CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9037 |
0.9014 |
-0.0023 |
-0.3% |
0.8911 |
High |
0.9063 |
0.9033 |
-0.0030 |
-0.3% |
0.9082 |
Low |
0.9024 |
0.8923 |
-0.0101 |
-1.1% |
0.8909 |
Close |
0.9030 |
0.9006 |
-0.0024 |
-0.3% |
0.9045 |
Range |
0.0039 |
0.0110 |
0.0071 |
182.1% |
0.0173 |
ATR |
0.0093 |
0.0095 |
0.0001 |
1.3% |
0.0000 |
Volume |
143 |
78 |
-65 |
-45.5% |
1,601 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9317 |
0.9272 |
0.9067 |
|
R3 |
0.9207 |
0.9162 |
0.9036 |
|
R2 |
0.9097 |
0.9097 |
0.9026 |
|
R1 |
0.9052 |
0.9052 |
0.9016 |
0.9020 |
PP |
0.8987 |
0.8987 |
0.8987 |
0.8971 |
S1 |
0.8942 |
0.8942 |
0.8996 |
0.8910 |
S2 |
0.8877 |
0.8877 |
0.8986 |
|
S3 |
0.8767 |
0.8832 |
0.8976 |
|
S4 |
0.8657 |
0.8722 |
0.8946 |
|
|
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 |
0.8923 |
0.0159 |
1.8% |
0.0068 |
0.8% |
52% |
False |
True |
281 |
10 |
0.9082 |
0.8765 |
0.0317 |
3.5% |
0.0081 |
0.9% |
76% |
False |
False |
253 |
20 |
0.9082 |
0.8489 |
0.0593 |
6.6% |
0.0092 |
1.0% |
87% |
False |
False |
223 |
40 |
0.9082 |
0.8162 |
0.0920 |
10.2% |
0.0102 |
1.1% |
92% |
False |
False |
156 |
60 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0074 |
0.8% |
93% |
False |
False |
120 |
80 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0056 |
0.6% |
93% |
False |
False |
90 |
100 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0045 |
0.5% |
93% |
False |
False |
72 |
120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0037 |
0.4% |
93% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9501 |
2.618 |
0.9321 |
1.618 |
0.9211 |
1.000 |
0.9143 |
0.618 |
0.9101 |
HIGH |
0.9033 |
0.618 |
0.8991 |
0.500 |
0.8978 |
0.382 |
0.8965 |
LOW |
0.8923 |
0.618 |
0.8855 |
1.000 |
0.8813 |
1.618 |
0.8745 |
2.618 |
0.8635 |
4.250 |
0.8456 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8997 |
0.9005 |
PP |
0.8987 |
0.9004 |
S1 |
0.8978 |
0.9003 |
|