CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8788 |
0.8715 |
-0.0073 |
-0.8% |
0.8814 |
| High |
0.8789 |
0.8775 |
-0.0014 |
-0.2% |
0.8950 |
| Low |
0.8684 |
0.8655 |
-0.0029 |
-0.3% |
0.8728 |
| Close |
0.8720 |
0.8710 |
-0.0010 |
-0.1% |
0.8801 |
| Range |
0.0105 |
0.0120 |
0.0015 |
14.3% |
0.0222 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.1% |
0.0000 |
| Volume |
244 |
955 |
711 |
291.4% |
2,142 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9073 |
0.9012 |
0.8776 |
|
| R3 |
0.8953 |
0.8892 |
0.8743 |
|
| R2 |
0.8833 |
0.8833 |
0.8732 |
|
| R1 |
0.8772 |
0.8772 |
0.8721 |
0.8743 |
| PP |
0.8713 |
0.8713 |
0.8713 |
0.8699 |
| S1 |
0.8652 |
0.8652 |
0.8699 |
0.8623 |
| S2 |
0.8593 |
0.8593 |
0.8688 |
|
| S3 |
0.8473 |
0.8532 |
0.8677 |
|
| S4 |
0.8353 |
0.8412 |
0.8644 |
|
|
| 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 |
0.8895 |
0.8655 |
0.0240 |
2.8% |
0.0106 |
1.2% |
23% |
False |
True |
743 |
| 10 |
0.8950 |
0.8655 |
0.0295 |
3.4% |
0.0106 |
1.2% |
19% |
False |
True |
541 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.9% |
0.0096 |
1.1% |
13% |
False |
True |
404 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.6% |
0.0106 |
1.2% |
60% |
False |
False |
287 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.8% |
0.0089 |
1.0% |
67% |
False |
False |
199 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
13.0% |
0.0071 |
0.8% |
67% |
False |
False |
160 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0057 |
0.7% |
67% |
False |
False |
129 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0047 |
0.5% |
67% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9285 |
|
2.618 |
0.9089 |
|
1.618 |
0.8969 |
|
1.000 |
0.8895 |
|
0.618 |
0.8849 |
|
HIGH |
0.8775 |
|
0.618 |
0.8729 |
|
0.500 |
0.8715 |
|
0.382 |
0.8701 |
|
LOW |
0.8655 |
|
0.618 |
0.8581 |
|
1.000 |
0.8535 |
|
1.618 |
0.8461 |
|
2.618 |
0.8341 |
|
4.250 |
0.8145 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8715 |
0.8760 |
| PP |
0.8713 |
0.8743 |
| S1 |
0.8712 |
0.8727 |
|