CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9552 |
0.9646 |
0.0094 |
1.0% |
0.9544 |
| High |
0.9655 |
0.9819 |
0.0164 |
1.7% |
0.9819 |
| Low |
0.9507 |
0.9620 |
0.0113 |
1.2% |
0.9415 |
| Close |
0.9641 |
0.9785 |
0.0144 |
1.5% |
0.9785 |
| Range |
0.0148 |
0.0199 |
0.0051 |
34.5% |
0.0404 |
| ATR |
0.0134 |
0.0139 |
0.0005 |
3.4% |
0.0000 |
| Volume |
2,486 |
9,106 |
6,620 |
266.3% |
17,667 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0261 |
0.9894 |
|
| R3 |
1.0139 |
1.0062 |
0.9840 |
|
| R2 |
0.9940 |
0.9940 |
0.9821 |
|
| R1 |
0.9863 |
0.9863 |
0.9803 |
0.9902 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9761 |
| S1 |
0.9664 |
0.9664 |
0.9767 |
0.9703 |
| S2 |
0.9542 |
0.9542 |
0.9749 |
|
| S3 |
0.9343 |
0.9465 |
0.9730 |
|
| S4 |
0.9144 |
0.9266 |
0.9676 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0739 |
1.0007 |
|
| R3 |
1.0481 |
1.0335 |
0.9896 |
|
| R2 |
1.0077 |
1.0077 |
0.9859 |
|
| R1 |
0.9931 |
0.9931 |
0.9822 |
1.0004 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9710 |
| S1 |
0.9527 |
0.9527 |
0.9748 |
0.9600 |
| S2 |
0.9269 |
0.9269 |
0.9711 |
|
| S3 |
0.8865 |
0.9123 |
0.9674 |
|
| S4 |
0.8461 |
0.8719 |
0.9563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9819 |
0.9415 |
0.0404 |
4.1% |
0.0150 |
1.5% |
92% |
True |
False |
3,533 |
| 10 |
0.9819 |
0.9415 |
0.0404 |
4.1% |
0.0147 |
1.5% |
92% |
True |
False |
2,086 |
| 20 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0133 |
1.4% |
62% |
False |
False |
1,241 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0129 |
1.3% |
62% |
False |
False |
698 |
| 60 |
1.0015 |
0.9025 |
0.0990 |
10.1% |
0.0112 |
1.1% |
77% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0340 |
|
1.618 |
1.0141 |
|
1.000 |
1.0018 |
|
0.618 |
0.9942 |
|
HIGH |
0.9819 |
|
0.618 |
0.9743 |
|
0.500 |
0.9720 |
|
0.382 |
0.9696 |
|
LOW |
0.9620 |
|
0.618 |
0.9497 |
|
1.000 |
0.9421 |
|
1.618 |
0.9298 |
|
2.618 |
0.9099 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9729 |
| PP |
0.9741 |
0.9673 |
| S1 |
0.9720 |
0.9617 |
|