CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9871 |
0.9896 |
0.0025 |
0.3% |
0.9728 |
| High |
0.9910 |
0.9971 |
0.0061 |
0.6% |
0.9917 |
| Low |
0.9849 |
0.9890 |
0.0041 |
0.4% |
0.9722 |
| Close |
0.9896 |
0.9952 |
0.0056 |
0.6% |
0.9783 |
| Range |
0.0061 |
0.0081 |
0.0020 |
32.8% |
0.0195 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
41,766 |
46,050 |
4,284 |
10.3% |
367,820 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0147 |
0.9997 |
|
| R3 |
1.0100 |
1.0066 |
0.9974 |
|
| R2 |
1.0019 |
1.0019 |
0.9967 |
|
| R1 |
0.9985 |
0.9985 |
0.9959 |
1.0002 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9946 |
| S1 |
0.9904 |
0.9904 |
0.9945 |
0.9921 |
| S2 |
0.9857 |
0.9857 |
0.9937 |
|
| S3 |
0.9776 |
0.9823 |
0.9930 |
|
| S4 |
0.9695 |
0.9742 |
0.9907 |
|
|
| 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 |
0.9971 |
0.9736 |
0.0235 |
2.4% |
0.0079 |
0.8% |
92% |
True |
False |
51,150 |
| 10 |
0.9971 |
0.9715 |
0.0256 |
2.6% |
0.0092 |
0.9% |
93% |
True |
False |
62,443 |
| 20 |
0.9971 |
0.9415 |
0.0556 |
5.6% |
0.0117 |
1.2% |
97% |
True |
False |
38,393 |
| 40 |
1.0015 |
0.9415 |
0.0600 |
6.0% |
0.0119 |
1.2% |
90% |
False |
False |
19,389 |
| 60 |
1.0015 |
0.9360 |
0.0655 |
6.6% |
0.0118 |
1.2% |
90% |
False |
False |
12,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0183 |
|
1.618 |
1.0102 |
|
1.000 |
1.0052 |
|
0.618 |
1.0021 |
|
HIGH |
0.9971 |
|
0.618 |
0.9940 |
|
0.500 |
0.9931 |
|
0.382 |
0.9921 |
|
LOW |
0.9890 |
|
0.618 |
0.9840 |
|
1.000 |
0.9809 |
|
1.618 |
0.9759 |
|
2.618 |
0.9678 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
0.9932 |
| PP |
0.9938 |
0.9912 |
| S1 |
0.9931 |
0.9892 |
|