CME Australian Dollar Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2010 | 
                    19-Nov-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9663 | 
                        0.9759 | 
                        0.0096 | 
                        1.0% | 
                        0.9740 | 
                     
                    
                        | High | 
                        0.9761 | 
                        0.9771 | 
                        0.0010 | 
                        0.1% | 
                        0.9771 | 
                     
                    
                        | Low | 
                        0.9658 | 
                        0.9675 | 
                        0.0017 | 
                        0.2% | 
                        0.9584 | 
                     
                    
                        | Close | 
                        0.9752 | 
                        0.9717 | 
                        -0.0035 | 
                        -0.4% | 
                        0.9717 | 
                     
                    
                        | Range | 
                        0.0103 | 
                        0.0096 | 
                        -0.0007 | 
                        -6.8% | 
                        0.0187 | 
                     
                    
                        | ATR | 
                        0.0125 | 
                        0.0123 | 
                        -0.0002 | 
                        -1.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        375 | 
                        776 | 
                        401 | 
                        106.9% | 
                        2,864 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0009 | 
                0.9959 | 
                0.9770 | 
                 | 
             
            
                | R3 | 
                0.9913 | 
                0.9863 | 
                0.9743 | 
                 | 
             
            
                | R2 | 
                0.9817 | 
                0.9817 | 
                0.9735 | 
                 | 
             
            
                | R1 | 
                0.9767 | 
                0.9767 | 
                0.9726 | 
                0.9744 | 
             
            
                | PP | 
                0.9721 | 
                0.9721 | 
                0.9721 | 
                0.9710 | 
             
            
                | S1 | 
                0.9671 | 
                0.9671 | 
                0.9708 | 
                0.9648 | 
             
            
                | S2 | 
                0.9625 | 
                0.9625 | 
                0.9699 | 
                 | 
             
            
                | S3 | 
                0.9529 | 
                0.9575 | 
                0.9691 | 
                 | 
             
            
                | S4 | 
                0.9433 | 
                0.9479 | 
                0.9664 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0252 | 
                1.0171 | 
                0.9820 | 
                 | 
             
            
                | R3 | 
                1.0065 | 
                0.9984 | 
                0.9768 | 
                 | 
             
            
                | R2 | 
                0.9878 | 
                0.9878 | 
                0.9751 | 
                 | 
             
            
                | R1 | 
                0.9797 | 
                0.9797 | 
                0.9734 | 
                0.9744 | 
             
            
                | PP | 
                0.9691 | 
                0.9691 | 
                0.9691 | 
                0.9664 | 
             
            
                | S1 | 
                0.9610 | 
                0.9610 | 
                0.9700 | 
                0.9557 | 
             
            
                | S2 | 
                0.9504 | 
                0.9504 | 
                0.9683 | 
                 | 
             
            
                | S3 | 
                0.9317 | 
                0.9423 | 
                0.9666 | 
                 | 
             
            
                | S4 | 
                0.9130 | 
                0.9236 | 
                0.9614 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0179 | 
         
        
            | 
2.618             | 
            1.0022 | 
         
        
            | 
1.618             | 
            0.9926 | 
         
        
            | 
1.000             | 
            0.9867 | 
         
        
            | 
0.618             | 
            0.9830 | 
         
        
            | 
HIGH             | 
            0.9771 | 
         
        
            | 
0.618             | 
            0.9734 | 
         
        
            | 
0.500             | 
            0.9723 | 
         
        
            | 
0.382             | 
            0.9712 | 
         
        
            | 
LOW             | 
            0.9675 | 
         
        
            | 
0.618             | 
            0.9616 | 
         
        
            | 
1.000             | 
            0.9579 | 
         
        
            | 
1.618             | 
            0.9520 | 
         
        
            | 
2.618             | 
            0.9424 | 
         
        
            | 
4.250             | 
            0.9267 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9723 | 
                                0.9704 | 
                             
                            
                                | PP | 
                                0.9721 | 
                                0.9691 | 
                             
                            
                                | S1 | 
                                0.9719 | 
                                0.9678 | 
                             
             
         |