CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9646 |
0.9814 |
0.0168 |
1.7% |
0.9544 |
| High |
0.9819 |
0.9814 |
-0.0005 |
-0.1% |
0.9819 |
| Low |
0.9620 |
0.9728 |
0.0108 |
1.1% |
0.9415 |
| Close |
0.9785 |
0.9788 |
0.0003 |
0.0% |
0.9785 |
| Range |
0.0199 |
0.0086 |
-0.0113 |
-56.8% |
0.0404 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
9,106 |
12,399 |
3,293 |
36.2% |
17,667 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
0.9997 |
0.9835 |
|
| R3 |
0.9949 |
0.9911 |
0.9812 |
|
| R2 |
0.9863 |
0.9863 |
0.9804 |
|
| R1 |
0.9825 |
0.9825 |
0.9796 |
0.9801 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9765 |
| S1 |
0.9739 |
0.9739 |
0.9780 |
0.9715 |
| S2 |
0.9691 |
0.9691 |
0.9772 |
|
| S3 |
0.9605 |
0.9653 |
0.9764 |
|
| S4 |
0.9519 |
0.9567 |
0.9741 |
|
|
| 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% |
0.0141 |
1.4% |
92% |
False |
False |
5,850 |
| 10 |
0.9819 |
0.9415 |
0.0404 |
4.1% |
0.0146 |
1.5% |
92% |
False |
False |
3,249 |
| 20 |
1.0010 |
0.9415 |
0.0595 |
6.1% |
0.0133 |
1.4% |
63% |
False |
False |
1,841 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0127 |
1.3% |
62% |
False |
False |
1,002 |
| 60 |
1.0015 |
0.9110 |
0.0905 |
9.2% |
0.0112 |
1.1% |
75% |
False |
False |
686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
1.0039 |
|
1.618 |
0.9953 |
|
1.000 |
0.9900 |
|
0.618 |
0.9867 |
|
HIGH |
0.9814 |
|
0.618 |
0.9781 |
|
0.500 |
0.9771 |
|
0.382 |
0.9761 |
|
LOW |
0.9728 |
|
0.618 |
0.9675 |
|
1.000 |
0.9642 |
|
1.618 |
0.9589 |
|
2.618 |
0.9503 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9746 |
| PP |
0.9777 |
0.9705 |
| S1 |
0.9771 |
0.9663 |
|