CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9678 |
-0.0032 |
-0.3% |
0.9544 |
| High |
0.9737 |
0.9771 |
0.0034 |
0.3% |
0.9819 |
| Low |
0.9635 |
0.9664 |
0.0029 |
0.3% |
0.9415 |
| Close |
0.9683 |
0.9716 |
0.0033 |
0.3% |
0.9785 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0404 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
44,267 |
49,826 |
5,559 |
12.6% |
17,667 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
0.9984 |
0.9775 |
|
| R3 |
0.9931 |
0.9877 |
0.9745 |
|
| R2 |
0.9824 |
0.9824 |
0.9736 |
|
| R1 |
0.9770 |
0.9770 |
0.9726 |
0.9797 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9731 |
| S1 |
0.9663 |
0.9663 |
0.9706 |
0.9690 |
| S2 |
0.9610 |
0.9610 |
0.9696 |
|
| S3 |
0.9503 |
0.9556 |
0.9687 |
|
| S4 |
0.9396 |
0.9449 |
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 |
0.9620 |
0.0227 |
2.3% |
0.0128 |
1.3% |
42% |
False |
False |
26,841 |
| 10 |
0.9847 |
0.9415 |
0.0432 |
4.4% |
0.0141 |
1.5% |
70% |
False |
False |
14,343 |
| 20 |
0.9957 |
0.9415 |
0.0542 |
5.6% |
0.0134 |
1.4% |
56% |
False |
False |
7,437 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.2% |
0.0131 |
1.3% |
50% |
False |
False |
3,815 |
| 60 |
1.0015 |
0.9146 |
0.0869 |
8.9% |
0.0116 |
1.2% |
66% |
False |
False |
2,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0226 |
|
2.618 |
1.0051 |
|
1.618 |
0.9944 |
|
1.000 |
0.9878 |
|
0.618 |
0.9837 |
|
HIGH |
0.9771 |
|
0.618 |
0.9730 |
|
0.500 |
0.9718 |
|
0.382 |
0.9705 |
|
LOW |
0.9664 |
|
0.618 |
0.9598 |
|
1.000 |
0.9557 |
|
1.618 |
0.9491 |
|
2.618 |
0.9384 |
|
4.250 |
0.9209 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9718 |
0.9741 |
| PP |
0.9717 |
0.9733 |
| S1 |
0.9717 |
0.9724 |
|