CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9920 |
0.9955 |
0.0035 |
0.4% |
0.9767 |
| High |
0.9962 |
1.0057 |
0.0095 |
1.0% |
0.9971 |
| Low |
0.9860 |
0.9944 |
0.0084 |
0.9% |
0.9760 |
| Close |
0.9944 |
1.0001 |
0.0057 |
0.6% |
0.9952 |
| Range |
0.0102 |
0.0113 |
0.0011 |
10.8% |
0.0211 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
46,621 |
43,496 |
-3,125 |
-6.7% |
193,295 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0283 |
1.0063 |
|
| R3 |
1.0227 |
1.0170 |
1.0032 |
|
| R2 |
1.0114 |
1.0114 |
1.0022 |
|
| R1 |
1.0057 |
1.0057 |
1.0011 |
1.0086 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0015 |
| S1 |
0.9944 |
0.9944 |
0.9991 |
0.9973 |
| S2 |
0.9888 |
0.9888 |
0.9980 |
|
| S3 |
0.9775 |
0.9831 |
0.9970 |
|
| S4 |
0.9662 |
0.9718 |
0.9939 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0451 |
1.0068 |
|
| R3 |
1.0316 |
1.0240 |
1.0010 |
|
| R2 |
1.0105 |
1.0105 |
0.9991 |
|
| R1 |
1.0029 |
1.0029 |
0.9971 |
1.0067 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9914 |
| S1 |
0.9818 |
0.9818 |
0.9933 |
0.9856 |
| S2 |
0.9683 |
0.9683 |
0.9913 |
|
| S3 |
0.9472 |
0.9607 |
0.9894 |
|
| S4 |
0.9261 |
0.9396 |
0.9836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0057 |
0.9813 |
0.0244 |
2.4% |
0.0087 |
0.9% |
77% |
True |
False |
45,216 |
| 10 |
1.0057 |
0.9725 |
0.0332 |
3.3% |
0.0092 |
0.9% |
83% |
True |
False |
58,434 |
| 20 |
1.0057 |
0.9415 |
0.0642 |
6.4% |
0.0110 |
1.1% |
91% |
True |
False |
42,825 |
| 40 |
1.0057 |
0.9415 |
0.0642 |
6.4% |
0.0119 |
1.2% |
91% |
True |
False |
21,629 |
| 60 |
1.0057 |
0.9360 |
0.0697 |
7.0% |
0.0119 |
1.2% |
92% |
True |
False |
14,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0353 |
|
1.618 |
1.0240 |
|
1.000 |
1.0170 |
|
0.618 |
1.0127 |
|
HIGH |
1.0057 |
|
0.618 |
1.0014 |
|
0.500 |
1.0001 |
|
0.382 |
0.9987 |
|
LOW |
0.9944 |
|
0.618 |
0.9874 |
|
1.000 |
0.9831 |
|
1.618 |
0.9761 |
|
2.618 |
0.9648 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
0.9987 |
| PP |
1.0001 |
0.9973 |
| S1 |
1.0001 |
0.9959 |
|