CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.8912 |
-0.0188 |
-2.1% |
0.9016 |
| High |
0.9105 |
0.8981 |
-0.0124 |
-1.4% |
0.9183 |
| Low |
0.8932 |
0.8883 |
-0.0049 |
-0.5% |
0.8989 |
| Close |
0.8947 |
0.8908 |
-0.0039 |
-0.4% |
0.9145 |
| Range |
0.0173 |
0.0098 |
-0.0075 |
-43.4% |
0.0194 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
115,983 |
108,733 |
-7,250 |
-6.3% |
437,232 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9161 |
0.8962 |
|
| R3 |
0.9120 |
0.9063 |
0.8935 |
|
| R2 |
0.9022 |
0.9022 |
0.8926 |
|
| R1 |
0.8965 |
0.8965 |
0.8917 |
0.8945 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8914 |
| S1 |
0.8867 |
0.8867 |
0.8899 |
0.8847 |
| S2 |
0.8826 |
0.8826 |
0.8890 |
|
| S3 |
0.8728 |
0.8769 |
0.8881 |
|
| S4 |
0.8630 |
0.8671 |
0.8854 |
|
|
| 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 |
0.8883 |
0.0300 |
3.4% |
0.0103 |
1.2% |
8% |
False |
True |
95,430 |
| 10 |
0.9183 |
0.8883 |
0.0300 |
3.4% |
0.0096 |
1.1% |
8% |
False |
True |
90,762 |
| 20 |
0.9183 |
0.8576 |
0.0607 |
6.8% |
0.0110 |
1.2% |
55% |
False |
False |
95,902 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0122 |
1.4% |
71% |
False |
False |
98,706 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0145 |
1.6% |
77% |
False |
False |
73,498 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0137 |
1.5% |
77% |
False |
False |
55,293 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0123 |
1.4% |
74% |
False |
False |
44,259 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0106 |
1.2% |
74% |
False |
False |
36,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9398 |
|
2.618 |
0.9238 |
|
1.618 |
0.9140 |
|
1.000 |
0.9079 |
|
0.618 |
0.9042 |
|
HIGH |
0.8981 |
|
0.618 |
0.8944 |
|
0.500 |
0.8932 |
|
0.382 |
0.8920 |
|
LOW |
0.8883 |
|
0.618 |
0.8822 |
|
1.000 |
0.8785 |
|
1.618 |
0.8724 |
|
2.618 |
0.8626 |
|
4.250 |
0.8467 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8932 |
0.9007 |
| PP |
0.8924 |
0.8974 |
| S1 |
0.8916 |
0.8941 |
|