CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9728 |
0.0001 |
0.0% |
0.9814 |
| High |
0.9784 |
0.9872 |
0.0088 |
0.9% |
0.9847 |
| Low |
0.9715 |
0.9722 |
0.0007 |
0.1% |
0.9635 |
| Close |
0.9740 |
0.9858 |
0.0118 |
1.2% |
0.9740 |
| Range |
0.0069 |
0.0150 |
0.0081 |
117.4% |
0.0212 |
| ATR |
0.0127 |
0.0129 |
0.0002 |
1.3% |
0.0000 |
| Volume |
63,322 |
66,892 |
3,570 |
5.6% |
188,424 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0213 |
0.9941 |
|
| R3 |
1.0117 |
1.0063 |
0.9899 |
|
| R2 |
0.9967 |
0.9967 |
0.9886 |
|
| R1 |
0.9913 |
0.9913 |
0.9872 |
0.9940 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9831 |
| S1 |
0.9763 |
0.9763 |
0.9844 |
0.9790 |
| S2 |
0.9667 |
0.9667 |
0.9831 |
|
| S3 |
0.9517 |
0.9613 |
0.9817 |
|
| S4 |
0.9367 |
0.9463 |
0.9776 |
|
|
| 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 |
0.9872 |
0.9635 |
0.0237 |
2.4% |
0.0115 |
1.2% |
94% |
True |
False |
48,583 |
| 10 |
0.9872 |
0.9415 |
0.0457 |
4.6% |
0.0128 |
1.3% |
97% |
True |
False |
27,216 |
| 20 |
0.9872 |
0.9415 |
0.0457 |
4.6% |
0.0129 |
1.3% |
97% |
True |
False |
13,913 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0131 |
1.3% |
74% |
False |
False |
7,068 |
| 60 |
1.0015 |
0.9240 |
0.0775 |
7.9% |
0.0117 |
1.2% |
80% |
False |
False |
4,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0265 |
|
1.618 |
1.0115 |
|
1.000 |
1.0022 |
|
0.618 |
0.9965 |
|
HIGH |
0.9872 |
|
0.618 |
0.9815 |
|
0.500 |
0.9797 |
|
0.382 |
0.9779 |
|
LOW |
0.9722 |
|
0.618 |
0.9629 |
|
1.000 |
0.9572 |
|
1.618 |
0.9479 |
|
2.618 |
0.9329 |
|
4.250 |
0.9085 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9828 |
| PP |
0.9817 |
0.9798 |
| S1 |
0.9797 |
0.9768 |
|