CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9787 |
0.0024 |
0.2% |
0.9642 |
| High |
0.9805 |
0.9864 |
0.0059 |
0.6% |
0.9841 |
| Low |
0.9695 |
0.9762 |
0.0067 |
0.7% |
0.9464 |
| Close |
0.9789 |
0.9846 |
0.0057 |
0.6% |
0.9787 |
| Range |
0.0110 |
0.0102 |
-0.0008 |
-7.3% |
0.0377 |
| ATR |
0.0113 |
0.0113 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
83,324 |
64,355 |
-18,969 |
-22.8% |
488,122 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0090 |
0.9902 |
|
| R3 |
1.0028 |
0.9988 |
0.9874 |
|
| R2 |
0.9926 |
0.9926 |
0.9865 |
|
| R1 |
0.9886 |
0.9886 |
0.9855 |
0.9906 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9834 |
| S1 |
0.9784 |
0.9784 |
0.9837 |
0.9804 |
| S2 |
0.9722 |
0.9722 |
0.9827 |
|
| S3 |
0.9620 |
0.9682 |
0.9818 |
|
| S4 |
0.9518 |
0.9580 |
0.9790 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0685 |
0.9994 |
|
| R3 |
1.0451 |
1.0308 |
0.9891 |
|
| R2 |
1.0074 |
1.0074 |
0.9856 |
|
| R1 |
0.9931 |
0.9931 |
0.9822 |
1.0003 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9733 |
| S1 |
0.9554 |
0.9554 |
0.9752 |
0.9626 |
| S2 |
0.9320 |
0.9320 |
0.9718 |
|
| S3 |
0.8943 |
0.9177 |
0.9683 |
|
| S4 |
0.8566 |
0.8800 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9864 |
0.9633 |
0.0231 |
2.3% |
0.0124 |
1.3% |
92% |
True |
False |
84,067 |
| 10 |
0.9864 |
0.9464 |
0.0400 |
4.1% |
0.0120 |
1.2% |
96% |
True |
False |
88,286 |
| 20 |
0.9864 |
0.9232 |
0.0632 |
6.4% |
0.0113 |
1.1% |
97% |
True |
False |
80,340 |
| 40 |
0.9864 |
0.8655 |
0.1209 |
12.3% |
0.0107 |
1.1% |
99% |
True |
False |
50,467 |
| 60 |
0.9864 |
0.8597 |
0.1267 |
12.9% |
0.0104 |
1.1% |
99% |
True |
False |
33,736 |
| 80 |
0.9864 |
0.8162 |
0.1702 |
17.3% |
0.0108 |
1.1% |
99% |
True |
False |
25,334 |
| 100 |
0.9864 |
0.7950 |
0.1914 |
19.4% |
0.0092 |
0.9% |
99% |
True |
False |
20,269 |
| 120 |
0.9864 |
0.7950 |
0.1914 |
19.4% |
0.0079 |
0.8% |
99% |
True |
False |
16,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0131 |
|
1.618 |
1.0029 |
|
1.000 |
0.9966 |
|
0.618 |
0.9927 |
|
HIGH |
0.9864 |
|
0.618 |
0.9825 |
|
0.500 |
0.9813 |
|
0.382 |
0.9801 |
|
LOW |
0.9762 |
|
0.618 |
0.9699 |
|
1.000 |
0.9660 |
|
1.618 |
0.9597 |
|
2.618 |
0.9495 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9824 |
| PP |
0.9824 |
0.9802 |
| S1 |
0.9813 |
0.9780 |
|