CME Australian Dollar Future March 2011
            
            
                
    
    
        | 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 | 
                        0.9700 | 
                        0.9544 | 
                        -0.0156 | 
                        -1.6% | 
                        0.9754 | 
                     
                    
                        | High | 
                        0.9712 | 
                        0.9572 | 
                        -0.0140 | 
                        -1.4% | 
                        0.9809 | 
                     
                    
                        | Low | 
                        0.9488 | 
                        0.9445 | 
                        -0.0043 | 
                        -0.5% | 
                        0.9488 | 
                     
                    
                        | Close | 
                        0.9515 | 
                        0.9504 | 
                        -0.0011 | 
                        -0.1% | 
                        0.9515 | 
                     
                    
                        | Range | 
                        0.0224 | 
                        0.0127 | 
                        -0.0097 | 
                        -43.3% | 
                        0.0321 | 
                     
                    
                        | ATR | 
                        0.0133 | 
                        0.0133 | 
                        0.0000 | 
                        -0.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        669 | 
                        816 | 
                        147 | 
                        22.0% | 
                        2,426 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9888 | 
                0.9823 | 
                0.9574 | 
                 | 
             
            
                | R3 | 
                0.9761 | 
                0.9696 | 
                0.9539 | 
                 | 
             
            
                | R2 | 
                0.9634 | 
                0.9634 | 
                0.9527 | 
                 | 
             
            
                | R1 | 
                0.9569 | 
                0.9569 | 
                0.9516 | 
                0.9538 | 
             
            
                | PP | 
                0.9507 | 
                0.9507 | 
                0.9507 | 
                0.9492 | 
             
            
                | S1 | 
                0.9442 | 
                0.9442 | 
                0.9492 | 
                0.9411 | 
             
            
                | S2 | 
                0.9380 | 
                0.9380 | 
                0.9481 | 
                 | 
             
            
                | S3 | 
                0.9253 | 
                0.9315 | 
                0.9469 | 
                 | 
             
            
                | S4 | 
                0.9126 | 
                0.9188 | 
                0.9434 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0567 | 
                1.0362 | 
                0.9692 | 
                 | 
             
            
                | R3 | 
                1.0246 | 
                1.0041 | 
                0.9603 | 
                 | 
             
            
                | R2 | 
                0.9925 | 
                0.9925 | 
                0.9574 | 
                 | 
             
            
                | R1 | 
                0.9720 | 
                0.9720 | 
                0.9544 | 
                0.9662 | 
             
            
                | PP | 
                0.9604 | 
                0.9604 | 
                0.9604 | 
                0.9575 | 
             
            
                | S1 | 
                0.9399 | 
                0.9399 | 
                0.9486 | 
                0.9341 | 
             
            
                | S2 | 
                0.9283 | 
                0.9283 | 
                0.9456 | 
                 | 
             
            
                | S3 | 
                0.8962 | 
                0.9078 | 
                0.9427 | 
                 | 
             
            
                | S4 | 
                0.8641 | 
                0.8757 | 
                0.9338 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0112 | 
         
        
            | 
2.618             | 
            0.9904 | 
         
        
            | 
1.618             | 
            0.9777 | 
         
        
            | 
1.000             | 
            0.9699 | 
         
        
            | 
0.618             | 
            0.9650 | 
         
        
            | 
HIGH             | 
            0.9572 | 
         
        
            | 
0.618             | 
            0.9523 | 
         
        
            | 
0.500             | 
            0.9509 | 
         
        
            | 
0.382             | 
            0.9494 | 
         
        
            | 
LOW             | 
            0.9445 | 
         
        
            | 
0.618             | 
            0.9367 | 
         
        
            | 
1.000             | 
            0.9318 | 
         
        
            | 
1.618             | 
            0.9240 | 
         
        
            | 
2.618             | 
            0.9113 | 
         
        
            | 
4.250             | 
            0.8905 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Nov-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9509 | 
                                0.9579 | 
                             
                            
                                | PP | 
                                0.9507 | 
                                0.9554 | 
                             
                            
                                | S1 | 
                                0.9506 | 
                                0.9529 | 
                             
             
         |