CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9117 |
-0.0006 |
-0.1% |
0.9016 |
| High |
0.9135 |
0.9183 |
0.0048 |
0.5% |
0.9183 |
| Low |
0.9077 |
0.9097 |
0.0020 |
0.2% |
0.8989 |
| Close |
0.9107 |
0.9145 |
0.0038 |
0.4% |
0.9145 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0194 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
66,845 |
102,595 |
35,750 |
53.5% |
437,232 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9400 |
0.9358 |
0.9192 |
|
| R3 |
0.9314 |
0.9272 |
0.9169 |
|
| R2 |
0.9228 |
0.9228 |
0.9161 |
|
| R1 |
0.9186 |
0.9186 |
0.9153 |
0.9207 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9152 |
| S1 |
0.9100 |
0.9100 |
0.9137 |
0.9121 |
| S2 |
0.9056 |
0.9056 |
0.9129 |
|
| S3 |
0.8970 |
0.9014 |
0.9121 |
|
| S4 |
0.8884 |
0.8928 |
0.9098 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9688 |
0.9610 |
0.9252 |
|
| R3 |
0.9494 |
0.9416 |
0.9198 |
|
| R2 |
0.9300 |
0.9300 |
0.9181 |
|
| R1 |
0.9222 |
0.9222 |
0.9163 |
0.9261 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9125 |
| S1 |
0.9028 |
0.9028 |
0.9127 |
0.9067 |
| S2 |
0.8912 |
0.8912 |
0.9109 |
|
| S3 |
0.8718 |
0.8834 |
0.9092 |
|
| S4 |
0.8524 |
0.8640 |
0.9038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9183 |
0.8989 |
0.0194 |
2.1% |
0.0086 |
0.9% |
80% |
True |
False |
87,446 |
| 10 |
0.9183 |
0.8858 |
0.0325 |
3.6% |
0.0095 |
1.0% |
88% |
True |
False |
88,374 |
| 20 |
0.9183 |
0.8576 |
0.0607 |
6.6% |
0.0111 |
1.2% |
94% |
True |
False |
93,762 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.2% |
0.0124 |
1.4% |
96% |
True |
False |
97,985 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0147 |
1.6% |
97% |
True |
False |
67,376 |
| 80 |
0.9195 |
0.7970 |
0.1225 |
13.4% |
0.0135 |
1.5% |
96% |
False |
False |
50,619 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0121 |
1.3% |
93% |
False |
False |
40,517 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0103 |
1.1% |
93% |
False |
False |
33,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9549 |
|
2.618 |
0.9408 |
|
1.618 |
0.9322 |
|
1.000 |
0.9269 |
|
0.618 |
0.9236 |
|
HIGH |
0.9183 |
|
0.618 |
0.9150 |
|
0.500 |
0.9140 |
|
0.382 |
0.9130 |
|
LOW |
0.9097 |
|
0.618 |
0.9044 |
|
1.000 |
0.9011 |
|
1.618 |
0.8958 |
|
2.618 |
0.8872 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9136 |
| PP |
0.9142 |
0.9127 |
| S1 |
0.9140 |
0.9118 |
|