CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8996 |
0.8832 |
-0.0164 |
-1.8% |
0.8911 |
| High |
0.8998 |
0.8877 |
-0.0121 |
-1.3% |
0.9082 |
| Low |
0.8837 |
0.8788 |
-0.0049 |
-0.6% |
0.8909 |
| Close |
0.8849 |
0.8812 |
-0.0037 |
-0.4% |
0.9045 |
| Range |
0.0161 |
0.0089 |
-0.0072 |
-44.7% |
0.0173 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
222 |
372 |
150 |
67.6% |
1,601 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9093 |
0.9041 |
0.8861 |
|
| R3 |
0.9004 |
0.8952 |
0.8836 |
|
| R2 |
0.8915 |
0.8915 |
0.8828 |
|
| R1 |
0.8863 |
0.8863 |
0.8820 |
0.8845 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8816 |
| S1 |
0.8774 |
0.8774 |
0.8804 |
0.8756 |
| S2 |
0.8737 |
0.8737 |
0.8796 |
|
| S3 |
0.8648 |
0.8685 |
0.8788 |
|
| S4 |
0.8559 |
0.8596 |
0.8763 |
|
|
| 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 |
0.8788 |
0.0294 |
3.3% |
0.0095 |
1.1% |
8% |
False |
True |
217 |
| 10 |
0.9082 |
0.8788 |
0.0294 |
3.3% |
0.0084 |
1.0% |
8% |
False |
True |
255 |
| 20 |
0.9082 |
0.8489 |
0.0593 |
6.7% |
0.0096 |
1.1% |
54% |
False |
False |
232 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.4% |
0.0105 |
1.2% |
71% |
False |
False |
171 |
| 60 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0077 |
0.9% |
76% |
False |
False |
130 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0059 |
0.7% |
76% |
False |
False |
98 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0047 |
0.5% |
76% |
False |
False |
78 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0039 |
0.4% |
76% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9255 |
|
2.618 |
0.9110 |
|
1.618 |
0.9021 |
|
1.000 |
0.8966 |
|
0.618 |
0.8932 |
|
HIGH |
0.8877 |
|
0.618 |
0.8843 |
|
0.500 |
0.8833 |
|
0.382 |
0.8822 |
|
LOW |
0.8788 |
|
0.618 |
0.8733 |
|
1.000 |
0.8699 |
|
1.618 |
0.8644 |
|
2.618 |
0.8555 |
|
4.250 |
0.8410 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8833 |
0.8911 |
| PP |
0.8826 |
0.8878 |
| S1 |
0.8819 |
0.8845 |
|