CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9100 |
0.0001 |
0.0% |
0.9001 |
| High |
0.9113 |
0.9167 |
0.0054 |
0.6% |
0.9167 |
| Low |
0.9047 |
0.9058 |
0.0011 |
0.1% |
0.8847 |
| Close |
0.9099 |
0.9158 |
0.0059 |
0.6% |
0.9158 |
| Range |
0.0066 |
0.0109 |
0.0043 |
65.2% |
0.0320 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
69,238 |
85,871 |
16,633 |
24.0% |
434,235 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9415 |
0.9218 |
|
| R3 |
0.9346 |
0.9306 |
0.9188 |
|
| R2 |
0.9237 |
0.9237 |
0.9178 |
|
| R1 |
0.9197 |
0.9197 |
0.9168 |
0.9217 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9138 |
| S1 |
0.9088 |
0.9088 |
0.9148 |
0.9108 |
| S2 |
0.9019 |
0.9019 |
0.9138 |
|
| S3 |
0.8910 |
0.8979 |
0.9128 |
|
| S4 |
0.8801 |
0.8870 |
0.9098 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9908 |
0.9334 |
|
| R3 |
0.9697 |
0.9588 |
0.9246 |
|
| R2 |
0.9377 |
0.9377 |
0.9217 |
|
| R1 |
0.9268 |
0.9268 |
0.9187 |
0.9323 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9085 |
| S1 |
0.8948 |
0.8948 |
0.9129 |
0.9003 |
| S2 |
0.8737 |
0.8737 |
0.9099 |
|
| S3 |
0.8417 |
0.8628 |
0.9070 |
|
| S4 |
0.8097 |
0.8308 |
0.8982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9167 |
0.8847 |
0.0320 |
3.5% |
0.0118 |
1.3% |
97% |
True |
False |
86,847 |
| 10 |
0.9167 |
0.8743 |
0.0424 |
4.6% |
0.0120 |
1.3% |
98% |
True |
False |
94,127 |
| 20 |
0.9169 |
0.8743 |
0.0426 |
4.7% |
0.0116 |
1.3% |
97% |
False |
False |
94,135 |
| 40 |
0.9183 |
0.8576 |
0.0607 |
6.6% |
0.0114 |
1.2% |
96% |
False |
False |
93,948 |
| 60 |
0.9183 |
0.8247 |
0.0936 |
10.2% |
0.0121 |
1.3% |
97% |
False |
False |
96,702 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.2% |
0.0139 |
1.5% |
98% |
False |
False |
74,066 |
| 100 |
0.9195 |
0.7970 |
0.1225 |
13.4% |
0.0131 |
1.4% |
97% |
False |
False |
59,322 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0120 |
1.3% |
94% |
False |
False |
49,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9630 |
|
2.618 |
0.9452 |
|
1.618 |
0.9343 |
|
1.000 |
0.9276 |
|
0.618 |
0.9234 |
|
HIGH |
0.9167 |
|
0.618 |
0.9125 |
|
0.500 |
0.9113 |
|
0.382 |
0.9100 |
|
LOW |
0.9058 |
|
0.618 |
0.8991 |
|
1.000 |
0.8949 |
|
1.618 |
0.8882 |
|
2.618 |
0.8773 |
|
4.250 |
0.8595 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9117 |
| PP |
0.9128 |
0.9075 |
| S1 |
0.9113 |
0.9034 |
|