CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8930 |
0.8901 |
-0.0029 |
-0.3% |
0.9150 |
| High |
0.9004 |
0.8966 |
-0.0038 |
-0.4% |
0.9169 |
| Low |
0.8890 |
0.8830 |
-0.0060 |
-0.7% |
0.8883 |
| Close |
0.8901 |
0.8934 |
0.0033 |
0.4% |
0.8901 |
| Range |
0.0114 |
0.0136 |
0.0022 |
19.3% |
0.0286 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.4% |
0.0000 |
| Volume |
84,636 |
98,403 |
13,767 |
16.3% |
459,195 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9318 |
0.9262 |
0.9009 |
|
| R3 |
0.9182 |
0.9126 |
0.8971 |
|
| R2 |
0.9046 |
0.9046 |
0.8959 |
|
| R1 |
0.8990 |
0.8990 |
0.8946 |
0.9018 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8924 |
| S1 |
0.8854 |
0.8854 |
0.8922 |
0.8882 |
| S2 |
0.8774 |
0.8774 |
0.8909 |
|
| S3 |
0.8638 |
0.8718 |
0.8897 |
|
| S4 |
0.8502 |
0.8582 |
0.8859 |
|
|
| 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 |
0.9130 |
0.8830 |
0.0300 |
3.4% |
0.0126 |
1.4% |
35% |
False |
True |
101,792 |
| 10 |
0.9183 |
0.8830 |
0.0353 |
4.0% |
0.0100 |
1.1% |
29% |
False |
True |
88,998 |
| 20 |
0.9183 |
0.8610 |
0.0573 |
6.4% |
0.0110 |
1.2% |
57% |
False |
False |
92,494 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0124 |
1.4% |
73% |
False |
False |
99,122 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0140 |
1.6% |
79% |
False |
False |
76,411 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0139 |
1.6% |
79% |
False |
False |
57,576 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0124 |
1.4% |
77% |
False |
False |
46,088 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0108 |
1.2% |
77% |
False |
False |
38,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9544 |
|
2.618 |
0.9322 |
|
1.618 |
0.9186 |
|
1.000 |
0.9102 |
|
0.618 |
0.9050 |
|
HIGH |
0.8966 |
|
0.618 |
0.8914 |
|
0.500 |
0.8898 |
|
0.382 |
0.8882 |
|
LOW |
0.8830 |
|
0.618 |
0.8746 |
|
1.000 |
0.8694 |
|
1.618 |
0.8610 |
|
2.618 |
0.8474 |
|
4.250 |
0.8252 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8928 |
| PP |
0.8910 |
0.8923 |
| S1 |
0.8898 |
0.8917 |
|