CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8886 |
0.8801 |
-0.0085 |
-1.0% |
0.8901 |
| High |
0.8888 |
0.8876 |
-0.0012 |
-0.1% |
0.9052 |
| Low |
0.8776 |
0.8743 |
-0.0033 |
-0.4% |
0.8818 |
| Close |
0.8815 |
0.8803 |
-0.0012 |
-0.1% |
0.8897 |
| Range |
0.0112 |
0.0133 |
0.0021 |
18.8% |
0.0234 |
| ATR |
0.0115 |
0.0117 |
0.0001 |
1.1% |
0.0000 |
| Volume |
115,988 |
109,157 |
-6,831 |
-5.9% |
482,244 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9138 |
0.8876 |
|
| R3 |
0.9073 |
0.9005 |
0.8840 |
|
| R2 |
0.8940 |
0.8940 |
0.8827 |
|
| R1 |
0.8872 |
0.8872 |
0.8815 |
0.8906 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8825 |
| S1 |
0.8739 |
0.8739 |
0.8791 |
0.8773 |
| S2 |
0.8674 |
0.8674 |
0.8779 |
|
| S3 |
0.8541 |
0.8606 |
0.8766 |
|
| S4 |
0.8408 |
0.8473 |
0.8730 |
|
|
| 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 |
0.8994 |
0.8743 |
0.0251 |
2.9% |
0.0114 |
1.3% |
24% |
False |
True |
102,023 |
| 10 |
0.9052 |
0.8743 |
0.0309 |
3.5% |
0.0115 |
1.3% |
19% |
False |
True |
98,365 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
5.0% |
0.0107 |
1.2% |
14% |
False |
True |
93,762 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.6% |
0.0120 |
1.4% |
59% |
False |
False |
100,315 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.4% |
0.0128 |
1.5% |
68% |
False |
False |
87,756 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.8% |
0.0141 |
1.6% |
69% |
False |
False |
66,191 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0128 |
1.5% |
66% |
False |
False |
52,998 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0115 |
1.3% |
66% |
False |
False |
44,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9441 |
|
2.618 |
0.9224 |
|
1.618 |
0.9091 |
|
1.000 |
0.9009 |
|
0.618 |
0.8958 |
|
HIGH |
0.8876 |
|
0.618 |
0.8825 |
|
0.500 |
0.8810 |
|
0.382 |
0.8794 |
|
LOW |
0.8743 |
|
0.618 |
0.8661 |
|
1.000 |
0.8610 |
|
1.618 |
0.8528 |
|
2.618 |
0.8395 |
|
4.250 |
0.8178 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8810 |
0.8852 |
| PP |
0.8807 |
0.8836 |
| S1 |
0.8805 |
0.8819 |
|