CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9100 |
-0.0024 |
-0.3% |
0.9016 |
| High |
0.9130 |
0.9105 |
-0.0025 |
-0.3% |
0.9183 |
| Low |
0.9023 |
0.8932 |
-0.0091 |
-1.0% |
0.8989 |
| Close |
0.9105 |
0.8947 |
-0.0158 |
-1.7% |
0.9145 |
| Range |
0.0107 |
0.0173 |
0.0066 |
61.7% |
0.0194 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
4.0% |
0.0000 |
| Volume |
101,205 |
115,983 |
14,778 |
14.6% |
437,232 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9514 |
0.9403 |
0.9042 |
|
| R3 |
0.9341 |
0.9230 |
0.8995 |
|
| R2 |
0.9168 |
0.9168 |
0.8979 |
|
| R1 |
0.9057 |
0.9057 |
0.8963 |
0.9026 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8979 |
| S1 |
0.8884 |
0.8884 |
0.8931 |
0.8853 |
| S2 |
0.8822 |
0.8822 |
0.8915 |
|
| S3 |
0.8649 |
0.8711 |
0.8899 |
|
| S4 |
0.8476 |
0.8538 |
0.8852 |
|
|
| 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 |
0.8932 |
0.0251 |
2.8% |
0.0095 |
1.1% |
6% |
False |
True |
87,053 |
| 10 |
0.9183 |
0.8866 |
0.0317 |
3.5% |
0.0100 |
1.1% |
26% |
False |
False |
89,160 |
| 20 |
0.9183 |
0.8576 |
0.0607 |
6.8% |
0.0111 |
1.2% |
61% |
False |
False |
95,109 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0122 |
1.4% |
75% |
False |
False |
98,097 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0146 |
1.6% |
81% |
False |
False |
71,699 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0137 |
1.5% |
81% |
False |
False |
53,937 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0123 |
1.4% |
78% |
False |
False |
43,172 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0105 |
1.2% |
78% |
False |
False |
35,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9558 |
|
1.618 |
0.9385 |
|
1.000 |
0.9278 |
|
0.618 |
0.9212 |
|
HIGH |
0.9105 |
|
0.618 |
0.9039 |
|
0.500 |
0.9019 |
|
0.382 |
0.8998 |
|
LOW |
0.8932 |
|
0.618 |
0.8825 |
|
1.000 |
0.8759 |
|
1.618 |
0.8652 |
|
2.618 |
0.8479 |
|
4.250 |
0.8197 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9051 |
| PP |
0.8995 |
0.9016 |
| S1 |
0.8971 |
0.8982 |
|