CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 0.9572 0.9660 0.0088 0.9% 0.9861
High 0.9684 0.9770 0.0086 0.9% 0.9929
Low 0.9521 0.9612 0.0091 1.0% 0.9594
Close 0.9670 0.9751 0.0081 0.8% 0.9624
Range 0.0163 0.0158 -0.0005 -3.1% 0.0335
ATR 0.0144 0.0145 0.0001 0.7% 0.0000
Volume 115,011 107,691 -7,320 -6.4% 411,784
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0185 1.0126 0.9838
R3 1.0027 0.9968 0.9794
R2 0.9869 0.9869 0.9780
R1 0.9810 0.9810 0.9765 0.9840
PP 0.9711 0.9711 0.9711 0.9726
S1 0.9652 0.9652 0.9737 0.9682
S2 0.9553 0.9553 0.9722
S3 0.9395 0.9494 0.9708
S4 0.9237 0.9336 0.9664
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 0.9830 0.9521 0.0309 3.2% 0.0162 1.7% 74% False False 113,229
10 0.9929 0.9521 0.0408 4.2% 0.0145 1.5% 56% False False 103,517
20 1.0137 0.9521 0.0616 6.3% 0.0141 1.4% 37% False False 103,135
40 1.0137 0.9521 0.0616 6.3% 0.0145 1.5% 37% False False 99,493
60 1.0137 0.9052 0.1085 11.1% 0.0132 1.4% 64% False False 91,594
80 1.0137 0.8655 0.1482 15.2% 0.0125 1.3% 74% False False 69,747
100 1.0137 0.8489 0.1648 16.9% 0.0119 1.2% 77% False False 55,841
120 1.0137 0.8162 0.1975 20.3% 0.0118 1.2% 80% False False 46,552
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0184
1.618 1.0026
1.000 0.9928
0.618 0.9868
HIGH 0.9770
0.618 0.9710
0.500 0.9691
0.382 0.9672
LOW 0.9612
0.618 0.9514
1.000 0.9454
1.618 0.9356
2.618 0.9198
4.250 0.8941
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 0.9731 0.9716
PP 0.9711 0.9681
S1 0.9691 0.9646

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

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