CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9767 |
-0.0025 |
-0.3% |
0.9728 |
| High |
0.9822 |
0.9847 |
0.0025 |
0.3% |
0.9917 |
| Low |
0.9736 |
0.9760 |
0.0024 |
0.2% |
0.9722 |
| Close |
0.9783 |
0.9838 |
0.0055 |
0.6% |
0.9783 |
| Range |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0195 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
62,456 |
57,330 |
-5,126 |
-8.2% |
367,820 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0044 |
0.9886 |
|
| R3 |
0.9989 |
0.9957 |
0.9862 |
|
| R2 |
0.9902 |
0.9902 |
0.9854 |
|
| R1 |
0.9870 |
0.9870 |
0.9846 |
0.9886 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9823 |
| S1 |
0.9783 |
0.9783 |
0.9830 |
0.9799 |
| S2 |
0.9728 |
0.9728 |
0.9822 |
|
| S3 |
0.9641 |
0.9696 |
0.9814 |
|
| S4 |
0.9554 |
0.9609 |
0.9790 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0283 |
0.9890 |
|
| R3 |
1.0197 |
1.0088 |
0.9837 |
|
| R2 |
1.0002 |
1.0002 |
0.9819 |
|
| R1 |
0.9893 |
0.9893 |
0.9801 |
0.9948 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9835 |
| S1 |
0.9698 |
0.9698 |
0.9765 |
0.9753 |
| S2 |
0.9612 |
0.9612 |
0.9747 |
|
| S3 |
0.9417 |
0.9503 |
0.9729 |
|
| S4 |
0.9222 |
0.9308 |
0.9676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9917 |
0.9725 |
0.0192 |
2.0% |
0.0096 |
1.0% |
59% |
False |
False |
71,651 |
| 10 |
0.9917 |
0.9635 |
0.0282 |
2.9% |
0.0106 |
1.1% |
72% |
False |
False |
60,117 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0126 |
1.3% |
84% |
False |
False |
31,683 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0125 |
1.3% |
71% |
False |
False |
16,002 |
| 60 |
1.0015 |
0.9360 |
0.0655 |
6.7% |
0.0118 |
1.2% |
73% |
False |
False |
10,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
1.0075 |
|
1.618 |
0.9988 |
|
1.000 |
0.9934 |
|
0.618 |
0.9901 |
|
HIGH |
0.9847 |
|
0.618 |
0.9814 |
|
0.500 |
0.9804 |
|
0.382 |
0.9793 |
|
LOW |
0.9760 |
|
0.618 |
0.9706 |
|
1.000 |
0.9673 |
|
1.618 |
0.9619 |
|
2.618 |
0.9532 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9821 |
| PP |
0.9815 |
0.9803 |
| S1 |
0.9804 |
0.9786 |
|