CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8715 |
0.8740 |
0.0025 |
0.3% |
0.8814 |
| High |
0.8775 |
0.8802 |
0.0027 |
0.3% |
0.8950 |
| Low |
0.8655 |
0.8727 |
0.0072 |
0.8% |
0.8728 |
| Close |
0.8710 |
0.8744 |
0.0034 |
0.4% |
0.8801 |
| Range |
0.0120 |
0.0075 |
-0.0045 |
-37.5% |
0.0222 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
955 |
528 |
-427 |
-44.7% |
2,142 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8938 |
0.8785 |
|
| R3 |
0.8908 |
0.8863 |
0.8765 |
|
| R2 |
0.8833 |
0.8833 |
0.8758 |
|
| R1 |
0.8788 |
0.8788 |
0.8751 |
0.8811 |
| PP |
0.8758 |
0.8758 |
0.8758 |
0.8769 |
| S1 |
0.8713 |
0.8713 |
0.8737 |
0.8736 |
| S2 |
0.8683 |
0.8683 |
0.8730 |
|
| S3 |
0.8608 |
0.8638 |
0.8723 |
|
| S4 |
0.8533 |
0.8563 |
0.8703 |
|
|
| 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 |
0.8864 |
0.8655 |
0.0209 |
2.4% |
0.0099 |
1.1% |
43% |
False |
False |
720 |
| 10 |
0.8950 |
0.8655 |
0.0295 |
3.4% |
0.0104 |
1.2% |
30% |
False |
False |
557 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.9% |
0.0094 |
1.1% |
21% |
False |
False |
406 |
| 40 |
0.9082 |
0.8162 |
0.0920 |
10.5% |
0.0104 |
1.2% |
63% |
False |
False |
290 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.7% |
0.0090 |
1.0% |
70% |
False |
False |
207 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0072 |
0.8% |
70% |
False |
False |
167 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0058 |
0.7% |
70% |
False |
False |
134 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
13.0% |
0.0048 |
0.5% |
70% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9121 |
|
2.618 |
0.8998 |
|
1.618 |
0.8923 |
|
1.000 |
0.8877 |
|
0.618 |
0.8848 |
|
HIGH |
0.8802 |
|
0.618 |
0.8773 |
|
0.500 |
0.8765 |
|
0.382 |
0.8756 |
|
LOW |
0.8727 |
|
0.618 |
0.8681 |
|
1.000 |
0.8652 |
|
1.618 |
0.8606 |
|
2.618 |
0.8531 |
|
4.250 |
0.8408 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8739 |
| PP |
0.8758 |
0.8734 |
| S1 |
0.8751 |
0.8729 |
|