CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9710 |
-0.0067 |
-0.7% |
0.9544 |
| High |
0.9847 |
0.9737 |
-0.0110 |
-1.1% |
0.9819 |
| Low |
0.9702 |
0.9635 |
-0.0067 |
-0.7% |
0.9415 |
| Close |
0.9737 |
0.9683 |
-0.0054 |
-0.6% |
0.9785 |
| Range |
0.0145 |
0.0102 |
-0.0043 |
-29.7% |
0.0404 |
| ATR |
0.0136 |
0.0133 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
18,610 |
44,267 |
25,657 |
137.9% |
17,667 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9939 |
0.9739 |
|
| R3 |
0.9889 |
0.9837 |
0.9711 |
|
| R2 |
0.9787 |
0.9787 |
0.9702 |
|
| R1 |
0.9735 |
0.9735 |
0.9692 |
0.9710 |
| PP |
0.9685 |
0.9685 |
0.9685 |
0.9673 |
| S1 |
0.9633 |
0.9633 |
0.9674 |
0.9608 |
| S2 |
0.9583 |
0.9583 |
0.9664 |
|
| S3 |
0.9481 |
0.9531 |
0.9655 |
|
| S4 |
0.9379 |
0.9429 |
0.9627 |
|
|
| 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 |
0.9507 |
0.0340 |
3.5% |
0.0136 |
1.4% |
52% |
False |
False |
17,373 |
| 10 |
0.9847 |
0.9415 |
0.0432 |
4.5% |
0.0142 |
1.5% |
62% |
False |
False |
9,422 |
| 20 |
0.9957 |
0.9415 |
0.0542 |
5.6% |
0.0134 |
1.4% |
49% |
False |
False |
4,958 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0129 |
1.3% |
45% |
False |
False |
2,570 |
| 60 |
1.0015 |
0.9146 |
0.0869 |
9.0% |
0.0115 |
1.2% |
62% |
False |
False |
1,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0171 |
|
2.618 |
1.0004 |
|
1.618 |
0.9902 |
|
1.000 |
0.9839 |
|
0.618 |
0.9800 |
|
HIGH |
0.9737 |
|
0.618 |
0.9698 |
|
0.500 |
0.9686 |
|
0.382 |
0.9674 |
|
LOW |
0.9635 |
|
0.618 |
0.9572 |
|
1.000 |
0.9533 |
|
1.618 |
0.9470 |
|
2.618 |
0.9368 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9686 |
0.9741 |
| PP |
0.9685 |
0.9722 |
| S1 |
0.9684 |
0.9702 |
|