CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8743 |
0.8907 |
0.0164 |
1.9% |
0.8755 |
| High |
0.8890 |
0.8922 |
0.0032 |
0.4% |
0.8890 |
| Low |
0.8739 |
0.8809 |
0.0070 |
0.8% |
0.8655 |
| Close |
0.8878 |
0.8828 |
-0.0050 |
-0.6% |
0.8878 |
| Range |
0.0151 |
0.0113 |
-0.0038 |
-25.2% |
0.0235 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.3% |
0.0000 |
| Volume |
267 |
277 |
10 |
3.7% |
3,333 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9192 |
0.9123 |
0.8890 |
|
| R3 |
0.9079 |
0.9010 |
0.8859 |
|
| R2 |
0.8966 |
0.8966 |
0.8849 |
|
| R1 |
0.8897 |
0.8897 |
0.8838 |
0.8875 |
| PP |
0.8853 |
0.8853 |
0.8853 |
0.8842 |
| S1 |
0.8784 |
0.8784 |
0.8818 |
0.8762 |
| S2 |
0.8740 |
0.8740 |
0.8807 |
|
| S3 |
0.8627 |
0.8671 |
0.8797 |
|
| S4 |
0.8514 |
0.8558 |
0.8766 |
|
|
| 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 |
0.8922 |
0.8655 |
0.0267 |
3.0% |
0.0113 |
1.3% |
65% |
True |
False |
454 |
| 10 |
0.8950 |
0.8655 |
0.0295 |
3.3% |
0.0107 |
1.2% |
59% |
False |
False |
550 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.8% |
0.0098 |
1.1% |
41% |
False |
False |
414 |
| 40 |
0.9082 |
0.8180 |
0.0902 |
10.2% |
0.0105 |
1.2% |
72% |
False |
False |
299 |
| 60 |
0.9082 |
0.7968 |
0.1114 |
12.6% |
0.0095 |
1.1% |
77% |
False |
False |
216 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.8% |
0.0075 |
0.9% |
78% |
False |
False |
174 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0060 |
0.7% |
77% |
False |
False |
139 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0050 |
0.6% |
77% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9402 |
|
2.618 |
0.9218 |
|
1.618 |
0.9105 |
|
1.000 |
0.9035 |
|
0.618 |
0.8992 |
|
HIGH |
0.8922 |
|
0.618 |
0.8879 |
|
0.500 |
0.8866 |
|
0.382 |
0.8852 |
|
LOW |
0.8809 |
|
0.618 |
0.8739 |
|
1.000 |
0.8696 |
|
1.618 |
0.8626 |
|
2.618 |
0.8513 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8866 |
0.8827 |
| PP |
0.8853 |
0.8826 |
| S1 |
0.8841 |
0.8825 |
|