CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8912 |
0.8930 |
0.0018 |
0.2% |
0.9150 |
| High |
0.8981 |
0.9004 |
0.0023 |
0.3% |
0.9169 |
| Low |
0.8883 |
0.8890 |
0.0007 |
0.1% |
0.8883 |
| Close |
0.8908 |
0.8901 |
-0.0007 |
-0.1% |
0.8901 |
| Range |
0.0098 |
0.0114 |
0.0016 |
16.3% |
0.0286 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.0% |
0.0000 |
| Volume |
108,733 |
84,636 |
-24,097 |
-22.2% |
459,195 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9274 |
0.9201 |
0.8964 |
|
| R3 |
0.9160 |
0.9087 |
0.8932 |
|
| R2 |
0.9046 |
0.9046 |
0.8922 |
|
| R1 |
0.8973 |
0.8973 |
0.8911 |
0.8953 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8921 |
| S1 |
0.8859 |
0.8859 |
0.8891 |
0.8839 |
| S2 |
0.8818 |
0.8818 |
0.8880 |
|
| S3 |
0.8704 |
0.8745 |
0.8870 |
|
| S4 |
0.8590 |
0.8631 |
0.8838 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9842 |
0.9658 |
0.9058 |
|
| R3 |
0.9556 |
0.9372 |
0.8980 |
|
| R2 |
0.9270 |
0.9270 |
0.8953 |
|
| R1 |
0.9086 |
0.9086 |
0.8927 |
0.9035 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8959 |
| S1 |
0.8800 |
0.8800 |
0.8875 |
0.8749 |
| S2 |
0.8698 |
0.8698 |
0.8849 |
|
| S3 |
0.8412 |
0.8514 |
0.8822 |
|
| S4 |
0.8126 |
0.8228 |
0.8744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9169 |
0.8883 |
0.0286 |
3.2% |
0.0109 |
1.2% |
6% |
False |
False |
91,839 |
| 10 |
0.9183 |
0.8883 |
0.0300 |
3.4% |
0.0097 |
1.1% |
6% |
False |
False |
89,642 |
| 20 |
0.9183 |
0.8576 |
0.0607 |
6.8% |
0.0107 |
1.2% |
54% |
False |
False |
92,964 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0123 |
1.4% |
70% |
False |
False |
98,881 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0143 |
1.6% |
77% |
False |
False |
74,837 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0138 |
1.5% |
77% |
False |
False |
56,349 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0124 |
1.4% |
74% |
False |
False |
45,104 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0107 |
1.2% |
74% |
False |
False |
37,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9489 |
|
2.618 |
0.9302 |
|
1.618 |
0.9188 |
|
1.000 |
0.9118 |
|
0.618 |
0.9074 |
|
HIGH |
0.9004 |
|
0.618 |
0.8960 |
|
0.500 |
0.8947 |
|
0.382 |
0.8934 |
|
LOW |
0.8890 |
|
0.618 |
0.8820 |
|
1.000 |
0.8776 |
|
1.618 |
0.8706 |
|
2.618 |
0.8592 |
|
4.250 |
0.8406 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8947 |
0.8994 |
| PP |
0.8932 |
0.8963 |
| S1 |
0.8916 |
0.8932 |
|