CME Australian Dollar Future March 2011
| 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 |
0.9475 |
0.9552 |
0.0077 |
0.8% |
0.9754 |
| High |
0.9576 |
0.9655 |
0.0079 |
0.8% |
0.9809 |
| Low |
0.9415 |
0.9507 |
0.0092 |
1.0% |
0.9488 |
| Close |
0.9562 |
0.9641 |
0.0079 |
0.8% |
0.9515 |
| Range |
0.0161 |
0.0148 |
-0.0013 |
-8.1% |
0.0321 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,661 |
2,486 |
-1,175 |
-32.1% |
2,426 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0045 |
0.9991 |
0.9722 |
|
| R3 |
0.9897 |
0.9843 |
0.9682 |
|
| R2 |
0.9749 |
0.9749 |
0.9668 |
|
| R1 |
0.9695 |
0.9695 |
0.9655 |
0.9722 |
| PP |
0.9601 |
0.9601 |
0.9601 |
0.9615 |
| S1 |
0.9547 |
0.9547 |
0.9627 |
0.9574 |
| S2 |
0.9453 |
0.9453 |
0.9614 |
|
| S3 |
0.9305 |
0.9399 |
0.9600 |
|
| S4 |
0.9157 |
0.9251 |
0.9560 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9712 |
0.9415 |
0.0297 |
3.1% |
0.0155 |
1.6% |
76% |
False |
False |
1,846 |
| 10 |
0.9809 |
0.9415 |
0.0394 |
4.1% |
0.0137 |
1.4% |
57% |
False |
False |
1,213 |
| 20 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0130 |
1.4% |
38% |
False |
False |
792 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0127 |
1.3% |
38% |
False |
False |
472 |
| 60 |
1.0015 |
0.9025 |
0.0990 |
10.3% |
0.0109 |
1.1% |
62% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0284 |
|
2.618 |
1.0042 |
|
1.618 |
0.9894 |
|
1.000 |
0.9803 |
|
0.618 |
0.9746 |
|
HIGH |
0.9655 |
|
0.618 |
0.9598 |
|
0.500 |
0.9581 |
|
0.382 |
0.9564 |
|
LOW |
0.9507 |
|
0.618 |
0.9416 |
|
1.000 |
0.9359 |
|
1.618 |
0.9268 |
|
2.618 |
0.9120 |
|
4.250 |
0.8878 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9621 |
0.9606 |
| PP |
0.9601 |
0.9570 |
| S1 |
0.9581 |
0.9535 |
|