CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9544 |
0.9499 |
-0.0045 |
-0.5% |
0.9754 |
| High |
0.9572 |
0.9535 |
-0.0037 |
-0.4% |
0.9809 |
| Low |
0.9445 |
0.9422 |
-0.0023 |
-0.2% |
0.9488 |
| Close |
0.9504 |
0.9481 |
-0.0023 |
-0.2% |
0.9515 |
| Range |
0.0127 |
0.0113 |
-0.0014 |
-11.0% |
0.0321 |
| ATR |
0.0133 |
0.0131 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
816 |
1,598 |
782 |
95.8% |
2,426 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9763 |
0.9543 |
|
| R3 |
0.9705 |
0.9650 |
0.9512 |
|
| R2 |
0.9592 |
0.9592 |
0.9502 |
|
| R1 |
0.9537 |
0.9537 |
0.9491 |
0.9508 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9465 |
| S1 |
0.9424 |
0.9424 |
0.9471 |
0.9395 |
| S2 |
0.9366 |
0.9366 |
0.9460 |
|
| S3 |
0.9253 |
0.9311 |
0.9450 |
|
| S4 |
0.9140 |
0.9198 |
0.9419 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0362 |
0.9692 |
|
| R3 |
1.0246 |
1.0041 |
0.9603 |
|
| R2 |
0.9925 |
0.9925 |
0.9574 |
|
| R1 |
0.9720 |
0.9720 |
0.9544 |
0.9662 |
| PP |
0.9604 |
0.9604 |
0.9604 |
0.9575 |
| S1 |
0.9399 |
0.9399 |
0.9486 |
0.9341 |
| S2 |
0.9283 |
0.9283 |
0.9456 |
|
| S3 |
0.8962 |
0.9078 |
0.9427 |
|
| S4 |
0.8641 |
0.8757 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9735 |
0.9422 |
0.0313 |
3.3% |
0.0148 |
1.6% |
19% |
False |
True |
825 |
| 10 |
0.9809 |
0.9422 |
0.0387 |
4.1% |
0.0132 |
1.4% |
15% |
False |
True |
690 |
| 20 |
1.0015 |
0.9422 |
0.0593 |
6.3% |
0.0130 |
1.4% |
10% |
False |
True |
509 |
| 40 |
1.0015 |
0.9360 |
0.0655 |
6.9% |
0.0126 |
1.3% |
18% |
False |
False |
324 |
| 60 |
1.0015 |
0.8918 |
0.1097 |
11.6% |
0.0103 |
1.1% |
51% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0015 |
|
2.618 |
0.9831 |
|
1.618 |
0.9718 |
|
1.000 |
0.9648 |
|
0.618 |
0.9605 |
|
HIGH |
0.9535 |
|
0.618 |
0.9492 |
|
0.500 |
0.9479 |
|
0.382 |
0.9465 |
|
LOW |
0.9422 |
|
0.618 |
0.9352 |
|
1.000 |
0.9309 |
|
1.618 |
0.9239 |
|
2.618 |
0.9126 |
|
4.250 |
0.8942 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9480 |
0.9567 |
| PP |
0.9479 |
0.9538 |
| S1 |
0.9479 |
0.9510 |
|