CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8901 |
0.8944 |
0.0043 |
0.5% |
0.9150 |
| High |
0.8966 |
0.9052 |
0.0086 |
1.0% |
0.9169 |
| Low |
0.8830 |
0.8917 |
0.0087 |
1.0% |
0.8883 |
| Close |
0.8934 |
0.9035 |
0.0101 |
1.1% |
0.8901 |
| Range |
0.0136 |
0.0135 |
-0.0001 |
-0.7% |
0.0286 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
1.2% |
0.0000 |
| Volume |
98,403 |
87,092 |
-11,311 |
-11.5% |
459,195 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9406 |
0.9356 |
0.9109 |
|
| R3 |
0.9271 |
0.9221 |
0.9072 |
|
| R2 |
0.9136 |
0.9136 |
0.9060 |
|
| R1 |
0.9086 |
0.9086 |
0.9047 |
0.9111 |
| PP |
0.9001 |
0.9001 |
0.9001 |
0.9014 |
| S1 |
0.8951 |
0.8951 |
0.9023 |
0.8976 |
| S2 |
0.8866 |
0.8866 |
0.9010 |
|
| S3 |
0.8731 |
0.8816 |
0.8998 |
|
| S4 |
0.8596 |
0.8681 |
0.8961 |
|
|
| 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 |
0.9105 |
0.8830 |
0.0275 |
3.0% |
0.0131 |
1.5% |
75% |
False |
False |
98,969 |
| 10 |
0.9183 |
0.8830 |
0.0353 |
3.9% |
0.0105 |
1.2% |
58% |
False |
False |
89,961 |
| 20 |
0.9183 |
0.8684 |
0.0499 |
5.5% |
0.0108 |
1.2% |
70% |
False |
False |
92,370 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.4% |
0.0125 |
1.4% |
84% |
False |
False |
99,874 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.4% |
0.0137 |
1.5% |
88% |
False |
False |
77,817 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.4% |
0.0139 |
1.5% |
88% |
False |
False |
58,659 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0125 |
1.4% |
85% |
False |
False |
46,958 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0109 |
1.2% |
85% |
False |
False |
39,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9626 |
|
2.618 |
0.9405 |
|
1.618 |
0.9270 |
|
1.000 |
0.9187 |
|
0.618 |
0.9135 |
|
HIGH |
0.9052 |
|
0.618 |
0.9000 |
|
0.500 |
0.8985 |
|
0.382 |
0.8969 |
|
LOW |
0.8917 |
|
0.618 |
0.8834 |
|
1.000 |
0.8782 |
|
1.618 |
0.8699 |
|
2.618 |
0.8564 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9004 |
| PP |
0.9001 |
0.8972 |
| S1 |
0.8985 |
0.8941 |
|