CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8820 |
0.0012 |
0.1% |
0.8755 |
| High |
0.8845 |
0.9001 |
0.0156 |
1.8% |
0.8890 |
| Low |
0.8752 |
0.8808 |
0.0056 |
0.6% |
0.8655 |
| Close |
0.8773 |
0.8974 |
0.0201 |
2.3% |
0.8878 |
| Range |
0.0093 |
0.0193 |
0.0100 |
107.5% |
0.0235 |
| ATR |
0.0107 |
0.0116 |
0.0009 |
8.1% |
0.0000 |
| Volume |
728 |
451 |
-277 |
-38.0% |
3,333 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9507 |
0.9433 |
0.9080 |
|
| R3 |
0.9314 |
0.9240 |
0.9027 |
|
| R2 |
0.9121 |
0.9121 |
0.9009 |
|
| R1 |
0.9047 |
0.9047 |
0.8992 |
0.9084 |
| PP |
0.8928 |
0.8928 |
0.8928 |
0.8946 |
| S1 |
0.8854 |
0.8854 |
0.8956 |
0.8891 |
| S2 |
0.8735 |
0.8735 |
0.8939 |
|
| S3 |
0.8542 |
0.8661 |
0.8921 |
|
| S4 |
0.8349 |
0.8468 |
0.8868 |
|
|
| 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 |
0.9001 |
0.8727 |
0.0274 |
3.1% |
0.0125 |
1.4% |
90% |
True |
False |
450 |
| 10 |
0.9001 |
0.8655 |
0.0346 |
3.9% |
0.0116 |
1.3% |
92% |
True |
False |
597 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.8% |
0.0106 |
1.2% |
75% |
False |
False |
458 |
| 40 |
0.9082 |
0.8489 |
0.0593 |
6.6% |
0.0102 |
1.1% |
82% |
False |
False |
325 |
| 60 |
0.9082 |
0.8098 |
0.0984 |
11.0% |
0.0099 |
1.1% |
89% |
False |
False |
236 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0079 |
0.9% |
90% |
False |
False |
188 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.7% |
0.0063 |
0.7% |
90% |
False |
False |
151 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.7% |
0.0053 |
0.6% |
90% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9821 |
|
2.618 |
0.9506 |
|
1.618 |
0.9313 |
|
1.000 |
0.9194 |
|
0.618 |
0.9120 |
|
HIGH |
0.9001 |
|
0.618 |
0.8927 |
|
0.500 |
0.8905 |
|
0.382 |
0.8882 |
|
LOW |
0.8808 |
|
0.618 |
0.8689 |
|
1.000 |
0.8615 |
|
1.618 |
0.8496 |
|
2.618 |
0.8303 |
|
4.250 |
0.7988 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8942 |
| PP |
0.8928 |
0.8909 |
| S1 |
0.8905 |
0.8877 |
|