CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8844 |
0.0010 |
0.1% |
0.8852 |
| High |
0.8902 |
0.8985 |
0.0083 |
0.9% |
0.8985 |
| Low |
0.8814 |
0.8829 |
0.0015 |
0.2% |
0.8743 |
| Close |
0.8838 |
0.8974 |
0.0136 |
1.5% |
0.8974 |
| Range |
0.0088 |
0.0156 |
0.0068 |
77.3% |
0.0242 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.5% |
0.0000 |
| Volume |
91,378 |
107,620 |
16,242 |
17.8% |
507,036 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9342 |
0.9060 |
|
| R3 |
0.9241 |
0.9186 |
0.9017 |
|
| R2 |
0.9085 |
0.9085 |
0.9003 |
|
| R1 |
0.9030 |
0.9030 |
0.8988 |
0.9058 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8943 |
| S1 |
0.8874 |
0.8874 |
0.8960 |
0.8902 |
| S2 |
0.8773 |
0.8773 |
0.8945 |
|
| S3 |
0.8617 |
0.8718 |
0.8931 |
|
| S4 |
0.8461 |
0.8562 |
0.8888 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9542 |
0.9107 |
|
| R3 |
0.9385 |
0.9300 |
0.9041 |
|
| R2 |
0.9143 |
0.9143 |
0.9018 |
|
| R1 |
0.9058 |
0.9058 |
0.8996 |
0.9101 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8922 |
| S1 |
0.8816 |
0.8816 |
0.8952 |
0.8859 |
| S2 |
0.8659 |
0.8659 |
0.8930 |
|
| S3 |
0.8417 |
0.8574 |
0.8907 |
|
| S4 |
0.8175 |
0.8332 |
0.8841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8985 |
0.8743 |
0.0242 |
2.7% |
0.0121 |
1.3% |
95% |
True |
False |
101,407 |
| 10 |
0.9052 |
0.8743 |
0.0309 |
3.4% |
0.0118 |
1.3% |
75% |
False |
False |
98,928 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
4.9% |
0.0108 |
1.2% |
53% |
False |
False |
94,285 |
| 40 |
0.9183 |
0.8250 |
0.0933 |
10.4% |
0.0118 |
1.3% |
78% |
False |
False |
98,822 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.2% |
0.0128 |
1.4% |
82% |
False |
False |
90,987 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.5% |
0.0141 |
1.6% |
83% |
False |
False |
68,669 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.0% |
0.0129 |
1.4% |
80% |
False |
False |
54,986 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.0% |
0.0117 |
1.3% |
80% |
False |
False |
45,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9393 |
|
1.618 |
0.9237 |
|
1.000 |
0.9141 |
|
0.618 |
0.9081 |
|
HIGH |
0.8985 |
|
0.618 |
0.8925 |
|
0.500 |
0.8907 |
|
0.382 |
0.8889 |
|
LOW |
0.8829 |
|
0.618 |
0.8733 |
|
1.000 |
0.8673 |
|
1.618 |
0.8577 |
|
2.618 |
0.8421 |
|
4.250 |
0.8166 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8952 |
0.8937 |
| PP |
0.8929 |
0.8901 |
| S1 |
0.8907 |
0.8864 |
|