CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8910 |
0.9099 |
0.0189 |
2.1% |
0.8852 |
| High |
0.9104 |
0.9113 |
0.0009 |
0.1% |
0.8985 |
| Low |
0.8900 |
0.9047 |
0.0147 |
1.7% |
0.8743 |
| Close |
0.9072 |
0.9099 |
0.0027 |
0.3% |
0.8974 |
| Range |
0.0204 |
0.0066 |
-0.0138 |
-67.6% |
0.0242 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
113,723 |
69,238 |
-44,485 |
-39.1% |
507,036 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9258 |
0.9135 |
|
| R3 |
0.9218 |
0.9192 |
0.9117 |
|
| R2 |
0.9152 |
0.9152 |
0.9111 |
|
| R1 |
0.9126 |
0.9126 |
0.9105 |
0.9132 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9090 |
| S1 |
0.9060 |
0.9060 |
0.9093 |
0.9066 |
| S2 |
0.9020 |
0.9020 |
0.9087 |
|
| S3 |
0.8954 |
0.8994 |
0.9081 |
|
| S4 |
0.8888 |
0.8928 |
0.9063 |
|
|
| 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 |
0.9113 |
0.8829 |
0.0284 |
3.1% |
0.0128 |
1.4% |
95% |
True |
False |
91,196 |
| 10 |
0.9113 |
0.8743 |
0.0370 |
4.1% |
0.0118 |
1.3% |
96% |
True |
False |
95,108 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
4.8% |
0.0115 |
1.3% |
81% |
False |
False |
94,971 |
| 40 |
0.9183 |
0.8576 |
0.0607 |
6.7% |
0.0112 |
1.2% |
86% |
False |
False |
94,553 |
| 60 |
0.9183 |
0.8182 |
0.1001 |
11.0% |
0.0123 |
1.4% |
92% |
False |
False |
95,869 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0138 |
1.5% |
93% |
False |
False |
72,994 |
| 100 |
0.9195 |
0.7970 |
0.1225 |
13.5% |
0.0131 |
1.4% |
92% |
False |
False |
58,464 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0120 |
1.3% |
90% |
False |
False |
48,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9286 |
|
1.618 |
0.9220 |
|
1.000 |
0.9179 |
|
0.618 |
0.9154 |
|
HIGH |
0.9113 |
|
0.618 |
0.9088 |
|
0.500 |
0.9080 |
|
0.382 |
0.9072 |
|
LOW |
0.9047 |
|
0.618 |
0.9006 |
|
1.000 |
0.8981 |
|
1.618 |
0.8940 |
|
2.618 |
0.8874 |
|
4.250 |
0.8767 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9059 |
| PP |
0.9086 |
0.9020 |
| S1 |
0.9080 |
0.8980 |
|