CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8907 |
0.8808 |
-0.0099 |
-1.1% |
0.8755 |
| High |
0.8922 |
0.8845 |
-0.0077 |
-0.9% |
0.8890 |
| Low |
0.8809 |
0.8752 |
-0.0057 |
-0.6% |
0.8655 |
| Close |
0.8828 |
0.8773 |
-0.0055 |
-0.6% |
0.8878 |
| Range |
0.0113 |
0.0093 |
-0.0020 |
-17.7% |
0.0235 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
277 |
728 |
451 |
162.8% |
3,333 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9014 |
0.8824 |
|
| R3 |
0.8976 |
0.8921 |
0.8799 |
|
| R2 |
0.8883 |
0.8883 |
0.8790 |
|
| R1 |
0.8828 |
0.8828 |
0.8782 |
0.8809 |
| PP |
0.8790 |
0.8790 |
0.8790 |
0.8781 |
| S1 |
0.8735 |
0.8735 |
0.8764 |
0.8716 |
| S2 |
0.8697 |
0.8697 |
0.8756 |
|
| S3 |
0.8604 |
0.8642 |
0.8747 |
|
| S4 |
0.8511 |
0.8549 |
0.8722 |
|
|
| 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% |
0.0110 |
1.3% |
44% |
False |
False |
551 |
| 10 |
0.8925 |
0.8655 |
0.0270 |
3.1% |
0.0104 |
1.2% |
44% |
False |
False |
579 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.9% |
0.0100 |
1.1% |
28% |
False |
False |
442 |
| 40 |
0.9082 |
0.8306 |
0.0776 |
8.8% |
0.0102 |
1.2% |
60% |
False |
False |
315 |
| 60 |
0.9082 |
0.8039 |
0.1043 |
11.9% |
0.0096 |
1.1% |
70% |
False |
False |
228 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.9% |
0.0076 |
0.9% |
73% |
False |
False |
183 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0061 |
0.7% |
72% |
False |
False |
147 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0051 |
0.6% |
72% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9240 |
|
2.618 |
0.9088 |
|
1.618 |
0.8995 |
|
1.000 |
0.8938 |
|
0.618 |
0.8902 |
|
HIGH |
0.8845 |
|
0.618 |
0.8809 |
|
0.500 |
0.8799 |
|
0.382 |
0.8788 |
|
LOW |
0.8752 |
|
0.618 |
0.8695 |
|
1.000 |
0.8659 |
|
1.618 |
0.8602 |
|
2.618 |
0.8509 |
|
4.250 |
0.8357 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8799 |
0.8831 |
| PP |
0.8790 |
0.8811 |
| S1 |
0.8782 |
0.8792 |
|