CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9871 |
0.0045 |
0.5% |
0.9728 |
| High |
0.9891 |
0.9910 |
0.0019 |
0.2% |
0.9917 |
| Low |
0.9813 |
0.9849 |
0.0036 |
0.4% |
0.9722 |
| Close |
0.9859 |
0.9896 |
0.0037 |
0.4% |
0.9783 |
| Range |
0.0078 |
0.0061 |
-0.0017 |
-21.8% |
0.0195 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
48,149 |
41,766 |
-6,383 |
-13.3% |
367,820 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0068 |
1.0043 |
0.9930 |
|
| R3 |
1.0007 |
0.9982 |
0.9913 |
|
| R2 |
0.9946 |
0.9946 |
0.9907 |
|
| R1 |
0.9921 |
0.9921 |
0.9902 |
0.9934 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9891 |
| S1 |
0.9860 |
0.9860 |
0.9890 |
0.9873 |
| S2 |
0.9824 |
0.9824 |
0.9885 |
|
| S3 |
0.9763 |
0.9799 |
0.9879 |
|
| S4 |
0.9702 |
0.9738 |
0.9862 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0283 |
0.9890 |
|
| R3 |
1.0197 |
1.0088 |
0.9837 |
|
| R2 |
1.0002 |
1.0002 |
0.9819 |
|
| R1 |
0.9893 |
0.9893 |
0.9801 |
0.9948 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9835 |
| S1 |
0.9698 |
0.9698 |
0.9765 |
0.9753 |
| S2 |
0.9612 |
0.9612 |
0.9747 |
|
| S3 |
0.9417 |
0.9503 |
0.9729 |
|
| S4 |
0.9222 |
0.9308 |
0.9676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9725 |
0.0185 |
1.9% |
0.0078 |
0.8% |
92% |
True |
False |
55,472 |
| 10 |
0.9917 |
0.9664 |
0.0253 |
2.6% |
0.0095 |
1.0% |
92% |
False |
False |
62,821 |
| 20 |
0.9917 |
0.9415 |
0.0502 |
5.1% |
0.0118 |
1.2% |
96% |
False |
False |
36,122 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.1% |
0.0122 |
1.2% |
80% |
False |
False |
18,241 |
| 60 |
1.0015 |
0.9360 |
0.0655 |
6.6% |
0.0118 |
1.2% |
82% |
False |
False |
12,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
1.0070 |
|
1.618 |
1.0009 |
|
1.000 |
0.9971 |
|
0.618 |
0.9948 |
|
HIGH |
0.9910 |
|
0.618 |
0.9887 |
|
0.500 |
0.9880 |
|
0.382 |
0.9872 |
|
LOW |
0.9849 |
|
0.618 |
0.9811 |
|
1.000 |
0.9788 |
|
1.618 |
0.9750 |
|
2.618 |
0.9689 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9891 |
0.9876 |
| PP |
0.9885 |
0.9855 |
| S1 |
0.9880 |
0.9835 |
|