CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.9002 |
0.0182 |
2.1% |
0.8755 |
| High |
0.9001 |
0.9012 |
0.0011 |
0.1% |
0.8890 |
| Low |
0.8808 |
0.8950 |
0.0142 |
1.6% |
0.8655 |
| Close |
0.8974 |
0.9001 |
0.0027 |
0.3% |
0.8878 |
| Range |
0.0193 |
0.0062 |
-0.0131 |
-67.9% |
0.0235 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
451 |
3,041 |
2,590 |
574.3% |
3,333 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9149 |
0.9035 |
|
| R3 |
0.9112 |
0.9087 |
0.9018 |
|
| R2 |
0.9050 |
0.9050 |
0.9012 |
|
| R1 |
0.9025 |
0.9025 |
0.9007 |
0.9007 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8978 |
| S1 |
0.8963 |
0.8963 |
0.8995 |
0.8945 |
| S2 |
0.8926 |
0.8926 |
0.8990 |
|
| S3 |
0.8864 |
0.8901 |
0.8984 |
|
| S4 |
0.8802 |
0.8839 |
0.8967 |
|
|
| 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 |
0.9012 |
0.8739 |
0.0273 |
3.0% |
0.0122 |
1.4% |
96% |
True |
False |
952 |
| 10 |
0.9012 |
0.8655 |
0.0357 |
4.0% |
0.0111 |
1.2% |
97% |
True |
False |
836 |
| 20 |
0.9082 |
0.8655 |
0.0427 |
4.7% |
0.0107 |
1.2% |
81% |
False |
False |
571 |
| 40 |
0.9082 |
0.8489 |
0.0593 |
6.6% |
0.0100 |
1.1% |
86% |
False |
False |
397 |
| 60 |
0.9082 |
0.8162 |
0.0920 |
10.2% |
0.0100 |
1.1% |
91% |
False |
False |
286 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0080 |
0.9% |
93% |
False |
False |
226 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0064 |
0.7% |
93% |
False |
False |
181 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0053 |
0.6% |
93% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9174 |
|
1.618 |
0.9112 |
|
1.000 |
0.9074 |
|
0.618 |
0.9050 |
|
HIGH |
0.9012 |
|
0.618 |
0.8988 |
|
0.500 |
0.8981 |
|
0.382 |
0.8974 |
|
LOW |
0.8950 |
|
0.618 |
0.8912 |
|
1.000 |
0.8888 |
|
1.618 |
0.8850 |
|
2.618 |
0.8788 |
|
4.250 |
0.8687 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8994 |
0.8961 |
| PP |
0.8988 |
0.8922 |
| S1 |
0.8981 |
0.8882 |
|