CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9767 |
0.9826 |
0.0059 |
0.6% |
0.9728 |
| High |
0.9847 |
0.9891 |
0.0044 |
0.4% |
0.9917 |
| Low |
0.9760 |
0.9813 |
0.0053 |
0.5% |
0.9722 |
| Close |
0.9838 |
0.9859 |
0.0021 |
0.2% |
0.9783 |
| Range |
0.0087 |
0.0078 |
-0.0009 |
-10.3% |
0.0195 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
57,330 |
48,149 |
-9,181 |
-16.0% |
367,820 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0052 |
0.9902 |
|
| R3 |
1.0010 |
0.9974 |
0.9880 |
|
| R2 |
0.9932 |
0.9932 |
0.9873 |
|
| R1 |
0.9896 |
0.9896 |
0.9866 |
0.9914 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9864 |
| S1 |
0.9818 |
0.9818 |
0.9852 |
0.9836 |
| S2 |
0.9776 |
0.9776 |
0.9845 |
|
| S3 |
0.9698 |
0.9740 |
0.9838 |
|
| S4 |
0.9620 |
0.9662 |
0.9816 |
|
|
| 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 |
0.9891 |
0.9725 |
0.0166 |
1.7% |
0.0095 |
1.0% |
81% |
True |
False |
64,749 |
| 10 |
0.9917 |
0.9635 |
0.0282 |
2.9% |
0.0099 |
1.0% |
79% |
False |
False |
63,071 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0123 |
1.3% |
88% |
False |
False |
34,055 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0123 |
1.2% |
74% |
False |
False |
17,202 |
| 60 |
1.0015 |
0.9360 |
0.0655 |
6.6% |
0.0119 |
1.2% |
76% |
False |
False |
11,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0095 |
|
1.618 |
1.0017 |
|
1.000 |
0.9969 |
|
0.618 |
0.9939 |
|
HIGH |
0.9891 |
|
0.618 |
0.9861 |
|
0.500 |
0.9852 |
|
0.382 |
0.9843 |
|
LOW |
0.9813 |
|
0.618 |
0.9765 |
|
1.000 |
0.9735 |
|
1.618 |
0.9687 |
|
2.618 |
0.9609 |
|
4.250 |
0.9482 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9844 |
| PP |
0.9854 |
0.9829 |
| S1 |
0.9852 |
0.9814 |
|