CME Australian Dollar Future December 2010

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	0.9915	0.9888	-0.0027	-0.3%	0.9657
High	0.9921	0.9960	0.0039	0.4%	0.9931
Low	0.9840	0.9827	-0.0013	-0.1%	0.9521
Close	0.9900	0.9850	-0.0050	-0.5%	0.9897
Range	0.0081	0.0133	0.0052	64.2%	0.0410
ATR	0.0144	0.0144	-0.0001	-0.6%	0.0000
Volume	86,721	105,677	18,956	21.9%	580,390

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0278	1.0197	0.9923
R3	1.0145	1.0064	0.9887
R2	1.0012	1.0012	0.9874
R1	0.9931	0.9931	0.9862	0.9905
PP	0.9879	0.9879	0.9879	0.9866
S1	0.9798	0.9798	0.9838	0.9772
S2	0.9746	0.9746	0.9826
S3	0.9613	0.9665	0.9813
S4	0.9480	0.9532	0.9777

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1013	1.0865	1.0123
R3	1.0603	1.0455	1.0010
R2	1.0193	1.0193	0.9972
R1	1.0045	1.0045	0.9935	1.0119
PP	0.9783	0.9783	0.9783	0.9820
S1	0.9635	0.9635	0.9859	0.9709
S2	0.9373	0.9373	0.9822
S3	0.8963	0.9225	0.9784
S4	0.8553	0.8815	0.9672

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9960	0.9521	0.0439	4.5%	0.0147	1.5%	75%	True	False	105,909
10	0.9960	0.9521	0.0439	4.5%	0.0152	1.5%	75%	True	False	108,876
20	1.0133	0.9521	0.0612	6.2%	0.0143	1.5%	54%	False	False	106,335
40	1.0137	0.9521	0.0616	6.3%	0.0145	1.5%	53%	False	False	100,348
60	1.0137	0.9213	0.0924	9.4%	0.0135	1.4%	69%	False	False	93,800
80	1.0137	0.8655	0.1482	15.0%	0.0126	1.3%	81%	False	False	73,570
100	1.0137	0.8520	0.1617	16.4%	0.0120	1.2%	82%	False	False	58,907
120	1.0137	0.8162	0.1975	20.1%	0.0120	1.2%	85%	False	False	49,109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0525
2.618	1.0308
1.618	1.0175
1.000	1.0093
0.618	1.0042
HIGH	0.9960
0.618	0.9909
0.500	0.9894
0.382	0.9878
LOW	0.9827
0.618	0.9745
1.000	0.9694
1.618	0.9612
2.618	0.9479
4.250	0.9262

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	0.9894	0.9848
PP	0.9879	0.9847
S1	0.9865	0.9845

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols