CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0081 |
0.0001 |
0.0% |
0.9920 |
| High |
1.0108 |
1.0168 |
0.0060 |
0.6% |
1.0168 |
| Low |
1.0029 |
1.0063 |
0.0034 |
0.3% |
0.9860 |
| Close |
1.0067 |
1.0141 |
0.0074 |
0.7% |
1.0141 |
| Range |
0.0079 |
0.0105 |
0.0026 |
32.9% |
0.0308 |
| ATR |
0.0107 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
41,908 |
27,060 |
-14,848 |
-35.4% |
196,835 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0395 |
1.0199 |
|
| R3 |
1.0334 |
1.0290 |
1.0170 |
|
| R2 |
1.0229 |
1.0229 |
1.0160 |
|
| R1 |
1.0185 |
1.0185 |
1.0151 |
1.0207 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0135 |
| S1 |
1.0080 |
1.0080 |
1.0131 |
1.0102 |
| S2 |
1.0019 |
1.0019 |
1.0122 |
|
| S3 |
0.9914 |
0.9975 |
1.0112 |
|
| S4 |
0.9809 |
0.9870 |
1.0083 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0869 |
1.0310 |
|
| R3 |
1.0672 |
1.0561 |
1.0226 |
|
| R2 |
1.0364 |
1.0364 |
1.0197 |
|
| R1 |
1.0253 |
1.0253 |
1.0169 |
1.0309 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0084 |
| S1 |
0.9945 |
0.9945 |
1.0113 |
1.0001 |
| S2 |
0.9748 |
0.9748 |
1.0085 |
|
| S3 |
0.9440 |
0.9637 |
1.0056 |
|
| S4 |
0.9132 |
0.9329 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
0.9860 |
0.0308 |
3.0% |
0.0099 |
1.0% |
91% |
True |
False |
39,367 |
| 10 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0089 |
0.9% |
94% |
True |
False |
45,258 |
| 20 |
1.0168 |
0.9620 |
0.0548 |
5.4% |
0.0103 |
1.0% |
95% |
True |
False |
47,774 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0117 |
1.1% |
96% |
True |
False |
24,283 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0119 |
1.2% |
96% |
True |
False |
16,239 |
| 80 |
1.0168 |
0.9025 |
0.1143 |
11.3% |
0.0107 |
1.1% |
98% |
True |
False |
12,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0614 |
|
2.618 |
1.0443 |
|
1.618 |
1.0338 |
|
1.000 |
1.0273 |
|
0.618 |
1.0233 |
|
HIGH |
1.0168 |
|
0.618 |
1.0128 |
|
0.500 |
1.0116 |
|
0.382 |
1.0103 |
|
LOW |
1.0063 |
|
0.618 |
0.9998 |
|
1.000 |
0.9958 |
|
1.618 |
0.9893 |
|
2.618 |
0.9788 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0121 |
| PP |
1.0124 |
1.0101 |
| S1 |
1.0116 |
1.0081 |
|