CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8755 |
0.8788 |
0.0033 |
0.4% |
0.8814 |
| High |
0.8864 |
0.8789 |
-0.0075 |
-0.8% |
0.8950 |
| Low |
0.8755 |
0.8684 |
-0.0071 |
-0.8% |
0.8728 |
| Close |
0.8814 |
0.8720 |
-0.0094 |
-1.1% |
0.8801 |
| Range |
0.0109 |
0.0105 |
-0.0004 |
-3.7% |
0.0222 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
1,339 |
244 |
-1,095 |
-81.8% |
2,142 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9046 |
0.8988 |
0.8778 |
|
| R3 |
0.8941 |
0.8883 |
0.8749 |
|
| R2 |
0.8836 |
0.8836 |
0.8739 |
|
| R1 |
0.8778 |
0.8778 |
0.8730 |
0.8755 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8719 |
| S1 |
0.8673 |
0.8673 |
0.8710 |
0.8650 |
| S2 |
0.8626 |
0.8626 |
0.8701 |
|
| S3 |
0.8521 |
0.8568 |
0.8691 |
|
| S4 |
0.8416 |
0.8463 |
0.8662 |
|
|
| 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 |
0.8925 |
0.8684 |
0.0241 |
2.8% |
0.0097 |
1.1% |
15% |
False |
True |
607 |
| 10 |
0.8998 |
0.8684 |
0.0314 |
3.6% |
0.0110 |
1.3% |
11% |
False |
True |
468 |
| 20 |
0.9082 |
0.8684 |
0.0398 |
4.6% |
0.0095 |
1.1% |
9% |
False |
True |
361 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.6% |
0.0109 |
1.2% |
61% |
False |
False |
263 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.8% |
0.0087 |
1.0% |
68% |
False |
False |
183 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
13.0% |
0.0070 |
0.8% |
68% |
False |
False |
148 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0056 |
0.6% |
68% |
False |
False |
119 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0046 |
0.5% |
68% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9235 |
|
2.618 |
0.9064 |
|
1.618 |
0.8959 |
|
1.000 |
0.8894 |
|
0.618 |
0.8854 |
|
HIGH |
0.8789 |
|
0.618 |
0.8749 |
|
0.500 |
0.8737 |
|
0.382 |
0.8724 |
|
LOW |
0.8684 |
|
0.618 |
0.8619 |
|
1.000 |
0.8579 |
|
1.618 |
0.8514 |
|
2.618 |
0.8409 |
|
4.250 |
0.8238 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8737 |
0.8774 |
| PP |
0.8731 |
0.8756 |
| S1 |
0.8726 |
0.8738 |
|