CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8830 |
0.8814 |
-0.0016 |
-0.2% |
0.9037 |
| High |
0.8904 |
0.8868 |
-0.0036 |
-0.4% |
0.9063 |
| Low |
0.8798 |
0.8740 |
-0.0058 |
-0.7% |
0.8788 |
| Close |
0.8805 |
0.8838 |
0.0033 |
0.4% |
0.8805 |
| Range |
0.0106 |
0.0128 |
0.0022 |
20.8% |
0.0275 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0000 |
| Volume |
365 |
243 |
-122 |
-33.4% |
1,180 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9147 |
0.8908 |
|
| R3 |
0.9071 |
0.9019 |
0.8873 |
|
| R2 |
0.8943 |
0.8943 |
0.8861 |
|
| R1 |
0.8891 |
0.8891 |
0.8850 |
0.8917 |
| PP |
0.8815 |
0.8815 |
0.8815 |
0.8829 |
| S1 |
0.8763 |
0.8763 |
0.8826 |
0.8789 |
| S2 |
0.8687 |
0.8687 |
0.8815 |
|
| S3 |
0.8559 |
0.8635 |
0.8803 |
|
| S4 |
0.8431 |
0.8507 |
0.8768 |
|
|
| 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 |
0.9033 |
0.8740 |
0.0293 |
3.3% |
0.0119 |
1.3% |
33% |
False |
True |
256 |
| 10 |
0.9082 |
0.8740 |
0.0342 |
3.9% |
0.0090 |
1.0% |
29% |
False |
True |
278 |
| 20 |
0.9082 |
0.8520 |
0.0562 |
6.4% |
0.0098 |
1.1% |
57% |
False |
False |
254 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.4% |
0.0108 |
1.2% |
73% |
False |
False |
186 |
| 60 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0081 |
0.9% |
78% |
False |
False |
126 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0062 |
0.7% |
78% |
False |
False |
105 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0049 |
0.6% |
78% |
False |
False |
84 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0041 |
0.5% |
78% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9203 |
|
1.618 |
0.9075 |
|
1.000 |
0.8996 |
|
0.618 |
0.8947 |
|
HIGH |
0.8868 |
|
0.618 |
0.8819 |
|
0.500 |
0.8804 |
|
0.382 |
0.8789 |
|
LOW |
0.8740 |
|
0.618 |
0.8661 |
|
1.000 |
0.8612 |
|
1.618 |
0.8533 |
|
2.618 |
0.8405 |
|
4.250 |
0.8196 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8827 |
0.8833 |
| PP |
0.8815 |
0.8827 |
| S1 |
0.8804 |
0.8822 |
|