CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8944 |
0.9026 |
0.0082 |
0.9% |
0.9150 |
| High |
0.9052 |
0.9035 |
-0.0017 |
-0.2% |
0.9169 |
| Low |
0.8917 |
0.8945 |
0.0028 |
0.3% |
0.8883 |
| Close |
0.9035 |
0.8964 |
-0.0071 |
-0.8% |
0.8901 |
| Range |
0.0135 |
0.0090 |
-0.0045 |
-33.3% |
0.0286 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
87,092 |
94,672 |
7,580 |
8.7% |
459,195 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9251 |
0.9198 |
0.9014 |
|
| R3 |
0.9161 |
0.9108 |
0.8989 |
|
| R2 |
0.9071 |
0.9071 |
0.8981 |
|
| R1 |
0.9018 |
0.9018 |
0.8972 |
0.9000 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8972 |
| S1 |
0.8928 |
0.8928 |
0.8956 |
0.8910 |
| S2 |
0.8891 |
0.8891 |
0.8948 |
|
| S3 |
0.8801 |
0.8838 |
0.8939 |
|
| S4 |
0.8711 |
0.8748 |
0.8915 |
|
|
| 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 |
0.9052 |
0.8830 |
0.0222 |
2.5% |
0.0115 |
1.3% |
60% |
False |
False |
94,707 |
| 10 |
0.9183 |
0.8830 |
0.0353 |
3.9% |
0.0105 |
1.2% |
38% |
False |
False |
90,880 |
| 20 |
0.9183 |
0.8684 |
0.0499 |
5.6% |
0.0107 |
1.2% |
56% |
False |
False |
91,690 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.4% |
0.0124 |
1.4% |
77% |
False |
False |
100,024 |
| 60 |
0.9183 |
0.7970 |
0.1213 |
13.5% |
0.0136 |
1.5% |
82% |
False |
False |
79,367 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.5% |
0.0140 |
1.6% |
82% |
False |
False |
59,838 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0124 |
1.4% |
79% |
False |
False |
47,903 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0110 |
1.2% |
79% |
False |
False |
39,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9418 |
|
2.618 |
0.9271 |
|
1.618 |
0.9181 |
|
1.000 |
0.9125 |
|
0.618 |
0.9091 |
|
HIGH |
0.9035 |
|
0.618 |
0.9001 |
|
0.500 |
0.8990 |
|
0.382 |
0.8979 |
|
LOW |
0.8945 |
|
0.618 |
0.8889 |
|
1.000 |
0.8855 |
|
1.618 |
0.8799 |
|
2.618 |
0.8709 |
|
4.250 |
0.8563 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.8956 |
| PP |
0.8981 |
0.8949 |
| S1 |
0.8973 |
0.8941 |
|