CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8910 |
0.0007 |
0.1% |
0.8852 |
| High |
0.8942 |
0.9104 |
0.0162 |
1.8% |
0.8985 |
| Low |
0.8847 |
0.8900 |
0.0053 |
0.6% |
0.8743 |
| Close |
0.8868 |
0.9072 |
0.0204 |
2.3% |
0.8974 |
| Range |
0.0095 |
0.0204 |
0.0109 |
114.7% |
0.0242 |
| ATR |
0.0116 |
0.0125 |
0.0009 |
7.3% |
0.0000 |
| Volume |
104,912 |
113,723 |
8,811 |
8.4% |
507,036 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9559 |
0.9184 |
|
| R3 |
0.9433 |
0.9355 |
0.9128 |
|
| R2 |
0.9229 |
0.9229 |
0.9109 |
|
| R1 |
0.9151 |
0.9151 |
0.9091 |
0.9190 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9045 |
| S1 |
0.8947 |
0.8947 |
0.9053 |
0.8986 |
| S2 |
0.8821 |
0.8821 |
0.9035 |
|
| S3 |
0.8617 |
0.8743 |
0.9016 |
|
| S4 |
0.8413 |
0.8539 |
0.8960 |
|
|
| 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 |
0.9104 |
0.8814 |
0.0290 |
3.2% |
0.0132 |
1.5% |
89% |
True |
False |
95,624 |
| 10 |
0.9104 |
0.8743 |
0.0361 |
4.0% |
0.0123 |
1.4% |
91% |
True |
False |
98,823 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
4.9% |
0.0114 |
1.3% |
75% |
False |
False |
94,852 |
| 40 |
0.9183 |
0.8558 |
0.0625 |
6.9% |
0.0115 |
1.3% |
82% |
False |
False |
95,755 |
| 60 |
0.9183 |
0.8104 |
0.1079 |
11.9% |
0.0125 |
1.4% |
90% |
False |
False |
95,262 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.4% |
0.0139 |
1.5% |
91% |
False |
False |
72,133 |
| 100 |
0.9195 |
0.7970 |
0.1225 |
13.5% |
0.0131 |
1.4% |
90% |
False |
False |
57,775 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0120 |
1.3% |
87% |
False |
False |
48,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9638 |
|
1.618 |
0.9434 |
|
1.000 |
0.9308 |
|
0.618 |
0.9230 |
|
HIGH |
0.9104 |
|
0.618 |
0.9026 |
|
0.500 |
0.9002 |
|
0.382 |
0.8978 |
|
LOW |
0.8900 |
|
0.618 |
0.8774 |
|
1.000 |
0.8696 |
|
1.618 |
0.8570 |
|
2.618 |
0.8366 |
|
4.250 |
0.8033 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9049 |
0.9040 |
| PP |
0.9025 |
0.9008 |
| S1 |
0.9002 |
0.8976 |
|