CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8798 |
0.8755 |
-0.0043 |
-0.5% |
0.8814 |
| High |
0.8815 |
0.8864 |
0.0049 |
0.6% |
0.8950 |
| Low |
0.8728 |
0.8755 |
0.0027 |
0.3% |
0.8728 |
| Close |
0.8801 |
0.8814 |
0.0013 |
0.1% |
0.8801 |
| Range |
0.0087 |
0.0109 |
0.0022 |
25.3% |
0.0222 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.5% |
0.0000 |
| Volume |
535 |
1,339 |
804 |
150.3% |
2,142 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9085 |
0.8874 |
|
| R3 |
0.9029 |
0.8976 |
0.8844 |
|
| R2 |
0.8920 |
0.8920 |
0.8834 |
|
| R1 |
0.8867 |
0.8867 |
0.8824 |
0.8894 |
| PP |
0.8811 |
0.8811 |
0.8811 |
0.8824 |
| S1 |
0.8758 |
0.8758 |
0.8804 |
0.8785 |
| S2 |
0.8702 |
0.8702 |
0.8794 |
|
| S3 |
0.8593 |
0.8649 |
0.8784 |
|
| S4 |
0.8484 |
0.8540 |
0.8754 |
|
|
| 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% |
0.0102 |
1.2% |
39% |
False |
False |
647 |
| 10 |
0.9033 |
0.8728 |
0.0305 |
3.5% |
0.0110 |
1.3% |
28% |
False |
False |
451 |
| 20 |
0.9082 |
0.8728 |
0.0354 |
4.0% |
0.0093 |
1.1% |
24% |
False |
False |
356 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.4% |
0.0107 |
1.2% |
71% |
False |
False |
259 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.6% |
0.0085 |
1.0% |
76% |
False |
False |
179 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0068 |
0.8% |
76% |
False |
False |
145 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0055 |
0.6% |
76% |
False |
False |
117 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0045 |
0.5% |
76% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9149 |
|
1.618 |
0.9040 |
|
1.000 |
0.8973 |
|
0.618 |
0.8931 |
|
HIGH |
0.8864 |
|
0.618 |
0.8822 |
|
0.500 |
0.8810 |
|
0.382 |
0.8797 |
|
LOW |
0.8755 |
|
0.618 |
0.8688 |
|
1.000 |
0.8646 |
|
1.618 |
0.8579 |
|
2.618 |
0.8470 |
|
4.250 |
0.8292 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8813 |
| PP |
0.8811 |
0.8812 |
| S1 |
0.8810 |
0.8812 |
|