| S3 |
0.9699 |
0.9768 |
0.9911 |
|
| S4 |
0.9596 |
0.9665 |
0.9882 |
|
|
| 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% |
0.0103 |
1.0% |
90% |
False |
False |
68,227 |
| 10 |
0.9960 |
0.9521 |
0.0439 |
4.4% |
0.0124 |
1.2% |
95% |
False |
False |
89,833 |
| 20 |
0.9960 |
0.9521 |
0.0439 |
4.4% |
0.0132 |
1.3% |
95% |
False |
False |
94,954 |
| 40 |
1.0137 |
0.9521 |
0.0616 |
6.2% |
0.0143 |
1.4% |
68% |
False |
False |
97,518 |
| 60 |
1.0137 |
0.9267 |
0.0870 |
8.8% |
0.0134 |
1.3% |
77% |
False |
False |
92,656 |
| 80 |
1.0137 |
0.8655 |
0.1482 |
14.9% |
0.0126 |
1.3% |
87% |
False |
False |
76,490 |
| 100 |
1.0137 |
0.8655 |
0.1482 |
14.9% |
0.0119 |
1.2% |
87% |
False |
False |
61,252 |
| 120 |
1.0137 |
0.8162 |
0.1975 |
19.9% |
0.0120 |
1.2% |
90% |
False |
False |
51,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0378 |
|
2.618 |
1.0210 |
|
1.618 |
1.0107 |
|
1.000 |
1.0043 |
|
0.618 |
1.0004 |
|
HIGH |
0.9940 |
|
0.618 |
0.9901 |
|
0.500 |
0.9889 |
|
0.382 |
0.9876 |
|
LOW |
0.9837 |
|
0.618 |
0.9773 |
|
1.000 |
0.9734 |
|
1.618 |
0.9670 |
|
2.618 |
0.9567 |
|
4.250 |
0.9399 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9922 |
0.9912 |
| PP |
0.9905 |
0.9884 |
| S1 |
0.9889 |
0.9857 |
|