CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.8848 |
-0.0075 |
-0.8% |
0.9037 |
| High |
0.8925 |
0.8895 |
-0.0030 |
-0.3% |
0.9063 |
| Low |
0.8851 |
0.8786 |
-0.0065 |
-0.7% |
0.8788 |
| Close |
0.8866 |
0.8795 |
-0.0071 |
-0.8% |
0.8805 |
| Range |
0.0074 |
0.0109 |
0.0035 |
47.3% |
0.0275 |
| ATR |
0.0102 |
0.0103 |
0.0000 |
0.5% |
0.0000 |
| Volume |
273 |
646 |
373 |
136.6% |
1,180 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9083 |
0.8855 |
|
| R3 |
0.9043 |
0.8974 |
0.8825 |
|
| R2 |
0.8934 |
0.8934 |
0.8815 |
|
| R1 |
0.8865 |
0.8865 |
0.8805 |
0.8845 |
| PP |
0.8825 |
0.8825 |
0.8825 |
0.8816 |
| S1 |
0.8756 |
0.8756 |
0.8785 |
0.8736 |
| S2 |
0.8716 |
0.8716 |
0.8775 |
|
| S3 |
0.8607 |
0.8647 |
0.8765 |
|
| S4 |
0.8498 |
0.8538 |
0.8735 |
|
|
| 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 |
0.8950 |
0.8740 |
0.0210 |
2.4% |
0.0109 |
1.2% |
26% |
False |
False |
394 |
| 10 |
0.9082 |
0.8740 |
0.0342 |
3.9% |
0.0102 |
1.2% |
16% |
False |
False |
305 |
| 20 |
0.9082 |
0.8740 |
0.0342 |
3.9% |
0.0091 |
1.0% |
16% |
False |
False |
296 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.5% |
0.0109 |
1.2% |
69% |
False |
False |
215 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.7% |
0.0082 |
0.9% |
74% |
False |
False |
149 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0066 |
0.7% |
75% |
False |
False |
122 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0053 |
0.6% |
74% |
False |
False |
98 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0044 |
0.5% |
74% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9358 |
|
2.618 |
0.9180 |
|
1.618 |
0.9071 |
|
1.000 |
0.9004 |
|
0.618 |
0.8962 |
|
HIGH |
0.8895 |
|
0.618 |
0.8853 |
|
0.500 |
0.8841 |
|
0.382 |
0.8828 |
|
LOW |
0.8786 |
|
0.618 |
0.8719 |
|
1.000 |
0.8677 |
|
1.618 |
0.8610 |
|
2.618 |
0.8501 |
|
4.250 |
0.8323 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8841 |
0.8868 |
| PP |
0.8825 |
0.8844 |
| S1 |
0.8810 |
0.8819 |
|