CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9814 |
0.9777 |
-0.0037 |
-0.4% |
0.9544 |
| High |
0.9814 |
0.9847 |
0.0033 |
0.3% |
0.9819 |
| Low |
0.9728 |
0.9702 |
-0.0026 |
-0.3% |
0.9415 |
| Close |
0.9788 |
0.9737 |
-0.0051 |
-0.5% |
0.9785 |
| Range |
0.0086 |
0.0145 |
0.0059 |
68.6% |
0.0404 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.5% |
0.0000 |
| Volume |
12,399 |
18,610 |
6,211 |
50.1% |
17,667 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0112 |
0.9817 |
|
| R3 |
1.0052 |
0.9967 |
0.9777 |
|
| R2 |
0.9907 |
0.9907 |
0.9764 |
|
| R1 |
0.9822 |
0.9822 |
0.9750 |
0.9792 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9747 |
| S1 |
0.9677 |
0.9677 |
0.9724 |
0.9647 |
| S2 |
0.9617 |
0.9617 |
0.9710 |
|
| S3 |
0.9472 |
0.9532 |
0.9697 |
|
| S4 |
0.9327 |
0.9387 |
0.9657 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0739 |
1.0007 |
|
| R3 |
1.0481 |
1.0335 |
0.9896 |
|
| R2 |
1.0077 |
1.0077 |
0.9859 |
|
| R1 |
0.9931 |
0.9931 |
0.9822 |
1.0004 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9710 |
| S1 |
0.9527 |
0.9527 |
0.9748 |
0.9600 |
| S2 |
0.9269 |
0.9269 |
0.9711 |
|
| S3 |
0.8865 |
0.9123 |
0.9674 |
|
| S4 |
0.8461 |
0.8719 |
0.9563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9415 |
0.0432 |
4.4% |
0.0148 |
1.5% |
75% |
True |
False |
9,252 |
| 10 |
0.9847 |
0.9415 |
0.0432 |
4.4% |
0.0148 |
1.5% |
75% |
True |
False |
5,038 |
| 20 |
1.0010 |
0.9415 |
0.0595 |
6.1% |
0.0137 |
1.4% |
54% |
False |
False |
2,751 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0129 |
1.3% |
54% |
False |
False |
1,466 |
| 60 |
1.0015 |
0.9122 |
0.0893 |
9.2% |
0.0114 |
1.2% |
69% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0227 |
|
1.618 |
1.0082 |
|
1.000 |
0.9992 |
|
0.618 |
0.9937 |
|
HIGH |
0.9847 |
|
0.618 |
0.9792 |
|
0.500 |
0.9775 |
|
0.382 |
0.9757 |
|
LOW |
0.9702 |
|
0.618 |
0.9612 |
|
1.000 |
0.9557 |
|
1.618 |
0.9467 |
|
2.618 |
0.9322 |
|
4.250 |
0.9086 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9775 |
0.9736 |
| PP |
0.9762 |
0.9735 |
| S1 |
0.9750 |
0.9734 |
|