CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8957 |
0.8896 |
-0.0061 |
-0.7% |
0.8901 |
| High |
0.8994 |
0.8916 |
-0.0078 |
-0.9% |
0.9052 |
| Low |
0.8880 |
0.8818 |
-0.0062 |
-0.7% |
0.8818 |
| Close |
0.8892 |
0.8897 |
0.0005 |
0.1% |
0.8897 |
| Range |
0.0114 |
0.0098 |
-0.0016 |
-14.0% |
0.0234 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
106,391 |
95,686 |
-10,705 |
-10.1% |
482,244 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9132 |
0.8951 |
|
| R3 |
0.9073 |
0.9034 |
0.8924 |
|
| R2 |
0.8975 |
0.8975 |
0.8915 |
|
| R1 |
0.8936 |
0.8936 |
0.8906 |
0.8956 |
| PP |
0.8877 |
0.8877 |
0.8877 |
0.8887 |
| S1 |
0.8838 |
0.8838 |
0.8888 |
0.8858 |
| S2 |
0.8779 |
0.8779 |
0.8879 |
|
| S3 |
0.8681 |
0.8740 |
0.8870 |
|
| S4 |
0.8583 |
0.8642 |
0.8843 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9624 |
0.9495 |
0.9026 |
|
| R3 |
0.9390 |
0.9261 |
0.8961 |
|
| R2 |
0.9156 |
0.9156 |
0.8940 |
|
| R1 |
0.9027 |
0.9027 |
0.8918 |
0.8975 |
| PP |
0.8922 |
0.8922 |
0.8922 |
0.8896 |
| S1 |
0.8793 |
0.8793 |
0.8876 |
0.8741 |
| S2 |
0.8688 |
0.8688 |
0.8854 |
|
| S3 |
0.8454 |
0.8559 |
0.8833 |
|
| S4 |
0.8220 |
0.8325 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9052 |
0.8818 |
0.0234 |
2.6% |
0.0115 |
1.3% |
34% |
False |
True |
96,448 |
| 10 |
0.9169 |
0.8818 |
0.0351 |
3.9% |
0.0112 |
1.3% |
23% |
False |
True |
94,143 |
| 20 |
0.9183 |
0.8818 |
0.0365 |
4.1% |
0.0103 |
1.2% |
22% |
False |
True |
91,259 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0123 |
1.4% |
69% |
False |
False |
99,234 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.3% |
0.0133 |
1.5% |
76% |
False |
False |
82,712 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0139 |
1.6% |
76% |
False |
False |
62,355 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0125 |
1.4% |
74% |
False |
False |
49,920 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0112 |
1.3% |
74% |
False |
False |
41,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9173 |
|
1.618 |
0.9075 |
|
1.000 |
0.9014 |
|
0.618 |
0.8977 |
|
HIGH |
0.8916 |
|
0.618 |
0.8879 |
|
0.500 |
0.8867 |
|
0.382 |
0.8855 |
|
LOW |
0.8818 |
|
0.618 |
0.8757 |
|
1.000 |
0.8720 |
|
1.618 |
0.8659 |
|
2.618 |
0.8561 |
|
4.250 |
0.8402 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8887 |
0.8927 |
| PP |
0.8877 |
0.8917 |
| S1 |
0.8867 |
0.8907 |
|