CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9124 |
-0.0026 |
-0.3% |
0.9016 |
| High |
0.9169 |
0.9130 |
-0.0039 |
-0.4% |
0.9183 |
| Low |
0.9116 |
0.9023 |
-0.0093 |
-1.0% |
0.8989 |
| Close |
0.9130 |
0.9105 |
-0.0025 |
-0.3% |
0.9145 |
| Range |
0.0053 |
0.0107 |
0.0054 |
101.9% |
0.0194 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
48,638 |
101,205 |
52,567 |
108.1% |
437,232 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9363 |
0.9164 |
|
| R3 |
0.9300 |
0.9256 |
0.9134 |
|
| R2 |
0.9193 |
0.9193 |
0.9125 |
|
| R1 |
0.9149 |
0.9149 |
0.9115 |
0.9118 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9070 |
| S1 |
0.9042 |
0.9042 |
0.9095 |
0.9011 |
| S2 |
0.8979 |
0.8979 |
0.9085 |
|
| S3 |
0.8872 |
0.8935 |
0.9076 |
|
| S4 |
0.8765 |
0.8828 |
0.9046 |
|
|
| 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 |
0.9023 |
0.0160 |
1.8% |
0.0079 |
0.9% |
51% |
False |
True |
80,953 |
| 10 |
0.9183 |
0.8858 |
0.0325 |
3.6% |
0.0093 |
1.0% |
76% |
False |
False |
85,807 |
| 20 |
0.9183 |
0.8576 |
0.0607 |
6.7% |
0.0107 |
1.2% |
87% |
False |
False |
94,245 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.3% |
0.0122 |
1.3% |
92% |
False |
False |
97,356 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0146 |
1.6% |
94% |
False |
False |
69,777 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0136 |
1.5% |
94% |
False |
False |
52,489 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0122 |
1.3% |
90% |
False |
False |
42,013 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0104 |
1.1% |
90% |
False |
False |
35,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9585 |
|
2.618 |
0.9410 |
|
1.618 |
0.9303 |
|
1.000 |
0.9237 |
|
0.618 |
0.9196 |
|
HIGH |
0.9130 |
|
0.618 |
0.9089 |
|
0.500 |
0.9077 |
|
0.382 |
0.9064 |
|
LOW |
0.9023 |
|
0.618 |
0.8957 |
|
1.000 |
0.8916 |
|
1.618 |
0.8850 |
|
2.618 |
0.8743 |
|
4.250 |
0.8568 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9104 |
| PP |
0.9086 |
0.9104 |
| S1 |
0.9077 |
0.9103 |
|