CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9499 |
0.9475 |
-0.0024 |
-0.3% |
0.9754 |
| High |
0.9535 |
0.9576 |
0.0041 |
0.4% |
0.9809 |
| Low |
0.9422 |
0.9415 |
-0.0007 |
-0.1% |
0.9488 |
| Close |
0.9481 |
0.9562 |
0.0081 |
0.9% |
0.9515 |
| Range |
0.0113 |
0.0161 |
0.0048 |
42.5% |
0.0321 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.6% |
0.0000 |
| Volume |
1,598 |
3,661 |
2,063 |
129.1% |
2,426 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9942 |
0.9651 |
|
| R3 |
0.9840 |
0.9781 |
0.9606 |
|
| R2 |
0.9679 |
0.9679 |
0.9592 |
|
| R1 |
0.9620 |
0.9620 |
0.9577 |
0.9650 |
| PP |
0.9518 |
0.9518 |
0.9518 |
0.9532 |
| S1 |
0.9459 |
0.9459 |
0.9547 |
0.9489 |
| S2 |
0.9357 |
0.9357 |
0.9532 |
|
| S3 |
0.9196 |
0.9298 |
0.9518 |
|
| S4 |
0.9035 |
0.9137 |
0.9473 |
|
|
| 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 |
0.9713 |
0.9415 |
0.0298 |
3.1% |
0.0148 |
1.6% |
49% |
False |
True |
1,472 |
| 10 |
0.9809 |
0.9415 |
0.0394 |
4.1% |
0.0132 |
1.4% |
37% |
False |
True |
1,001 |
| 20 |
1.0015 |
0.9415 |
0.0600 |
6.3% |
0.0131 |
1.4% |
25% |
False |
True |
679 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.3% |
0.0125 |
1.3% |
25% |
False |
True |
415 |
| 60 |
1.0015 |
0.8976 |
0.1039 |
10.9% |
0.0106 |
1.1% |
56% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
0.9997 |
|
1.618 |
0.9836 |
|
1.000 |
0.9737 |
|
0.618 |
0.9675 |
|
HIGH |
0.9576 |
|
0.618 |
0.9514 |
|
0.500 |
0.9496 |
|
0.382 |
0.9477 |
|
LOW |
0.9415 |
|
0.618 |
0.9316 |
|
1.000 |
0.9254 |
|
1.618 |
0.9155 |
|
2.618 |
0.8994 |
|
4.250 |
0.8731 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9540 |
| PP |
0.9518 |
0.9518 |
| S1 |
0.9496 |
0.9496 |
|