CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9678 |
0.9727 |
0.0049 |
0.5% |
0.9814 |
| High |
0.9771 |
0.9784 |
0.0013 |
0.1% |
0.9847 |
| Low |
0.9664 |
0.9715 |
0.0051 |
0.5% |
0.9635 |
| Close |
0.9716 |
0.9740 |
0.0024 |
0.2% |
0.9740 |
| Range |
0.0107 |
0.0069 |
-0.0038 |
-35.5% |
0.0212 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
49,826 |
63,322 |
13,496 |
27.1% |
188,424 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9916 |
0.9778 |
|
| R3 |
0.9884 |
0.9847 |
0.9759 |
|
| R2 |
0.9815 |
0.9815 |
0.9753 |
|
| R1 |
0.9778 |
0.9778 |
0.9746 |
0.9797 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9756 |
| S1 |
0.9709 |
0.9709 |
0.9734 |
0.9728 |
| S2 |
0.9677 |
0.9677 |
0.9727 |
|
| S3 |
0.9608 |
0.9640 |
0.9721 |
|
| S4 |
0.9539 |
0.9571 |
0.9702 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0270 |
0.9857 |
|
| R3 |
1.0165 |
1.0058 |
0.9798 |
|
| R2 |
0.9953 |
0.9953 |
0.9779 |
|
| R1 |
0.9846 |
0.9846 |
0.9759 |
0.9794 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9714 |
| S1 |
0.9634 |
0.9634 |
0.9721 |
0.9582 |
| S2 |
0.9529 |
0.9529 |
0.9701 |
|
| S3 |
0.9317 |
0.9422 |
0.9682 |
|
| S4 |
0.9105 |
0.9210 |
0.9623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9635 |
0.0212 |
2.2% |
0.0102 |
1.0% |
50% |
False |
False |
37,684 |
| 10 |
0.9847 |
0.9415 |
0.0432 |
4.4% |
0.0126 |
1.3% |
75% |
False |
False |
20,609 |
| 20 |
0.9852 |
0.9415 |
0.0437 |
4.5% |
0.0130 |
1.3% |
74% |
False |
False |
10,579 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0131 |
1.3% |
54% |
False |
False |
5,398 |
| 60 |
1.0015 |
0.9164 |
0.0851 |
8.7% |
0.0116 |
1.2% |
68% |
False |
False |
3,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0077 |
|
2.618 |
0.9965 |
|
1.618 |
0.9896 |
|
1.000 |
0.9853 |
|
0.618 |
0.9827 |
|
HIGH |
0.9784 |
|
0.618 |
0.9758 |
|
0.500 |
0.9750 |
|
0.382 |
0.9741 |
|
LOW |
0.9715 |
|
0.618 |
0.9672 |
|
1.000 |
0.9646 |
|
1.618 |
0.9603 |
|
2.618 |
0.9534 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9730 |
| PP |
0.9746 |
0.9720 |
| S1 |
0.9743 |
0.9710 |
|