CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9014 |
0.8996 |
-0.0018 |
-0.2% |
0.8911 |
| High |
0.9033 |
0.8998 |
-0.0035 |
-0.4% |
0.9082 |
| Low |
0.8923 |
0.8837 |
-0.0086 |
-1.0% |
0.8909 |
| Close |
0.9006 |
0.8849 |
-0.0157 |
-1.7% |
0.9045 |
| Range |
0.0110 |
0.0161 |
0.0051 |
46.4% |
0.0173 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.6% |
0.0000 |
| Volume |
78 |
222 |
144 |
184.6% |
1,601 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9378 |
0.9274 |
0.8938 |
|
| R3 |
0.9217 |
0.9113 |
0.8893 |
|
| R2 |
0.9056 |
0.9056 |
0.8879 |
|
| R1 |
0.8952 |
0.8952 |
0.8864 |
0.8924 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8880 |
| S1 |
0.8791 |
0.8791 |
0.8834 |
0.8763 |
| S2 |
0.8734 |
0.8734 |
0.8819 |
|
| S3 |
0.8573 |
0.8630 |
0.8805 |
|
| S4 |
0.8412 |
0.8469 |
0.8760 |
|
|
| 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 |
0.8837 |
0.0245 |
2.8% |
0.0088 |
1.0% |
5% |
False |
True |
299 |
| 10 |
0.9082 |
0.8771 |
0.0311 |
3.5% |
0.0087 |
1.0% |
25% |
False |
False |
266 |
| 20 |
0.9082 |
0.8489 |
0.0593 |
6.7% |
0.0097 |
1.1% |
61% |
False |
False |
219 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.4% |
0.0103 |
1.2% |
75% |
False |
False |
162 |
| 60 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0077 |
0.9% |
79% |
False |
False |
123 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0058 |
0.7% |
79% |
False |
False |
93 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0046 |
0.5% |
79% |
False |
False |
75 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0039 |
0.4% |
79% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9682 |
|
2.618 |
0.9419 |
|
1.618 |
0.9258 |
|
1.000 |
0.9159 |
|
0.618 |
0.9097 |
|
HIGH |
0.8998 |
|
0.618 |
0.8936 |
|
0.500 |
0.8918 |
|
0.382 |
0.8899 |
|
LOW |
0.8837 |
|
0.618 |
0.8738 |
|
1.000 |
0.8676 |
|
1.618 |
0.8577 |
|
2.618 |
0.8416 |
|
4.250 |
0.8153 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8918 |
0.8950 |
| PP |
0.8895 |
0.8916 |
| S1 |
0.8872 |
0.8883 |
|