CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8814 |
0.8827 |
0.0013 |
0.1% |
0.9037 |
| High |
0.8868 |
0.8950 |
0.0082 |
0.9% |
0.9063 |
| Low |
0.8740 |
0.8820 |
0.0080 |
0.9% |
0.8788 |
| Close |
0.8838 |
0.8937 |
0.0099 |
1.1% |
0.8805 |
| Range |
0.0128 |
0.0130 |
0.0002 |
1.6% |
0.0275 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0000 |
| Volume |
243 |
445 |
202 |
83.1% |
1,180 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9245 |
0.9009 |
|
| R3 |
0.9162 |
0.9115 |
0.8973 |
|
| R2 |
0.9032 |
0.9032 |
0.8961 |
|
| R1 |
0.8985 |
0.8985 |
0.8949 |
0.9009 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8914 |
| S1 |
0.8855 |
0.8855 |
0.8925 |
0.8879 |
| S2 |
0.8772 |
0.8772 |
0.8913 |
|
| S3 |
0.8642 |
0.8725 |
0.8901 |
|
| S4 |
0.8512 |
0.8595 |
0.8866 |
|
|
| 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 |
0.8998 |
0.8740 |
0.0258 |
2.9% |
0.0123 |
1.4% |
76% |
False |
False |
329 |
| 10 |
0.9082 |
0.8740 |
0.0342 |
3.8% |
0.0096 |
1.1% |
58% |
False |
False |
305 |
| 20 |
0.9082 |
0.8597 |
0.0485 |
5.4% |
0.0096 |
1.1% |
70% |
False |
False |
271 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.3% |
0.0109 |
1.2% |
84% |
False |
False |
197 |
| 60 |
0.9082 |
0.7950 |
0.1132 |
12.7% |
0.0081 |
0.9% |
87% |
False |
False |
133 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.7% |
0.0063 |
0.7% |
87% |
False |
False |
111 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.7% |
0.0051 |
0.6% |
87% |
False |
False |
89 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.7% |
0.0042 |
0.5% |
87% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9290 |
|
1.618 |
0.9160 |
|
1.000 |
0.9080 |
|
0.618 |
0.9030 |
|
HIGH |
0.8950 |
|
0.618 |
0.8900 |
|
0.500 |
0.8885 |
|
0.382 |
0.8870 |
|
LOW |
0.8820 |
|
0.618 |
0.8740 |
|
1.000 |
0.8690 |
|
1.618 |
0.8610 |
|
2.618 |
0.8480 |
|
4.250 |
0.8268 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8920 |
0.8906 |
| PP |
0.8902 |
0.8876 |
| S1 |
0.8885 |
0.8845 |
|