CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9876 |
0.9761 |
-0.0115 |
-1.2% |
0.9814 |
| High |
0.9877 |
0.9802 |
-0.0075 |
-0.8% |
0.9847 |
| Low |
0.9731 |
0.9725 |
-0.0006 |
-0.1% |
0.9635 |
| Close |
0.9735 |
0.9763 |
0.0028 |
0.3% |
0.9740 |
| Range |
0.0146 |
0.0077 |
-0.0069 |
-47.3% |
0.0212 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
88,149 |
67,662 |
-20,487 |
-23.2% |
188,424 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9994 |
0.9956 |
0.9805 |
|
| R3 |
0.9917 |
0.9879 |
0.9784 |
|
| R2 |
0.9840 |
0.9840 |
0.9777 |
|
| R1 |
0.9802 |
0.9802 |
0.9770 |
0.9821 |
| PP |
0.9763 |
0.9763 |
0.9763 |
0.9773 |
| S1 |
0.9725 |
0.9725 |
0.9756 |
0.9744 |
| S2 |
0.9686 |
0.9686 |
0.9749 |
|
| S3 |
0.9609 |
0.9648 |
0.9742 |
|
| S4 |
0.9532 |
0.9571 |
0.9721 |
|
|
| 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 |
0.9715 |
0.0202 |
2.1% |
0.0106 |
1.1% |
24% |
False |
False |
73,737 |
| 10 |
0.9917 |
0.9620 |
0.0297 |
3.0% |
0.0117 |
1.2% |
48% |
False |
False |
50,289 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0127 |
1.3% |
69% |
False |
False |
25,751 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0125 |
1.3% |
58% |
False |
False |
13,020 |
| 60 |
1.0015 |
0.9264 |
0.0751 |
7.7% |
0.0119 |
1.2% |
66% |
False |
False |
8,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0129 |
|
2.618 |
1.0004 |
|
1.618 |
0.9927 |
|
1.000 |
0.9879 |
|
0.618 |
0.9850 |
|
HIGH |
0.9802 |
|
0.618 |
0.9773 |
|
0.500 |
0.9764 |
|
0.382 |
0.9754 |
|
LOW |
0.9725 |
|
0.618 |
0.9677 |
|
1.000 |
0.9648 |
|
1.618 |
0.9600 |
|
2.618 |
0.9523 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9821 |
| PP |
0.9763 |
0.9802 |
| S1 |
0.9763 |
0.9782 |
|