CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8743 |
0.0003 |
0.0% |
0.8755 |
| High |
0.8802 |
0.8890 |
0.0088 |
1.0% |
0.8890 |
| Low |
0.8727 |
0.8739 |
0.0012 |
0.1% |
0.8655 |
| Close |
0.8744 |
0.8878 |
0.0134 |
1.5% |
0.8878 |
| Range |
0.0075 |
0.0151 |
0.0076 |
101.3% |
0.0235 |
| ATR |
0.0104 |
0.0108 |
0.0003 |
3.2% |
0.0000 |
| Volume |
528 |
267 |
-261 |
-49.4% |
3,333 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9289 |
0.9234 |
0.8961 |
|
| R3 |
0.9138 |
0.9083 |
0.8920 |
|
| R2 |
0.8987 |
0.8987 |
0.8906 |
|
| R1 |
0.8932 |
0.8932 |
0.8892 |
0.8960 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8849 |
| S1 |
0.8781 |
0.8781 |
0.8864 |
0.8809 |
| S2 |
0.8685 |
0.8685 |
0.8850 |
|
| S3 |
0.8534 |
0.8630 |
0.8836 |
|
| S4 |
0.8383 |
0.8479 |
0.8795 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9430 |
0.9007 |
|
| R3 |
0.9278 |
0.9195 |
0.8943 |
|
| R2 |
0.9043 |
0.9043 |
0.8921 |
|
| R1 |
0.8960 |
0.8960 |
0.8900 |
0.9002 |
| PP |
0.8808 |
0.8808 |
0.8808 |
0.8828 |
| S1 |
0.8725 |
0.8725 |
0.8856 |
0.8767 |
| S2 |
0.8573 |
0.8573 |
0.8835 |
|
| S3 |
0.8338 |
0.8490 |
0.8813 |
|
| S4 |
0.8103 |
0.8255 |
0.8749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8890 |
0.8655 |
0.0235 |
2.6% |
0.0112 |
1.3% |
95% |
True |
False |
666 |
| 10 |
0.8950 |
0.8655 |
0.0295 |
3.3% |
0.0109 |
1.2% |
76% |
False |
False |
547 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.8% |
0.0097 |
1.1% |
52% |
False |
False |
412 |
| 40 |
0.9082 |
0.8180 |
0.0902 |
10.2% |
0.0104 |
1.2% |
77% |
False |
False |
295 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.5% |
0.0093 |
1.0% |
82% |
False |
False |
211 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0074 |
0.8% |
82% |
False |
False |
170 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0059 |
0.7% |
82% |
False |
False |
137 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0049 |
0.6% |
82% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9285 |
|
1.618 |
0.9134 |
|
1.000 |
0.9041 |
|
0.618 |
0.8983 |
|
HIGH |
0.8890 |
|
0.618 |
0.8832 |
|
0.500 |
0.8815 |
|
0.382 |
0.8797 |
|
LOW |
0.8739 |
|
0.618 |
0.8646 |
|
1.000 |
0.8588 |
|
1.618 |
0.8495 |
|
2.618 |
0.8344 |
|
4.250 |
0.8097 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8857 |
0.8843 |
| PP |
0.8836 |
0.8808 |
| S1 |
0.8815 |
0.8773 |
|