CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9896 |
0.9920 |
0.0024 |
0.2% |
0.9767 |
| High |
0.9971 |
0.9962 |
-0.0009 |
-0.1% |
0.9971 |
| Low |
0.9890 |
0.9860 |
-0.0030 |
-0.3% |
0.9760 |
| Close |
0.9952 |
0.9944 |
-0.0008 |
-0.1% |
0.9952 |
| Range |
0.0081 |
0.0102 |
0.0021 |
25.9% |
0.0211 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
46,050 |
46,621 |
571 |
1.2% |
193,295 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0188 |
1.0000 |
|
| R3 |
1.0126 |
1.0086 |
0.9972 |
|
| R2 |
1.0024 |
1.0024 |
0.9963 |
|
| R1 |
0.9984 |
0.9984 |
0.9953 |
1.0004 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9932 |
| S1 |
0.9882 |
0.9882 |
0.9935 |
0.9902 |
| S2 |
0.9820 |
0.9820 |
0.9925 |
|
| S3 |
0.9718 |
0.9780 |
0.9916 |
|
| S4 |
0.9616 |
0.9678 |
0.9888 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0451 |
1.0068 |
|
| R3 |
1.0316 |
1.0240 |
1.0010 |
|
| R2 |
1.0105 |
1.0105 |
0.9991 |
|
| R1 |
1.0029 |
1.0029 |
0.9971 |
1.0067 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9914 |
| S1 |
0.9818 |
0.9818 |
0.9933 |
0.9856 |
| S2 |
0.9683 |
0.9683 |
0.9913 |
|
| S3 |
0.9472 |
0.9607 |
0.9894 |
|
| S4 |
0.9261 |
0.9396 |
0.9836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9971 |
0.9760 |
0.0211 |
2.1% |
0.0082 |
0.8% |
87% |
False |
False |
47,983 |
| 10 |
0.9971 |
0.9722 |
0.0249 |
2.5% |
0.0095 |
1.0% |
89% |
False |
False |
60,773 |
| 20 |
0.9971 |
0.9415 |
0.0556 |
5.6% |
0.0111 |
1.1% |
95% |
False |
False |
40,691 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.0% |
0.0120 |
1.2% |
88% |
False |
False |
20,544 |
| 60 |
1.0015 |
0.9360 |
0.0655 |
6.6% |
0.0118 |
1.2% |
89% |
False |
False |
13,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0229 |
|
1.618 |
1.0127 |
|
1.000 |
1.0064 |
|
0.618 |
1.0025 |
|
HIGH |
0.9962 |
|
0.618 |
0.9923 |
|
0.500 |
0.9911 |
|
0.382 |
0.9899 |
|
LOW |
0.9860 |
|
0.618 |
0.9797 |
|
1.000 |
0.9758 |
|
1.618 |
0.9695 |
|
2.618 |
0.9593 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9933 |
| PP |
0.9922 |
0.9921 |
| S1 |
0.9911 |
0.9910 |
|