CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9838 |
0.0110 |
1.1% |
0.9814 |
| High |
0.9872 |
0.9917 |
0.0045 |
0.5% |
0.9847 |
| Low |
0.9722 |
0.9831 |
0.0109 |
1.1% |
0.9635 |
| Close |
0.9858 |
0.9886 |
0.0028 |
0.3% |
0.9740 |
| Range |
0.0150 |
0.0086 |
-0.0064 |
-42.7% |
0.0212 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
66,892 |
82,661 |
15,769 |
23.6% |
188,424 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0097 |
0.9933 |
|
| R3 |
1.0050 |
1.0011 |
0.9910 |
|
| R2 |
0.9964 |
0.9964 |
0.9902 |
|
| R1 |
0.9925 |
0.9925 |
0.9894 |
0.9945 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9888 |
| S1 |
0.9839 |
0.9839 |
0.9878 |
0.9859 |
| S2 |
0.9792 |
0.9792 |
0.9870 |
|
| S3 |
0.9706 |
0.9753 |
0.9862 |
|
| S4 |
0.9620 |
0.9667 |
0.9839 |
|
|
| 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 |
0.9917 |
0.9635 |
0.0282 |
2.9% |
0.0103 |
1.0% |
89% |
True |
False |
61,393 |
| 10 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0125 |
1.3% |
94% |
True |
False |
35,323 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0128 |
1.3% |
94% |
True |
False |
18,006 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0130 |
1.3% |
79% |
False |
False |
9,132 |
| 60 |
1.0015 |
0.9242 |
0.0773 |
7.8% |
0.0118 |
1.2% |
83% |
False |
False |
6,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0142 |
|
1.618 |
1.0056 |
|
1.000 |
1.0003 |
|
0.618 |
0.9970 |
|
HIGH |
0.9917 |
|
0.618 |
0.9884 |
|
0.500 |
0.9874 |
|
0.382 |
0.9864 |
|
LOW |
0.9831 |
|
0.618 |
0.9778 |
|
1.000 |
0.9745 |
|
1.618 |
0.9692 |
|
2.618 |
0.9606 |
|
4.250 |
0.9466 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9863 |
| PP |
0.9878 |
0.9839 |
| S1 |
0.9874 |
0.9816 |
|