CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.8832 |
0.8830 |
-0.0002 |
0.0% |
0.9037 |
High |
0.8877 |
0.8904 |
0.0027 |
0.3% |
0.9063 |
Low |
0.8788 |
0.8798 |
0.0010 |
0.1% |
0.8788 |
Close |
0.8812 |
0.8805 |
-0.0007 |
-0.1% |
0.8805 |
Range |
0.0089 |
0.0106 |
0.0017 |
19.1% |
0.0275 |
ATR |
0.0099 |
0.0100 |
0.0000 |
0.5% |
0.0000 |
Volume |
372 |
365 |
-7 |
-1.9% |
1,180 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9154 |
0.9085 |
0.8863 |
|
R3 |
0.9048 |
0.8979 |
0.8834 |
|
R2 |
0.8942 |
0.8942 |
0.8824 |
|
R1 |
0.8873 |
0.8873 |
0.8815 |
0.8855 |
PP |
0.8836 |
0.8836 |
0.8836 |
0.8826 |
S1 |
0.8767 |
0.8767 |
0.8795 |
0.8749 |
S2 |
0.8730 |
0.8730 |
0.8786 |
|
S3 |
0.8624 |
0.8661 |
0.8776 |
|
S4 |
0.8518 |
0.8555 |
0.8747 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9710 |
0.9533 |
0.8956 |
|
R3 |
0.9435 |
0.9258 |
0.8881 |
|
R2 |
0.9160 |
0.9160 |
0.8855 |
|
R1 |
0.8983 |
0.8983 |
0.8830 |
0.8934 |
PP |
0.8885 |
0.8885 |
0.8885 |
0.8861 |
S1 |
0.8708 |
0.8708 |
0.8780 |
0.8659 |
S2 |
0.8610 |
0.8610 |
0.8755 |
|
S3 |
0.8335 |
0.8433 |
0.8729 |
|
S4 |
0.8060 |
0.8158 |
0.8654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9063 |
0.8788 |
0.0275 |
3.1% |
0.0101 |
1.1% |
6% |
False |
False |
236 |
10 |
0.9082 |
0.8788 |
0.0294 |
3.3% |
0.0086 |
1.0% |
6% |
False |
False |
278 |
20 |
0.9082 |
0.8489 |
0.0593 |
6.7% |
0.0095 |
1.1% |
53% |
False |
False |
245 |
40 |
0.9082 |
0.8162 |
0.0920 |
10.4% |
0.0106 |
1.2% |
70% |
False |
False |
180 |
60 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0079 |
0.9% |
76% |
False |
False |
122 |
80 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0060 |
0.7% |
76% |
False |
False |
102 |
100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0048 |
0.5% |
75% |
False |
False |
82 |
120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0040 |
0.5% |
75% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9355 |
2.618 |
0.9182 |
1.618 |
0.9076 |
1.000 |
0.9010 |
0.618 |
0.8970 |
HIGH |
0.8904 |
0.618 |
0.8864 |
0.500 |
0.8851 |
0.382 |
0.8838 |
LOW |
0.8798 |
0.618 |
0.8732 |
1.000 |
0.8692 |
1.618 |
0.8626 |
2.618 |
0.8520 |
4.250 |
0.8348 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8851 |
0.8893 |
PP |
0.8836 |
0.8864 |
S1 |
0.8820 |
0.8834 |
|