CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9031 |
0.9016 |
-0.0015 |
-0.2% |
0.8911 |
High |
0.9031 |
0.9082 |
0.0051 |
0.6% |
0.9082 |
Low |
0.8979 |
0.9004 |
0.0025 |
0.3% |
0.8909 |
Close |
0.9008 |
0.9045 |
0.0037 |
0.4% |
0.9045 |
Range |
0.0052 |
0.0078 |
0.0026 |
50.0% |
0.0173 |
ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
784 |
272 |
-512 |
-65.3% |
1,601 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9278 |
0.9239 |
0.9088 |
|
R3 |
0.9200 |
0.9161 |
0.9066 |
|
R2 |
0.9122 |
0.9122 |
0.9059 |
|
R1 |
0.9083 |
0.9083 |
0.9052 |
0.9103 |
PP |
0.9044 |
0.9044 |
0.9044 |
0.9053 |
S1 |
0.9005 |
0.9005 |
0.9038 |
0.9025 |
S2 |
0.8966 |
0.8966 |
0.9031 |
|
S3 |
0.8888 |
0.8927 |
0.9024 |
|
S4 |
0.8810 |
0.8849 |
0.9002 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9531 |
0.9461 |
0.9140 |
|
R3 |
0.9358 |
0.9288 |
0.9093 |
|
R2 |
0.9185 |
0.9185 |
0.9077 |
|
R1 |
0.9115 |
0.9115 |
0.9061 |
0.9150 |
PP |
0.9012 |
0.9012 |
0.9012 |
0.9030 |
S1 |
0.8942 |
0.8942 |
0.9029 |
0.8977 |
S2 |
0.8839 |
0.8839 |
0.9013 |
|
S3 |
0.8666 |
0.8769 |
0.8997 |
|
S4 |
0.8493 |
0.8596 |
0.8950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9082 |
0.8909 |
0.0173 |
1.9% |
0.0071 |
0.8% |
79% |
True |
False |
320 |
10 |
0.9082 |
0.8765 |
0.0317 |
3.5% |
0.0081 |
0.9% |
88% |
True |
False |
271 |
20 |
0.9082 |
0.8489 |
0.0593 |
6.6% |
0.0095 |
1.1% |
94% |
True |
False |
224 |
40 |
0.9082 |
0.8162 |
0.0920 |
10.2% |
0.0099 |
1.1% |
96% |
True |
False |
151 |
60 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0072 |
0.8% |
97% |
True |
False |
116 |
80 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0054 |
0.6% |
97% |
True |
False |
87 |
100 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0043 |
0.5% |
96% |
False |
False |
70 |
120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0036 |
0.4% |
96% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9414 |
2.618 |
0.9286 |
1.618 |
0.9208 |
1.000 |
0.9160 |
0.618 |
0.9130 |
HIGH |
0.9082 |
0.618 |
0.9052 |
0.500 |
0.9043 |
0.382 |
0.9034 |
LOW |
0.9004 |
0.618 |
0.8956 |
1.000 |
0.8926 |
1.618 |
0.8878 |
2.618 |
0.8800 |
4.250 |
0.8673 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9044 |
0.9040 |
PP |
0.9044 |
0.9035 |
S1 |
0.9043 |
0.9030 |
|