CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9231 |
0.9290 |
0.0059 |
0.6% |
0.9152 |
| High |
0.9269 |
0.9343 |
0.0074 |
0.8% |
0.9275 |
| Low |
0.9204 |
0.9290 |
0.0086 |
0.9% |
0.9086 |
| Close |
0.9262 |
0.9342 |
0.0080 |
0.9% |
0.9262 |
| Range |
0.0065 |
0.0053 |
-0.0012 |
-18.5% |
0.0189 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
19,587 |
2,406 |
-17,181 |
-87.7% |
290,213 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9484 |
0.9466 |
0.9371 |
|
| R3 |
0.9431 |
0.9413 |
0.9357 |
|
| R2 |
0.9378 |
0.9378 |
0.9352 |
|
| R1 |
0.9360 |
0.9360 |
0.9347 |
0.9369 |
| PP |
0.9325 |
0.9325 |
0.9325 |
0.9330 |
| S1 |
0.9307 |
0.9307 |
0.9337 |
0.9316 |
| S2 |
0.9272 |
0.9272 |
0.9332 |
|
| S3 |
0.9219 |
0.9254 |
0.9327 |
|
| S4 |
0.9166 |
0.9201 |
0.9313 |
|
|
| 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 |
0.9343 |
0.9086 |
0.0257 |
2.8% |
0.0092 |
1.0% |
100% |
True |
False |
58,523 |
| 10 |
0.9343 |
0.8847 |
0.0496 |
5.3% |
0.0105 |
1.1% |
100% |
True |
False |
72,685 |
| 20 |
0.9343 |
0.8743 |
0.0600 |
6.4% |
0.0111 |
1.2% |
100% |
True |
False |
85,806 |
| 40 |
0.9343 |
0.8576 |
0.0767 |
8.2% |
0.0109 |
1.2% |
100% |
True |
False |
89,385 |
| 60 |
0.9343 |
0.8247 |
0.1096 |
11.7% |
0.0119 |
1.3% |
100% |
True |
False |
94,522 |
| 80 |
0.9343 |
0.7970 |
0.1373 |
14.7% |
0.0135 |
1.4% |
100% |
True |
False |
77,579 |
| 100 |
0.9343 |
0.7970 |
0.1373 |
14.7% |
0.0132 |
1.4% |
100% |
True |
False |
62,241 |
| 120 |
0.9343 |
0.7970 |
0.1373 |
14.7% |
0.0122 |
1.3% |
100% |
True |
False |
51,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9568 |
|
2.618 |
0.9482 |
|
1.618 |
0.9429 |
|
1.000 |
0.9396 |
|
0.618 |
0.9376 |
|
HIGH |
0.9343 |
|
0.618 |
0.9323 |
|
0.500 |
0.9317 |
|
0.382 |
0.9310 |
|
LOW |
0.9290 |
|
0.618 |
0.9257 |
|
1.000 |
0.9237 |
|
1.618 |
0.9204 |
|
2.618 |
0.9151 |
|
4.250 |
0.9065 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9334 |
0.9305 |
| PP |
0.9325 |
0.9268 |
| S1 |
0.9317 |
0.9231 |
|