CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9231 |
0.0046 |
0.5% |
0.9152 |
| High |
0.9275 |
0.9269 |
-0.0006 |
-0.1% |
0.9275 |
| Low |
0.9119 |
0.9204 |
0.0085 |
0.9% |
0.9086 |
| Close |
0.9243 |
0.9262 |
0.0019 |
0.2% |
0.9262 |
| Range |
0.0156 |
0.0065 |
-0.0091 |
-58.3% |
0.0189 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
77,295 |
19,587 |
-57,708 |
-74.7% |
290,213 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9440 |
0.9416 |
0.9298 |
|
| R3 |
0.9375 |
0.9351 |
0.9280 |
|
| R2 |
0.9310 |
0.9310 |
0.9274 |
|
| R1 |
0.9286 |
0.9286 |
0.9268 |
0.9298 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9251 |
| S1 |
0.9221 |
0.9221 |
0.9256 |
0.9233 |
| S2 |
0.9180 |
0.9180 |
0.9250 |
|
| S3 |
0.9115 |
0.9156 |
0.9244 |
|
| S4 |
0.9050 |
0.9091 |
0.9226 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9775 |
0.9707 |
0.9366 |
|
| R3 |
0.9586 |
0.9518 |
0.9314 |
|
| R2 |
0.9397 |
0.9397 |
0.9297 |
|
| R1 |
0.9329 |
0.9329 |
0.9279 |
0.9363 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9225 |
| S1 |
0.9140 |
0.9140 |
0.9245 |
0.9174 |
| S2 |
0.9019 |
0.9019 |
0.9227 |
|
| S3 |
0.8830 |
0.8951 |
0.9210 |
|
| S4 |
0.8641 |
0.8762 |
0.9158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.9058 |
0.0217 |
2.3% |
0.0103 |
1.1% |
94% |
False |
False |
75,216 |
| 10 |
0.9275 |
0.8829 |
0.0446 |
4.8% |
0.0115 |
1.2% |
97% |
False |
False |
83,206 |
| 20 |
0.9275 |
0.8743 |
0.0532 |
5.7% |
0.0114 |
1.2% |
98% |
False |
False |
89,918 |
| 40 |
0.9275 |
0.8576 |
0.0699 |
7.5% |
0.0112 |
1.2% |
98% |
False |
False |
92,910 |
| 60 |
0.9275 |
0.8247 |
0.1028 |
11.1% |
0.0120 |
1.3% |
99% |
False |
False |
95,777 |
| 80 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0138 |
1.5% |
99% |
False |
False |
77,603 |
| 100 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0133 |
1.4% |
99% |
False |
False |
62,218 |
| 120 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0122 |
1.3% |
99% |
False |
False |
51,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9545 |
|
2.618 |
0.9439 |
|
1.618 |
0.9374 |
|
1.000 |
0.9334 |
|
0.618 |
0.9309 |
|
HIGH |
0.9269 |
|
0.618 |
0.9244 |
|
0.500 |
0.9237 |
|
0.382 |
0.9229 |
|
LOW |
0.9204 |
|
0.618 |
0.9164 |
|
1.000 |
0.9139 |
|
1.618 |
0.9099 |
|
2.618 |
0.9034 |
|
4.250 |
0.8928 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9254 |
0.9236 |
| PP |
0.9245 |
0.9210 |
| S1 |
0.9237 |
0.9184 |
|