CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
1.0080 |
0.0084 |
0.8% |
0.9767 |
| High |
1.0089 |
1.0108 |
0.0019 |
0.2% |
0.9971 |
| Low |
0.9993 |
1.0029 |
0.0036 |
0.4% |
0.9760 |
| Close |
1.0081 |
1.0067 |
-0.0014 |
-0.1% |
0.9952 |
| Range |
0.0096 |
0.0079 |
-0.0017 |
-17.7% |
0.0211 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
37,750 |
41,908 |
4,158 |
11.0% |
193,295 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0265 |
1.0110 |
|
| R3 |
1.0226 |
1.0186 |
1.0089 |
|
| R2 |
1.0147 |
1.0147 |
1.0081 |
|
| R1 |
1.0107 |
1.0107 |
1.0074 |
1.0088 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0058 |
| S1 |
1.0028 |
1.0028 |
1.0060 |
1.0009 |
| S2 |
0.9989 |
0.9989 |
1.0053 |
|
| S3 |
0.9910 |
0.9949 |
1.0045 |
|
| S4 |
0.9831 |
0.9870 |
1.0024 |
|
|
| 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 |
1.0108 |
0.9860 |
0.0248 |
2.5% |
0.0094 |
0.9% |
83% |
True |
False |
43,165 |
| 10 |
1.0108 |
0.9725 |
0.0383 |
3.8% |
0.0086 |
0.9% |
89% |
True |
False |
49,318 |
| 20 |
1.0108 |
0.9507 |
0.0601 |
6.0% |
0.0105 |
1.0% |
93% |
True |
False |
46,545 |
| 40 |
1.0108 |
0.9415 |
0.0693 |
6.9% |
0.0118 |
1.2% |
94% |
True |
False |
23,612 |
| 60 |
1.0108 |
0.9415 |
0.0693 |
6.9% |
0.0118 |
1.2% |
94% |
True |
False |
15,792 |
| 80 |
1.0108 |
0.8976 |
0.1132 |
11.2% |
0.0106 |
1.1% |
96% |
True |
False |
11,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0315 |
|
1.618 |
1.0236 |
|
1.000 |
1.0187 |
|
0.618 |
1.0157 |
|
HIGH |
1.0108 |
|
0.618 |
1.0078 |
|
0.500 |
1.0069 |
|
0.382 |
1.0059 |
|
LOW |
1.0029 |
|
0.618 |
0.9980 |
|
1.000 |
0.9950 |
|
1.618 |
0.9901 |
|
2.618 |
0.9822 |
|
4.250 |
0.9693 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0053 |
| PP |
1.0068 |
1.0040 |
| S1 |
1.0068 |
1.0026 |
|