CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0080 |
-0.0020 |
-0.2% |
0.9801 |
| High |
1.0122 |
1.0133 |
0.0011 |
0.1% |
1.0137 |
| Low |
1.0035 |
0.9956 |
-0.0079 |
-0.8% |
0.9742 |
| Close |
1.0094 |
1.0043 |
-0.0051 |
-0.5% |
1.0100 |
| Range |
0.0087 |
0.0177 |
0.0090 |
103.4% |
0.0395 |
| ATR |
0.0139 |
0.0142 |
0.0003 |
1.9% |
0.0000 |
| Volume |
73,373 |
110,839 |
37,466 |
51.1% |
444,504 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0486 |
1.0140 |
|
| R3 |
1.0398 |
1.0309 |
1.0092 |
|
| R2 |
1.0221 |
1.0221 |
1.0075 |
|
| R1 |
1.0132 |
1.0132 |
1.0059 |
1.0088 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0022 |
| S1 |
0.9955 |
0.9955 |
1.0027 |
0.9911 |
| S2 |
0.9867 |
0.9867 |
1.0011 |
|
| S3 |
0.9690 |
0.9778 |
0.9994 |
|
| S4 |
0.9513 |
0.9601 |
0.9946 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1034 |
1.0317 |
|
| R3 |
1.0783 |
1.0639 |
1.0209 |
|
| R2 |
1.0388 |
1.0388 |
1.0172 |
|
| R1 |
1.0244 |
1.0244 |
1.0136 |
1.0316 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0029 |
| S1 |
0.9849 |
0.9849 |
1.0064 |
0.9921 |
| S2 |
0.9598 |
0.9598 |
1.0028 |
|
| S3 |
0.9203 |
0.9454 |
0.9991 |
|
| S4 |
0.8808 |
0.9059 |
0.9883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
0.9840 |
0.0297 |
3.0% |
0.0143 |
1.4% |
68% |
False |
False |
94,585 |
| 10 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0148 |
1.5% |
83% |
False |
False |
92,531 |
| 20 |
1.0137 |
0.9595 |
0.0542 |
5.4% |
0.0150 |
1.5% |
83% |
False |
False |
95,736 |
| 40 |
1.0137 |
0.9232 |
0.0905 |
9.0% |
0.0131 |
1.3% |
90% |
False |
False |
88,306 |
| 60 |
1.0137 |
0.8655 |
0.1482 |
14.8% |
0.0121 |
1.2% |
94% |
False |
False |
64,488 |
| 80 |
1.0137 |
0.8597 |
0.1540 |
15.3% |
0.0115 |
1.1% |
94% |
False |
False |
48,434 |
| 100 |
1.0137 |
0.8162 |
0.1975 |
19.7% |
0.0116 |
1.2% |
95% |
False |
False |
38,772 |
| 120 |
1.0137 |
0.7950 |
0.2187 |
21.8% |
0.0101 |
1.0% |
96% |
False |
False |
32,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0596 |
|
1.618 |
1.0419 |
|
1.000 |
1.0310 |
|
0.618 |
1.0242 |
|
HIGH |
1.0133 |
|
0.618 |
1.0065 |
|
0.500 |
1.0045 |
|
0.382 |
1.0024 |
|
LOW |
0.9956 |
|
0.618 |
0.9847 |
|
1.000 |
0.9779 |
|
1.618 |
0.9670 |
|
2.618 |
0.9493 |
|
4.250 |
0.9204 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0047 |
| PP |
1.0044 |
1.0045 |
| S1 |
1.0044 |
1.0044 |
|