CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9084 |
0.9123 |
0.0039 |
0.4% |
0.8904 |
| High |
0.9142 |
0.9135 |
-0.0007 |
-0.1% |
0.9023 |
| Low |
0.9052 |
0.9077 |
0.0025 |
0.3% |
0.8858 |
| Close |
0.9134 |
0.9107 |
-0.0027 |
-0.3% |
0.8989 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0165 |
| ATR |
0.0122 |
0.0118 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
85,484 |
66,845 |
-18,639 |
-21.8% |
446,511 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9252 |
0.9139 |
|
| R3 |
0.9222 |
0.9194 |
0.9123 |
|
| R2 |
0.9164 |
0.9164 |
0.9118 |
|
| R1 |
0.9136 |
0.9136 |
0.9112 |
0.9121 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9099 |
| S1 |
0.9078 |
0.9078 |
0.9102 |
0.9063 |
| S2 |
0.9048 |
0.9048 |
0.9096 |
|
| S3 |
0.8990 |
0.9020 |
0.9091 |
|
| S4 |
0.8932 |
0.8962 |
0.9075 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9385 |
0.9080 |
|
| R3 |
0.9287 |
0.9220 |
0.9034 |
|
| R2 |
0.9122 |
0.9122 |
0.9019 |
|
| R1 |
0.9055 |
0.9055 |
0.9004 |
0.9089 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8973 |
| S1 |
0.8890 |
0.8890 |
0.8974 |
0.8924 |
| S2 |
0.8792 |
0.8792 |
0.8959 |
|
| S3 |
0.8627 |
0.8725 |
0.8944 |
|
| S4 |
0.8462 |
0.8560 |
0.8898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9142 |
0.8921 |
0.0221 |
2.4% |
0.0089 |
1.0% |
84% |
False |
False |
86,093 |
| 10 |
0.9142 |
0.8842 |
0.0300 |
3.3% |
0.0094 |
1.0% |
88% |
False |
False |
89,663 |
| 20 |
0.9142 |
0.8576 |
0.0566 |
6.2% |
0.0110 |
1.2% |
94% |
False |
False |
94,135 |
| 40 |
0.9142 |
0.8182 |
0.0960 |
10.5% |
0.0127 |
1.4% |
96% |
False |
False |
96,318 |
| 60 |
0.9142 |
0.7970 |
0.1172 |
12.9% |
0.0146 |
1.6% |
97% |
False |
False |
65,668 |
| 80 |
0.9195 |
0.7970 |
0.1225 |
13.5% |
0.0135 |
1.5% |
93% |
False |
False |
49,337 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0121 |
1.3% |
90% |
False |
False |
39,494 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0102 |
1.1% |
90% |
False |
False |
32,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9382 |
|
2.618 |
0.9287 |
|
1.618 |
0.9229 |
|
1.000 |
0.9193 |
|
0.618 |
0.9171 |
|
HIGH |
0.9135 |
|
0.618 |
0.9113 |
|
0.500 |
0.9106 |
|
0.382 |
0.9099 |
|
LOW |
0.9077 |
|
0.618 |
0.9041 |
|
1.000 |
0.9019 |
|
1.618 |
0.8983 |
|
2.618 |
0.8925 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9099 |
| PP |
0.9106 |
0.9092 |
| S1 |
0.9106 |
0.9084 |
|