CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9996 |
0.0041 |
0.4% |
0.9767 |
| High |
1.0057 |
1.0089 |
0.0032 |
0.3% |
0.9971 |
| Low |
0.9944 |
0.9993 |
0.0049 |
0.5% |
0.9760 |
| Close |
1.0001 |
1.0081 |
0.0080 |
0.8% |
0.9952 |
| Range |
0.0113 |
0.0096 |
-0.0017 |
-15.0% |
0.0211 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
43,496 |
37,750 |
-5,746 |
-13.2% |
193,295 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0308 |
1.0134 |
|
| R3 |
1.0246 |
1.0212 |
1.0107 |
|
| R2 |
1.0150 |
1.0150 |
1.0099 |
|
| R1 |
1.0116 |
1.0116 |
1.0090 |
1.0133 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0063 |
| S1 |
1.0020 |
1.0020 |
1.0072 |
1.0037 |
| S2 |
0.9958 |
0.9958 |
1.0063 |
|
| S3 |
0.9862 |
0.9924 |
1.0055 |
|
| S4 |
0.9766 |
0.9828 |
1.0028 |
|
|
| 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 |
1.0089 |
0.9849 |
0.0240 |
2.4% |
0.0091 |
0.9% |
97% |
True |
False |
43,136 |
| 10 |
1.0089 |
0.9725 |
0.0364 |
3.6% |
0.0093 |
0.9% |
98% |
True |
False |
53,942 |
| 20 |
1.0089 |
0.9415 |
0.0674 |
6.7% |
0.0109 |
1.1% |
99% |
True |
False |
44,632 |
| 40 |
1.0089 |
0.9415 |
0.0674 |
6.7% |
0.0119 |
1.2% |
99% |
True |
False |
22,570 |
| 60 |
1.0089 |
0.9360 |
0.0729 |
7.2% |
0.0120 |
1.2% |
99% |
True |
False |
15,094 |
| 80 |
1.0089 |
0.8918 |
0.1171 |
11.6% |
0.0105 |
1.0% |
99% |
True |
False |
11,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0340 |
|
1.618 |
1.0244 |
|
1.000 |
1.0185 |
|
0.618 |
1.0148 |
|
HIGH |
1.0089 |
|
0.618 |
1.0052 |
|
0.500 |
1.0041 |
|
0.382 |
1.0030 |
|
LOW |
0.9993 |
|
0.618 |
0.9934 |
|
1.000 |
0.9897 |
|
1.618 |
0.9838 |
|
2.618 |
0.9742 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0046 |
| PP |
1.0054 |
1.0010 |
| S1 |
1.0041 |
0.9975 |
|