CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 0.9763 0.9657 -0.0106 -1.1% 0.9861
High 0.9830 0.9683 -0.0147 -1.5% 0.9929
Low 0.9594 0.9549 -0.0045 -0.5% 0.9594
Close 0.9624 0.9612 -0.0012 -0.1% 0.9624
Range 0.0236 0.0134 -0.0102 -43.2% 0.0335
ATR 0.0146 0.0145 -0.0001 -0.6% 0.0000
Volume 100,204 109,910 9,706 9.7% 411,784
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0017 0.9948 0.9686
R3 0.9883 0.9814 0.9649
R2 0.9749 0.9749 0.9637
R1 0.9680 0.9680 0.9624 0.9648
PP 0.9615 0.9615 0.9615 0.9598
S1 0.9546 0.9546 0.9600 0.9514
S2 0.9481 0.9481 0.9587
S3 0.9347 0.9412 0.9575
S4 0.9213 0.9278 0.9538
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0721 1.0507 0.9808
R3 1.0386 1.0172 0.9716
R2 1.0051 1.0051 0.9685
R1 0.9837 0.9837 0.9655 0.9777
PP 0.9716 0.9716 0.9716 0.9685
S1 0.9502 0.9502 0.9593 0.9442
S2 0.9381 0.9381 0.9563
S3 0.9046 0.9167 0.9532
S4 0.8711 0.8832 0.9440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9929 0.9549 0.0380 4.0% 0.0160 1.7% 17% False True 104,338
10 0.9929 0.9549 0.0380 4.0% 0.0139 1.5% 17% False True 100,075
20 1.0137 0.9549 0.0588 6.1% 0.0142 1.5% 11% False True 99,085
40 1.0137 0.9464 0.0673 7.0% 0.0143 1.5% 22% False False 97,071
60 1.0137 0.8988 0.1149 12.0% 0.0129 1.3% 54% False False 86,813
80 1.0137 0.8655 0.1482 15.4% 0.0123 1.3% 65% False False 65,302
100 1.0137 0.8489 0.1648 17.1% 0.0118 1.2% 68% False False 52,286
120 1.0137 0.8162 0.1975 20.5% 0.0115 1.2% 73% False False 43,585
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0034
1.618 0.9900
1.000 0.9817
0.618 0.9766
HIGH 0.9683
0.618 0.9632
0.500 0.9616
0.382 0.9600
LOW 0.9549
0.618 0.9466
1.000 0.9415
1.618 0.9332
2.618 0.9198
4.250 0.8980
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 0.9616 0.9690
PP 0.9615 0.9664
S1 0.9613 0.9638

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

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