CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9876 |
0.0038 |
0.4% |
0.9814 |
| High |
0.9917 |
0.9877 |
-0.0040 |
-0.4% |
0.9847 |
| Low |
0.9831 |
0.9731 |
-0.0100 |
-1.0% |
0.9635 |
| Close |
0.9886 |
0.9735 |
-0.0151 |
-1.5% |
0.9740 |
| Range |
0.0086 |
0.0146 |
0.0060 |
69.8% |
0.0212 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.7% |
0.0000 |
| Volume |
82,661 |
88,149 |
5,488 |
6.6% |
188,424 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0123 |
0.9815 |
|
| R3 |
1.0073 |
0.9977 |
0.9775 |
|
| R2 |
0.9927 |
0.9927 |
0.9762 |
|
| R1 |
0.9831 |
0.9831 |
0.9748 |
0.9806 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9769 |
| S1 |
0.9685 |
0.9685 |
0.9722 |
0.9660 |
| S2 |
0.9635 |
0.9635 |
0.9708 |
|
| S3 |
0.9489 |
0.9539 |
0.9695 |
|
| S4 |
0.9343 |
0.9393 |
0.9655 |
|
|
| 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 |
0.9664 |
0.0253 |
2.6% |
0.0112 |
1.1% |
28% |
False |
False |
70,170 |
| 10 |
0.9917 |
0.9507 |
0.0410 |
4.2% |
0.0124 |
1.3% |
56% |
False |
False |
43,771 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.2% |
0.0128 |
1.3% |
64% |
False |
False |
22,386 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0128 |
1.3% |
53% |
False |
False |
11,334 |
| 60 |
1.0015 |
0.9264 |
0.0751 |
7.7% |
0.0119 |
1.2% |
63% |
False |
False |
7,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0259 |
|
1.618 |
1.0113 |
|
1.000 |
1.0023 |
|
0.618 |
0.9967 |
|
HIGH |
0.9877 |
|
0.618 |
0.9821 |
|
0.500 |
0.9804 |
|
0.382 |
0.9787 |
|
LOW |
0.9731 |
|
0.618 |
0.9641 |
|
1.000 |
0.9585 |
|
1.618 |
0.9495 |
|
2.618 |
0.9349 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9820 |
| PP |
0.9781 |
0.9791 |
| S1 |
0.9758 |
0.9763 |
|