CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8848 |
0.8798 |
-0.0050 |
-0.6% |
0.8814 |
| High |
0.8895 |
0.8815 |
-0.0080 |
-0.9% |
0.8950 |
| Low |
0.8786 |
0.8728 |
-0.0058 |
-0.7% |
0.8728 |
| Close |
0.8795 |
0.8801 |
0.0006 |
0.1% |
0.8801 |
| Range |
0.0109 |
0.0087 |
-0.0022 |
-20.2% |
0.0222 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
646 |
535 |
-111 |
-17.2% |
2,142 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.9009 |
0.8849 |
|
| R3 |
0.8955 |
0.8922 |
0.8825 |
|
| R2 |
0.8868 |
0.8868 |
0.8817 |
|
| R1 |
0.8835 |
0.8835 |
0.8809 |
0.8852 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8790 |
| S1 |
0.8748 |
0.8748 |
0.8793 |
0.8765 |
| S2 |
0.8694 |
0.8694 |
0.8785 |
|
| S3 |
0.8607 |
0.8661 |
0.8777 |
|
| S4 |
0.8520 |
0.8574 |
0.8753 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9369 |
0.8923 |
|
| R3 |
0.9270 |
0.9147 |
0.8862 |
|
| R2 |
0.9048 |
0.9048 |
0.8842 |
|
| R1 |
0.8925 |
0.8925 |
0.8821 |
0.8876 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8802 |
| S1 |
0.8703 |
0.8703 |
0.8781 |
0.8654 |
| S2 |
0.8604 |
0.8604 |
0.8760 |
|
| S3 |
0.8382 |
0.8481 |
0.8740 |
|
| S4 |
0.8160 |
0.8259 |
0.8679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8950 |
0.8728 |
0.0222 |
2.5% |
0.0106 |
1.2% |
33% |
False |
True |
428 |
| 10 |
0.9063 |
0.8728 |
0.0335 |
3.8% |
0.0103 |
1.2% |
22% |
False |
True |
332 |
| 20 |
0.9082 |
0.8728 |
0.0354 |
4.0% |
0.0092 |
1.0% |
21% |
False |
True |
302 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.5% |
0.0108 |
1.2% |
69% |
False |
False |
227 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.7% |
0.0083 |
0.9% |
75% |
False |
False |
157 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0067 |
0.8% |
75% |
False |
False |
129 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0053 |
0.6% |
75% |
False |
False |
103 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0045 |
0.5% |
75% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9185 |
|
2.618 |
0.9043 |
|
1.618 |
0.8956 |
|
1.000 |
0.8902 |
|
0.618 |
0.8869 |
|
HIGH |
0.8815 |
|
0.618 |
0.8782 |
|
0.500 |
0.8772 |
|
0.382 |
0.8761 |
|
LOW |
0.8728 |
|
0.618 |
0.8674 |
|
1.000 |
0.8641 |
|
1.618 |
0.8587 |
|
2.618 |
0.8500 |
|
4.250 |
0.8358 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8791 |
0.8827 |
| PP |
0.8781 |
0.8818 |
| S1 |
0.8772 |
0.8810 |
|